Access Statistics for Mico Loretan

Author contact details at EconPapers.

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 1 6 6 403
A note on the coefficient of determination in regression models with infinite-variance variables 0 1 2 180 2 4 10 1,605
Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market 0 0 0 14 0 3 7 95
Estimating Long Run Economic Equilibria 0 0 3 613 0 5 10 1,602
Evaluating \"correlation breakdowns\" during periods of market volatility 0 0 0 456 5 9 18 1,536
Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand 0 0 0 49 0 3 4 138
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 24 5 15 20 190
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 54 1 3 6 311
International portfolio rebalancing and exchange rate fluctuations in Thailand 0 0 1 63 3 9 11 241
Pitfalls in tests for changes in correlations 0 0 3 972 1 14 25 1,956
Private Information, Capital Flows, and Exchange Rates 0 0 0 50 2 8 10 138
Private information, capital flows, and exchange rates 0 0 0 30 0 3 4 105
Private information, stock markets, and exchange rates 0 0 1 73 0 5 11 331
Private information, stock markets, and exchange rates 0 0 0 11 1 5 6 111
Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns 0 0 0 227 0 9 9 979
Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets 0 0 0 1 5 24 29 885
The Durbin-Watson Ratio Under Infinite Variance Errors 0 0 0 188 1 5 5 1,667
Total Working Papers 0 1 10 3,064 27 130 191 12,293

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 0 17 0 6 9 95
Economic models of systemic risk in financial systems 0 0 0 49 0 6 6 130
Estimating Long-run Economic Equilibria 0 0 0 223 3 18 29 649
Evaluating changes in correlations during periods of high market volatility 1 1 2 12 7 21 35 91
Exchange rate fluctuations and international portfolio rebalancing 0 0 0 32 0 4 6 135
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets 0 0 0 18 0 5 9 120
Indexes of the foreign exchange value of the dollar 0 1 2 144 1 5 12 589
On the properties of the coefficient of determination in regression models with infinite variance variables 0 1 3 38 1 8 15 579
Private information, capital flows, and exchange rates 0 0 2 17 3 12 20 113
Rate-optimal tests for jumps in diffusion processes 0 0 0 17 2 9 11 65
Systemic risk in a model economy with a stylized banking system 0 0 0 1 0 6 7 136
Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets 0 0 4 440 0 5 16 906
The Durbin-Watson ratio under infinite-variance errors 0 0 0 35 0 3 5 170
The development of money markets in Asia 0 0 0 40 1 9 10 196
Total Journal Articles 1 3 13 1,083 18 117 190 3,974

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 1 2 5 109
Private information, stock markets, and exchange rates 0 0 0 24 0 3 5 119
The international financial crisis: timeline, impact and policy responses in Asia and the Pacific 0 0 0 64 1 9 13 469
Total Chapters 0 0 0 107 2 14 23 697

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Statistics updated 2026-03-04