Fuchun Li - Central Bank Research Hub

Papers by year: All | 2016 | 2013 | 2011 | 2010 | 2009 | 2006 | 2005 | 2003

Title Other author(s)

Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach

Bank of Canada Working papers [View] (Paper: 2016-21, 27.04.2016)

JEL: C1, C12, C14, G0, G01, G1, G17

A Semiparametric Early Warning Model of Financial Stress Events

Bank of Canada Working papers [View] (Paper: 2013-13, 15.05.2013)

Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach

Bank of Canada Working papers [View] (Paper: 2011-19, 01.10.2011)

Identifying Asymmetric Comovements of International Stock Market Returns

Bank of Canada Working papers [View] (Paper: 2010-21, 06.08.2010)

JEL: C49, F21, G15, G19

Financial Stress, Monetary Policy, and Economic Activity

Bank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010)

JEL: C01, E50, G01

A Consistent Test for Multivariate Conditional Distributions

Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009)

JEL: C12, C22

Testing for Financial Contagion with Applications to the Canadian Banking System

Bank of Canada Working papers [View] (Paper: 2009-14, 15.05.2009)

JEL: C12, G01, G15

Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model

Bank of Canada Working papers [View] (Paper: 2006-42, 25.11.2006)

JEL: C5, E4

Testing the Parametric Specification of the Diffusion Function in a Diffusion Process

Bank of Canada Working papers [View] (Paper: 2005-35, 17.11.2005)

JEL: C12, C14

A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data

Bank of Canada Working papers [View] (Paper: 2001-21, 05.02.2003)

Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods

Bank of Canada Working papers [View] (Paper: 2001-12, 05.02.2003)

Papers by year: All | 2016 | 2013 | 2011 | 2010 | 2009 | 2006 | 2005 | 2003