Access Statistics for Chen Zhou

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
"Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance 0 0 1 141 0 1 2 285
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 2 3 6 158
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 2 2 115
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 0 56 0 2 3 97
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 0 1 51
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 2 3 25
Extreme Value Statistics in Semi-Supervised Models 0 0 1 14 0 1 2 19
Extreme Value Statistics in Semi-Supervised Models 0 0 0 3 0 0 0 12
Non-Standard Errors 0 0 2 44 2 6 34 446
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 1 107
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 0 1 18
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 1 26
Statistics of Heteroscedastic Extremes 0 0 0 17 1 1 2 60
Statistics of Heteroscedastic Extremes 0 0 0 0 0 1 2 7
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 1 22
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 1 3
The Extent of Internet Auction Markets 0 0 0 41 0 2 2 240
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 0 0 425
The cross-section of tail risks in stock returns 0 0 1 49 0 1 5 115
The determinants of systemic importance 0 0 0 28 0 0 0 80
The drivers of downside equity tail risk 0 0 0 38 0 2 3 89
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 0 0 3 155
Why risk is so hard to measure 0 0 1 32 0 1 5 91
Total Working Papers 0 0 7 818 5 25 80 2,646
1 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
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence 0 0 1 9 0 1 3 55
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 1 205 2 5 20 951
Deflation risk in the euro area and central bank credibility 0 0 1 25 0 1 5 81
Dependence structure of risk factors and diversification effects 0 0 1 29 0 0 4 111
Diagnosing the distribution of GARCH innovations 0 0 1 26 0 1 5 95
Did the Crisis Affect Inflation Expectations? 0 0 3 110 1 1 7 404
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 22 0 0 5 62
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 0 1 35
Exceedance probability of the integral of a stochastic process 0 0 0 8 0 1 2 59
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 1 26 0 1 3 126
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 0 1 64
Risk Theory: A Heavy Tail Approach 0 1 1 3 0 1 1 17
Statistics of heteroscedastic extremes 0 0 0 1 3 3 5 50
Systematic Tail Risk 0 0 4 43 0 0 7 107
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 0 5 1 2 5 48
Systemic risk and bank business models 0 1 5 56 0 1 14 194
TAIL DEPENDENCE OF OLS 0 0 0 2 0 0 1 10
Testing the Multivariate Regular Variation Model 0 0 0 3 1 1 3 11
The decomposition of jump risks in individual stock returns 0 0 0 11 0 1 5 63
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 1 3 53
The impact of imposing capital requirements on systemic risk 0 0 1 28 0 2 6 127
The number of active bidders in internet auctions 0 0 0 2 0 2 2 49
The power of weather 0 0 2 36 0 1 5 124
The simple econometrics of tail dependence 0 0 2 60 0 0 3 145
Trends in Extreme Value Indices 0 0 0 6 0 1 3 14
Total Journal Articles 0 2 25 742 8 27 119 3,055

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Statistics updated 2025-10-06