Access Statistics for Casper G. de Vries

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Hybrid Joint Moment Ratio Test for Financial Time Series 4 9 20 203 10 23 64 1,081
Abnormal Returns, Risk, and Options in Large Data Sets 0 1 11 262 2 5 26 1,060
An Experimental Examination of Rational Rent-Seeking 0 0 0 0 4 7 37 182
Asset Market Linkages in Crisis Periods 1 3 10 86 2 4 23 274
Asset Market Linkages in Crisis Periods 0 4 30 147 1 6 48 289
Asset Market Linkages in Crisis Periods 0 0 0 0 3 10 48 254
Asset market linkages in crisis periods 2 5 16 123 3 9 39 539
Auctions with Numerous Bidders 1 1 7 48 2 3 13 111
Banking System Stability: A Cross-Atlantic Perspective 0 5 13 102 5 18 50 366
Banking system stability - a cross-Atlantic perspective 3 5 23 144 5 10 63 403
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 2 3 10 392
Beyond the Sample: Extreme Quantile and Probability Estimation 1 6 16 454 6 16 51 1,171
Beyond the Sample: Extreme Quantile and Probability Estimation 6 13 61 687 15 32 135 1,669
Big News in Small Samples 0 0 0 0 0 3 9 131
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 2 4 13 32 2 7 32 92
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 4 68 2 7 22 442
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 1 1 1 43 1 3 8 158
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 2 8 21 0 5 19 291
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 2 10 25 2 11 43 311
Comparing Downside Risk Measures for Heavy Tailed Distributions 5 13 54 223 17 44 159 533
Consistent Measures of Risk 3 9 46 218 10 24 115 463
Contests with Rank-Order Spillovers 1 16 16 16 4 15 15 15
Contests with Rank-Order Spillovers 0 1 26 26 3 10 55 55
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 2 5 18 104 6 19 48 418
Credit Rationing Effects of Credit Value-at-Risk 4 17 78 462 19 63 292 1,537
Endogenous Financial Structure and the Transmission of ECB Policy 2 4 9 175 4 6 20 596
Fiat Exchange in Finite Economies 0 0 0 0 0 1 11 177
Fiat Exchange in Finite Economies 0 0 0 0 3 7 30 63
Fundamental Volatility is Regime Specific 0 0 3 12 0 1 10 44
Fundamental volatility is regime specific 0 3 7 42 0 5 12 102
Fundamentals and Joint Currency Crises 1 1 5 50 4 9 21 189
Fundamentals and joint currency crises 0 1 8 62 1 4 19 155
Generational Accounting, Solidarity and Pension Losses 2 3 7 69 2 3 24 273
Generational Accounting, Solidarity and Pension Losses 0 2 4 66 1 4 22 224
IMF Support and Inter-regime Exchange rate Volatility 0 1 18 43 0 6 42 106
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 2 10 75 854
Incentives for Effective Risk Management 3 5 24 351 9 13 52 754
Large Swings in Currencies driven by Fundamentals 0 1 5 24 1 2 11 78
Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist 0 0 0 0 1 3 8 109
On the frequency of large stock returns: putting booms and busts into perspective 2 2 12 44 5 7 29 216
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 0 3 49 0 1 18 194
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 2 3 10 222 3 7 25 574
Portfolio Diversification Effects and Regular Variation in Financial Data 0 1 9 143 0 1 14 285
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 5 10 33 350
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 6 8 40 217
Risk Diversification by European Financial Conglomerates 3 4 24 149 7 11 64 379
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 17 40 128 485
Subadditivity Re–Examined: the Case for Value-at-Risk 7 12 54 258 12 25 120 531
Tail Probabilities for Regression Estimators 1 2 9 32 5 10 48 190
The All-Pay Auction With Complete Information 0 0 0 7 11 28 104 665
The All-Pay Auction with Complete Information 0 0 0 1 3 7 38 335
The All-Pay Auction with Complete Information 0 0 0 0 5 14 56 502
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 3 9 28 199 3 12 62 492
The EURO, Prudent Coherence? 0 0 1 80 0 1 7 386
