Browsing All of EconStor by Author Li, Fuchun
Showing results 1 to 11 of 11
| Year of Publication | Title | Author(s) |
| 2009 | Consistent test for multivariate conditional distributions | Li, Fuchun; Tkacz, Greg |
| 2009 | Testing for financial contagion with applications to the Canadian banking system | Li, Fuchun |
| 2010 | Identifying asymmetric comovements of international stock market returns | Li, Fuchun |
| 2010 | Financial stress, monetary policy, and economic activity | Li, Fuchun; St-Amant, Pierre |
| 2011 | Measuring systemic importance of financial institutions: An extreme value theory approach | Gravelle, Toni; Li, Fuchun |
| 2013 | A semiparametric early warning model of financial stress events | Christensen, Ian; Li, Fuchun |
| 2014 | Predicting financial stress events: A signal extraction approach | Christensen, Ian; Li, Fuchun |
| 2015 | Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates | Li, Fuchun |
| 2016 | Measuring systemic risk across financial market infrastructures | Li, Fuchun; Pérez Saiz, Héctor |
| 2016 | Early warning of financial stress events: A credit-regime-switching approach | Li, Fuchun; Xiao, Hongyu |
| 2021 | Quantifying the economic benefits of payments modernization: The case of the large-value payment system | Arjani, Neville; Li, Fuchun; Lu, Zhentong |
