Access Statistics for Erik Kole

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error	0	0	0	64	0	0	1	128
Cognitive Biases and Consumer Sentiment	0	0	0	21	0	2	2	50
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance	0	0	1	25	1	3	6	54
Contagion as Domino Effect in Global Stock Markets	0	0	0	103	1	1	2	341
Cyclicality in Losses on Bank Loans	0	0	0	35	0	0	0	134
Exploiting Spillovers to forecast Crashes	0	0	0	31	0	0	1	54
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	0	0	36	0	0	4	116
How to Identify and Forecast Bull and Bear Markets?	0	0	1	224	1	2	3	328
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes	0	0	6	97	0	0	13	168
Moments, Shocks and Spillovers in Markov-switching VAR Models	0	0	1	34	2	2	5	18
Riding Bubbles	0	0	0	114	0	1	1	210
Selecting Copulas for Risk Management	0	0	1	661	0	0	1	1,596
Specification Testing in Hawkes Models	0	0	0	29	0	0	0	63
Stress Testing with Student's t Dependence	0	0	0	138	0	0	1	511
The effects of systemic crises when investors can be crisis ignorant	0	0	0	31	0	0	2	171
Time Variation in Asset Return Dependence: Strength or Structure?	0	0	0	49	0	0	0	148
Total Working Papers	0	0	10	1,692	5	11	42	4,090

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error*	0	0	1	1	0	0	4	4
Contagion as a domino effect in global stock markets	0	1	2	123	1	2	5	453
Cyclicality in losses on bank loans	0	0	1	12	0	0	3	71
Exploiting Spillovers to Forecast Crashes	0	0	0	2	0	0	0	24
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation	0	1	4	14	0	1	9	54
Heterogeneous macro and financial effects of ECB asset purchase programs	0	0	0	0	0	3	5	5
How to Identify and Forecast Bull and Bear Markets?	0	0	1	31	0	1	7	99
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes	0	0	1	36	0	1	6	122
Moments, shocks and spillovers in Markov-switching VAR models	0	0	4	8	0	1	11	23
Portfolio implications of systemic crises	0	0	0	38	0	0	0	136
Selecting copulas for risk management	1	1	9	185	3	3	24	517
Specification Testing in Hawkes Models*	0	0	0	4	0	0	0	26
Total Journal Articles	1	3	23	454	4	12	74	1,534

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Statistics updated 2025-03-03