The Extent of Internet Auction Markets 3 4 16 26 12 24 66 96
The Forward Premium Puzzle only emerges gradually 4 7 21 82 7 18 64 277
The Forward Premium Puzzle: new evidence from futures contracts 5 7 36 135 9 18 88 274
The Incidence of Overdissipation in Rent-Seeking Contests 0 1 9 106 0 4 30 470
The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 5 14 59 247
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 12 18 33 466
The simple economics of bank fragility 3 7 27 90 4 12 59 256
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 1 4 18 381 4 10 37 1,592
Using a bootstrap method to choose the sample fraction in tail index estimation 2 4 32 344 15 21 102 1,280
Value-at-Risk and Extreme Returns 6 15 54 1,098 11 28 100 2,449
Weak & Strong Financial Fragility 3 6 13 35 5 10 24 113
Total Working Papers 89 231 947 7,876 320 790 3,229 29,282
5 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the relationship between GARCH and symmetric stable processes 0 0 2 27 0 0 2 70
An EMS target zone model in discrete time 0 1 2 50 0 2 12 260
An experimental examination of rational rent-seeking 2 3 12 57 3 4 20 117
Asset Market Linkages in Crisis Periods 2 6 38 140 4 9 71 335
Asset market linkages in crisis periods 0 0 0 10 1 4 22 134
Comparing downside risk measures for heavy tailed distributions 1 1 9 42 1 3 26 109
Differences between foreign exchange rate regimes: The view from the tails 0 1 9 35 1 2 22 103
Endogeneity in European money demand 0 0 0 20 0 0 1 63
Fixing soft margins 0 0 0 2 0 1 6 42
Generational Accounting, Solidarity and Pension Losses 1 1 6 20 1 2 11 64
Incentives for effective risk management 1 2 11 74 3 7 40 213
International Growth with Free Trade in Equities and Goods: A Comment 0 0 0 3 0 0 0 29
International trade and exchange rate volatility 8 37 102 377 26 92 289 983
It takes two to tango: Equilibria in a model of sales 1 3 23 141 2 8 43 253
Mixed Strategy Trade Equilibria 0 0 4 6 2 2 17 126
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 3 0 0 3 42
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective 3 4 26 124 5 8 48 286
On the relation between GARCH and stable processes 0 1 3 16 0 1 6 41
Optimal Localized Production Experience and Schooling 0 0 1 8 0 0 4 67
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 3 5 16 26 6 12 53 85
Piecemeal versus Precipitous Factor Market Integration 0 0 2 15 0 0 8 138
Portfolio selection with heavy tails 0 0 2 12 0 0 6 37
Portfolio selection with limited downside risk 1 1 18 115 2 2 25 214
Rigging the Lobbying Process: An Application of the All-Pay Auction 6 7 52 177 10 13 105 432
Simulating currency substitution bias 0 0 0 1 0 0 0 7
The Forex Regime and EMU Expansion 0 0 8 12 1 3 31 56
The Incidence of Overdissipation in Rent-Seeking Contests 0 1 3 20 0 1 9 62
The Limiting Distribution of Extremal Exchange Rate Returns 1 1 4 58 2 2 9 205
The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 5 6 32 273
The all-pay auction with complete information (*) 0 0 0 0 8 14 35 592
The customs union argument for a monetary union 0 0 1 9 6 19 65 122
The simple economics of bank fragility 0 2 21 101 3 13 56 249
The value of value at risk: statistical, financial, and regulatory considerations (summary) 3 4 9 133 3 6 22 285
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 0 0 6 0 0 5 39
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 2 3 14 14 2 6 28 28
VaR stress tests for highly non-linear portfolios 1 2 2 2 3 7 7 7
Value-at-Risk and Extreme Returns 0 0 0 0 0 0 0 0
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 1 26 0 3 6 103
Total Journal Articles 36 86 401 1,882 100 252 1,145 6,271

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banking System Stability. A Cross-Atlantic Perspective 0 2 4 4 8 17 21 21
Total Chapters 0 2 4 4 8 17 21 21

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Statistics updated 2009-11-04