Concepedia

Mico Loretan

ML

Statistics

Publications

20

Citations

2.5K

H-Index

15

Active since

1990

Affiliations

Swiss National Bank(Current)

Federal Reserve Board of Governors

Federal Reserve

Bank for International Settlements

University of Copenhagen

Mico Loretan is an author at Swiss National Bank specializing in financial economics, economics, and finance.

Publications per year

1990–2017

20

Publications

20

Estimating Long-Run Economic Equilibria

Peter C.B. Phillips, Mico Loretan · The Review of Economic Studies · 1991 · 860 citations

Social Sciences, Economics, Econometrics +12

Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets

Mico Loretan, Peter C.B. Phillips · Journal of Empirical Finance · 1994 · 525 citations

Business, Economics, Finance +16

Pitfalls in Tests for Changes in Correlations

Brian H. Boyer, Michael S. Gibson, Mico Loretan · International Finance Discussion Paper · 1997 · 381 citations · Full text

Management, Finance, Risk Management +15

Evaluating Correlation Breakdowns During Periods of Market Volatility

Mico Loretan, William B. English · SSRN Electronic Journal · 2000 · 173 citations · Full text

Business, Economics, Finance +15

The international financial crisis Timeline, impact and policy responses in Asia and the Pacific

Andrew Filardo, Jason George, Mico Loretan et al. · 2010 · 116 citations

Social Sciences, Finance, Risk Management +17

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