Access Statistics for Mico Loretan

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the coefficient of determination in models with infinite variance variables 0 0 0 59 0 0 0 397
A note on the coefficient of determination in regression models with infinite-variance variables 0 0 0 178 0 0 1 1,595
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 1 1 88
Estimating Long Run Economic Equilibria 0 0 2 610 0 1 5 1,592
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 2 456 1 2 8 1,518
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 1 49 0 0 3 134
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 0 0 0 305
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 0 1 1 170
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 1 1 62 0 1 2 230
Pitfalls in tests for changes in correlations 1 2 7 969 1 4 17 1,931
Private Information, Capital Flows, and Exchange Rates 0 0 1 50 0 0 1 128
Private information, capital flows, and exchange rates 0 0 0 30 1 1 2 101
Private information, stock markets, and exchange rates 0 0 0 11 0 0 1 105
Private information, stock markets, and exchange rates 0 1 1 72 0 1 2 320
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 1 1 4 970
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 0 1 4 856
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 1 1 4 1,662
Total Working Papers 1 4 15 3,054 5 15 56 12,102

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: Evidence from Asian names in the global CDS market 0 0 1 17 0 0 1 86
Economic models of systemic risk in financial systems 0 0 0 49 0 0 0 124
Estimating Long-run Economic Equilibria 0 0 8 223 3 5 24 620
Evaluating changes in correlations during periods of high market volatility 0 0 2 10 3 6 12 56
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 0 5 129
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 0 0 111
Indexes of the foreign exchange value of the dollar 1 1 2 142 1 4 6 577
On the properties of the coefficient of determination in regression models with infinite variance variables 0 0 0 35 1 1 4 564
Private information, capital flows, and exchange rates 2 2 2 15 3 5 11 93
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 0 1 3 54
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 2 2 129
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 3 10 436 1 5 25 890
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 0 0 1 165
The development of money markets in Asia 0 0 0 40 0 0 1 186
Total Journal Articles 3 6 25 1,070 12 29 95 3,784

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market 0 0 0 19 0 0 2 104
Private information, stock markets, and exchange rates 0 0 0 24 0 0 2 114
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 2 64 0 0 7 456
Total Chapters 0 0 2 107 0 0 11 674

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Statistics updated 2025-03-03