Mico Loretan
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Global Financial Crisis and Policies
- Financial Markets and Investment Strategies
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
- Global trade and economics
Papers in
- Finance 26
- Financial Risk and Volatility Modeling 14
- Financial Markets and Investment Strategies 11
- Global Financial Crisis and Policies 7
- Banking stability, regulation, efficiency 4
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- Monetary Policy and Economic Impact 12
- Co-authors
- Peter C.B. PhillipsWilliam B. EnglishMichael S. GibsonBrian H. BoyerJacob GyntelbergPhilip WooldridgeGuonan MaAndrew Filardo
- Journals
- Journal of Empirical Finance (2 papers)Journal of Econometrics (2 papers)Emerging Markets Review (1 paper)Journal of International Money and Finance (1 paper)Statistical Papers (1 paper)
- Partner nations
- SwitzerlandUnited StatesDenmark
In The Last Decade
Mico Loretan
27 papers receiving 1.5k citations
Hit Papers
Peers
Comparison fields: 5 of 81
- Finance 1.1k
- General Economics, Econometrics and Finance 818
- Economics and Econometrics 1.2k
- Statistics and Probability 82
- Accounting 71
Countries citing papers authored by Mico Loretan
This map shows the geographic impact of Mico Loretan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mico Loretan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mico Loretan more than expected).
Fields of papers citing papers by Mico Loretan
This network shows the impact of papers produced by Mico Loretan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mico Loretan. The network helps show where Mico Loretan may publish in the future.
Co-authorship network
The 15 scholars most cited alongside Mico Loretan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2017 | 8 | |
| 2 | 2013 | 5 | |
| 3 | 2013 | 10 | |
| 4 | 2012 | 0 | |
| 5 | 2009 | 28 | |
| 6 | 2009 | 15 | |
| 7 | 2009 | 13 | |
| 8 | The development of money markets in Asia | 2008 | 2 |
| 9 | 2008 | 2 | |
| 10 | 2007 | 1 | |
| 11 | 2007 | 1 | |
| 12 | 2007 | 1 | |
| 13 | 2005 | 72 | |
| 14 | 2000 | 52 | |
| 15 | Evaluating changes in correlations during periods of high market volatility | 2000 | 13 |
| 16 | III. Special feature: Evaluating changes in correlations during periods of high market volatility * | 2000 | 5 |
| 17 | 2000 | 113 | |
| 18 | 1997 | 268 | |
| 19 | 1991 | 22 | |
| 20 | Estimating Long-Run Economic Equilibria Hit paper breakdown → | 1991 | 532 |
About Mico Loretan
Mico Loretan is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Statistics and Probability and Global and Planetary Change, having authored 28 papers that have together received 1.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (14 papers), Monetary Policy and Economic Impact (12 papers), Financial Markets and Investment Strategies (11 papers), Complex Systems and Time Series Analysis (11 papers), Market Dynamics and Volatility (9 papers), Global Financial Crisis and Policies (7 papers), Banking stability, regulation, efficiency (4 papers) and Statistical Methods and Inference (2 papers). The work is most often cited by research in Finance (1.1k citations), General Economics, Econometrics and Finance (818 citations), Economics and Econometrics (1.2k citations), Statistics and Probability (82 citations) and Accounting (71 citations). Mico Loretan has collaborated with scholars based in Switzerland, United States and Denmark. Frequent co-authors include Peter C.B. Phillips, William B. English, Michael S. Gibson, Brian H. Boyer, Jacob Gyntelberg, Philip Wooldridge, Guonan Ma, Andrew Filardo, James Yetman and Haibin Zhu. Their work appears in journals such as Journal of Empirical Finance, Journal of Econometrics, Emerging Markets Review, Journal of International Money and Finance and Statistical Papers.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.