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
-
- 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
- Stochastic processes and financial applications 2
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- Complex Systems and Time Series Analysis 11
- Market Dynamics and Volatility 9
- Co-authors
- Peter C.B. Phillips (3 shared papers)William B. English (4 shared papers)Michael S. Gibson (1 shared paper)Brian H. Boyer (1 shared paper)Jacob Gyntelberg (7 shared papers)Philip Wooldridge (2 shared papers)Guonan Ma (1 shared paper)Andrew Filardo (1 shared paper)
- Journals
- Journal of Empirical Finance (2 papers)Journal of Econometrics (2 papers)The Review of Economic Studies (1 paper)The North American Journal of Economics and Finance (1 paper)Emerging Markets Review (1 paper)
- Partner nations
- SwitzerlandUnited StatesDenmark
In The Last Decade
Mico Loretan
27 papers receiving 1.5k citations
Mico Loretan's Hit Papers
Peers
Comparison fields: 5 of 81
- Finance 1.1k
- General Economics, Econometrics and Finance 814
- Economics and Econometrics 1.2k
- Statistics and Probability 83
- Accounting 70
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-authors
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
Showing the 20 most-cited of 28 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Estimating Long-Run Economic Equilibria Hit paper breakdown → | 1991 | 528 |
| 2 | 1994 | 375 | |
| 3 | 1997 | 269 | |
| 4 | 2000 | 114 | |
| 5 | The international financial crisis Timeline, impact and policy responses in Asia and the Pacific | 2010 | 93 |
| 6 | 2005 | 72 | |
| 7 | 2000 | 53 | |
| 8 | 2009 | 28 | |
| 9 | 1991 | 22 | |
| 10 | 2014 | 20 | |
| 11 | 2009 | 14 | |
| 12 | Evaluating changes in correlations during periods of high market volatility | 2000 | 13 |
| 13 | 2009 | 13 | |
| 14 | 2009 | 11 | |
| 15 | 2013 | 10 | |
| 16 | 2017 | 8 | |
| 17 | 2013 | 5 | |
| 18 | III. Special feature: Evaluating changes in correlations during periods of high market volatility * | 2000 | 5 |
| 19 | 2007 | 4 | |
| 20 | 2012 | 4 |
About Mico Loretan
Mico Loretan is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, 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 Stochastic processes and financial applications (2 papers). The work is most often cited by research in Finance (1.1k citations), General Economics, Econometrics and Finance (814 citations), Economics and Econometrics (1.2k citations), Statistics and Probability (83 citations) and Accounting (70 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, Haibin Zhu and James Yetman. Their work appears in journals such as Journal of Empirical Finance, Journal of Econometrics, The Review of Economic Studies, The North American Journal of Economics and Finance and Emerging Markets Review.
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.