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Risk sharing in international economies and market incompleteness
Bakshi, Gurdip S.; Cerrato, Mario; Crosby, John - 2015
Persistent link: https://www.econbiz.de/10011374651
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Foreign exchange order flow as a risk factor
Burnside, Craig; Cerrato, Mario; Zhang, Zhekai - 2023
Persistent link: https://www.econbiz.de/10014234202
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2011
Persistent link: https://www.econbiz.de/10009158646
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805894
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3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario (contributor); Kim, Hyunsok (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806138
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3-Regime symmetric STAR modeling and exchange rate reversion
Cerrato, Mario; Kim, Hyunsok - 2009
Persistent link: https://www.econbiz.de/10003806185
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Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397221
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Black market and official exchange rates : long-run equilibrium and short-run dynamics
Caporale, Guglielmo Maria; Cerrato, Mario - 2006
Persistent link: https://www.econbiz.de/10003395265
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A nonlinear panel unit root test under cross section dependence
Cerrato, Mario; Peretti, Christian de; Larsson, Rolf; … - 2009
Persistent link: https://www.econbiz.de/10003875012
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A bootstrap neural network based heterogeneous panel unit root test : application to exchange rates
Peretti, Christian de; Siani, Carole; Cerrato, Mario - 2010
Persistent link: https://www.econbiz.de/10003948013