| Estimating long-run economic equilibria PCB Phillips, M Loretan The Review of Economic Studies 58 (3), 407-436, 1991 | 1134 | 1991 |
| Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets M Loretan, PCB Phillips Journal of empirical finance 1 (2), 211-248, 1994 | 761 | 1994 |
| Pitfalls in tests for changes in correlations BH Boyer, MS Gibson, M Loretan | 654 | 1999 |
| Evaluating correlation breakdowns during periods of market volatility M Loretan, WB English Available at SSRN 231857, 2000 | 312 | 2000 |
| Indexes of the foriegn exchange value of the dollar M Loretan Fed. Res. Bull. 91, 1, 2005 | 155 | 2005 |
| The international financial crisis: timeline, impact and policy responses in Asia and the Pacific A Filardo, J George, M Loretan, G Ma, A Munro, I Shim, P Wooldridge, ... BIS papers 52, 2010 | 99 | 2010 |
| Generating market risk scenarios using principal components analysis: methodological and practical considerations M Loretan Manuscript, Federal Reserve Board, 1997 | 82 | 1997 |
| 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 |
| Testing covariance stationarity under moment condition failure with an application to common stock returns PCB Phillips, M Loretan | 71 | 1990 |
| 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 |
| 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 |
| Pitfalls in tests for changes in correlations. Federal Reserve Board BH Boyer, MS Gibson, M Loretan IFS Discussion Paper, 1999 | 38 | 1999 |
| The Durbin-Watson ratio under infinite-variance errors PCB Phillips, M Loretan Journal of Econometrics 47 (1), 85-114, 1991 | 35 | 1991 |
| International portfolio rebalancing and exchange rate fluctuations in Thailand J Gyntelberg, M Loretan, T Subhanij, EHP Chan BIS Working Paper, 2009 | 32 | 2009 |
| Private information, capital flows, and exchange rates J Gyntelberg, M Loretan, T Subhanij Journal of International Money and Finance 81, 40-55, 2018 | 27 | 2018 |
| On the properties of the coefficient of determination in regression models with infinite variance variables JR Kurz-Kim, M Loretan Journal of econometrics 181 (1), 15-24, 2014 | 25 | 2014 |
| Exchange rate fluctuations and international portfolio rebalancing J Gyntelberg, M Loretan, T Subhanij, E Chan Emerging Markets Review 18, 34-44, 2014 | 22 | 2014 |
| The development of money markets in Asia M Loretan, PD Wooldridge BIS Quarterly Review, September, 2008 | 19 | 2008 |
| Private information, stock markets, and exchange rates J Gyntelberg, M Loretan, T Subhanij, EHP Chan BIS Working Paper, 2009 | 18 | 2009 |
| 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 |
