7
H index
6
i10 index
222
Citations
Fuchun Li : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 8 Articles 16 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1999 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fuchun Li. | Is cited by:
| Cites to:
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Main data
Where Fuchun Li has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Working Papers / Bank of Canada | 16 |
Recent works citing Fuchun Li (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | Systemic Risk Management via Maximum Independent Set in Extremal Dependence Networks. (2025). Wang, Tiandong ; Hui, Qian. In: Papers. RePEc:arx:papers:2503.15534. Full description at Econpapers || Download paper |
| 2024 | Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615. Full description at Econpapers || Download paper |
| 2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper |
| 2024 | Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661. Full description at Econpapers || Download paper |
| 2024 | What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x. Full description at Econpapers || Download paper |
| 2024 | The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124. Full description at Econpapers || Download paper |
| 2024 | Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Yuan, DI ; Xu, Yixiong ; Zhang, Feipeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296. Full description at Econpapers || Download paper |
| 2024 | Banking stability determinants: evidence from Portugal. (2024). Abreu, Simo Rodrigues ; Medeiros, Maria Teresa. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:25:y:2024:i:2:d:10.1057_s41261-023-00222-x. Full description at Econpapers || Download paper |
Works by Fuchun Li:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Financial Stress, Monetary Policy, and Economic Activity In: Bank of Canada Review. [Full Text][Citation analysis] | article | 33 |
| 2010 | Financial Stress, Monetary Policy, and Economic Activity.(2010) In: Staff Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2001 | Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Testing the Parametric Specification of the Diffusion Function in a Diffusion Process In: Staff Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS.(2007) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2006 | Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Testing for Financial Contagion with Applications to the Canadian Banking System In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | A Consistent Test for Multivariate Conditional Distributions In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A Consistent Test for Multivariate Conditional Distributions.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Identifying Asymmetric Comovements of International Stock Market Returns In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | A Semiparametric Early Warning Model of Financial Stress Events In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Predicting Financial Stress Events: A Signal Extraction Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 41 |
| 2014 | Predicting financial stress events: A signal extraction approach.(2014) In: Journal of Financial Stability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
| 2015 | Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Measuring Systemic Risk Across Financial Market Infrastructures In: Staff Working Papers. [Full Text][Citation analysis] | paper | 60 |
| 2016 | Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Quantifying the Economic Benefits of Payments Modernization: the Case of the Large-Value Payment System In: Staff Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Linking real activity and financial markets: the first steps towards a small estimated model for Canada In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2004 | Combining Forecasts with Nonparametric Kernel Regressions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2006 | A consistent bootstrap test for conditional density functions with time-series data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2014 | Testing for financial contagion based on a nonparametric measure of the cross-market correlation In: Review of Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | A Semiparametric Two-Factor Term Structure Model In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team