| A note on the coefficient of determination in models with infinite variance variables JR Kurz-Kim, M Loretan FRB International Finance Discussion Paper, 2007 | 6 | 2007 |
| A note on the coefficient of determination in regression models with infinite-variance variables JR Kurz-Kim, M Loretan Bundesbank Series 1 Discussion Paper, 2007 | 4 | 2007 |
| Bae, K.-H. and GA Karolyi (1994),“Good News, Bad News and International Spillovers of Stock Returns between Japan and the US”, Pacific-Basin Finance Journal, Vol. 2, pp. 405 … G Bekaert, CR Harvey, EE Markets, BH Boyer, MS Gibson, M Loretan Journal of Finance 55 (2), 565-613, 0 | 1 | |
| BANK OF THAILAND J Gyntelberg, M Loretan, T Subhanij, E Chan | | 2009 |
| BIS Representative Office for Asia and the Pacific J Gyntelberg, M Loretan, T Subhanij, E Chan | | 2009 |
| BIS Representative Office for Asia and the Pacific D Kim, M Loretan, E Remolona | | 2009 |
| Condition Failure PCB Phillips, M Loretan | | |
| Contagion and Risk in the Amplification of Crisis: Evidence from Asian Names in the CDS Market DH Kim, M Loretan, EM Remolona EABER Working Papers, 2009 | | 2009 |
| Contagion and risk premia in the amplification of crisis: evidence from Asian names in the global CDS market DH Kim, M Loretan, EM Remolona Journal of Asian Economics 21 (3), 314-326, 2010 | 75 | 2010 |
| Die Entwicklung der Geldmärkte in Asien M Loretan, P Wooldridge | | 2008 |
| Economic models of systemic risk in financial systems M Loretan The North American Journal of Economics and Finance 7 (2), 147-152, 1996 | 16 | 1996 |
| El desarrollo de los mercados monetarios asiáticos M Loretan, P Wooldridge | | 2008 |
| Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991 | 1128 | 1991 |
| Evaluating correlation breakdowns during periods of market volatility M Loretan, WB English Available at SSRN 231857, 2000 | 311 | 2000 |
| Exchange rate fluctuations and international portfolio rebalancing J Gyntelberg, M Loretan, T Subhanij, E Chan Emerging Markets Review 18, 34-44, 2014 | 22 | 2014 |
| Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand MJ Gyntelberg, MM Loretan, MS Tientip International Monetary Fund, 2012 | 3 | 2012 |
| Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets AP Chaboud, B Chiquoine, E Hjalmarsson, M Loretan Journal of Empirical Finance 17 (2), 212-240, 2010 | 41 | 2010 |
| Frequency of observation and the estimation of integrated volatility in deep and liquid markets A Chaboud, B Chiquoine, E Hjalmarsson, M Loretan Board of Governors of the Federal Reserve System, International Finance …, 2007 | 4 | 2007 |
| Generating market risk scenarios using principal components analysis: methodological and practical considerations M Loretan Manuscript, Federal Reserve Board, 1997 | 82 | 1997 |
| III. Special feature: Evaluating changes in correlations during periods of high market volatility M Loretan, WB English BIS Quarterly Review 2, 29-36, 2000 | 42 | 2000 |
