Mico Loretan - Central Bank Research Hub

Papers by year: All | 2015 | 2009 | 2008 | 2007

Title Other author(s)

Private information, capital flows, and exchange rates

Swiss National Bank Working Papers [View] (Paper: 2015-12, 06.11.2015)

JEL: C22, E58, F31, F37, G14

International portfolio rebalancing and exchange rate fluctuations in Thailand

Bank for International Settlements Working papers [View] (Paper: 287, 26.08.2009)

Private information, stock markets, and exchange rates

Bank for International Settlements Working papers [View] (Paper: 271, 27.02.2009)

JEL: C22, E58, F31, F37, G14

The development of money markets in Asia

Bank for International Settlements Quarterly Review [View] (Paper: 0809f, 01.09.2008)

JEL: E44, E52, E58, F42

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Bank for International Settlements Working papers [View] (Paper: 249, 01.04.2008)

JEL: C22, G12

Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0905, 01.10.2007)

JEL: C22, G12

A Note on the Coefficient of Determination in Models with Infinite Variance Variables

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0895, 01.06.2007)

JEL: C12, C13, C21, G12

A note on the coefficient of determination in regression models with infinite-variance variables

Deutsche Bundesbank Discussion Papers [View] (Paper: 200710, 14.05.2007)

JEL: C12, C13, C21, G12

Papers by year: All | 2015 | 2009 | 2008 | 2007