Fuchun Li
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author of:
- Financial Stress, Monetary Policy, and Economic Activity (RePEc:bca:bcarev:v:2010:y:2010:i:autumn10:p:9-18)
by Fuchun Li & Pierre St-Amant - Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods (RePEc:bca:bocawp:01-12)
by Fuchun Li & Greg Tkacz - A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data (RePEc:bca:bocawp:01-21)
by Fuchun Li & Greg Tkacz - Testing the Parametric Specification of the Diffusion Function in a Diffusion Process (RePEc:bca:bocawp:05-35)
by Fuchun Li - Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model (RePEc:bca:bocawp:06-42)
by Céline Gauthier & Fuchun Li - Testing for Financial Contagion with Applications to the Canadian Banking System (RePEc:bca:bocawp:09-14)
by Fuchun Li - A Consistent Test for Multivariate Conditional Distributions (RePEc:bca:bocawp:09-34)
by Fuchun Li & Greg Tkacz - Financial Stress, Monetary Policy, and Economic Activity (RePEc:bca:bocawp:10-12)
by Fuchun Li & Pierre St-Amant - Identifying Asymmetric Comovements of International Stock Market Returns (RePEc:bca:bocawp:10-21)
by Fuchun Li - Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach (RePEc:bca:bocawp:11-19)
by Toni Gravelle & Fuchun Li - A Semiparametric Early Warning Model of Financial Stress Events (RePEc:bca:bocawp:13-13)
by Ian Christensen & Fuchun Li - Predicting Financial Stress Events: A Signal Extraction Approach (RePEc:bca:bocawp:14-37)
by Ian Christensen & Fuchun Li - Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates (RePEc:bca:bocawp:15-17)
by Fuchun Li - Measuring Systemic Risk Across Financial Market Infrastructures (RePEc:bca:bocawp:16-10)
by Fuchun Li & Héctor Pérez Saiz - Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach (RePEc:bca:bocawp:16-21)
by Fuchun Li & Hongyu Xiao - Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System (RePEc:bca:bocawp:21-64)
by Neville Arjani & Fuchun Li & Zhentong Lu - Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model (RePEc:bca:bocawp:99-19)
by John Knight & Fuchun Li & Mingwei Yuan - Linking real activity and financial markets: the first steps towards a small estimated model for Canada (RePEc:bis:bisbpc:22-15)
by Céline Gauthier & Fuchun Li - Combining Forecasts with Nonparametric Kernel Regressions (RePEc:bpj:sndecm:v:8:y:2004:i:4:n:2)
by Li Fuchun & Tkacz Greg - Testing The Parametric Specification Of The Diffusion Function In A Diffusion Process (RePEc:cup:etheor:v:23:y:2007:i:02:p:221-250_07)
by Li, Fuchun - A consistent bootstrap test for conditional density functions with time-series data (RePEc:eee:econom:v:133:y:2006:i:2:p:863-886)
by Li, Fuchun & Tkacz, Greg - Predicting financial stress events: A signal extraction approach (RePEc:eee:finsta:v:14:y:2014:i:c:p:54-65)
by Christensen, Ian & Li, Fuchun - Testing for financial contagion based on a nonparametric measure of the cross-market correlation (RePEc:eee:revfin:v:23:y:2014:i:3:p:141-147)
by Li, Fuchun & Zhu, Hui - A Semiparametric Two-Factor Term Structure Model (RePEc:oup:jfinec:v:4:y:2006:i:2:p:204-237)
by John Knight & Fuchun Li & Mingwei Yuan - A Consistent Test for Multivariate Conditional Distributions (RePEc:taf:emetrv:v:30:y:2011:i:3:p:251-273)
by Fuchun Li & Greg Tkacz