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 0 1 284
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 0 1 3 155
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 0 0 113
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 0 56 0 0 1 95
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 1 13 0 1 3 51
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 1 2 23
Extreme Value Statistics in Semi-Supervised Models 0 0 1 14 0 0 1 18
Extreme Value Statistics in Semi-Supervised Models 0 0 0 3 0 0 0 12
Non-Standard Errors 0 2 3 44 2 7 42 440
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 16 0 0 1 26
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 0 1 18
Statistics of Heteroscedastic Extremes 0 0 0 0 0 0 1 6
Statistics of Heteroscedastic Extremes 0 0 0 17 0 0 2 59
Testing the Multivariate Regular Variation Model 0 0 0 0 0 1 1 3
Testing the Multivariate Regular Variation Model 0 0 0 19 0 1 2 22
The Extent of Internet Auction Markets 0 0 0 41 0 0 0 238
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 0 0 1 425
The cross-section of tail risks in stock returns 1 1 1 49 2 3 4 114
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 0 1 87
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 0 1 3 155
Why risk is so hard to measure 0 0 1 32 0 1 6 90
Total Working Papers 1 3 9 818 5 17 77 2,621
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 0 3 54
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 2 205 2 4 16 946
Deflation risk in the euro area and central bank credibility 0 0 1 25 0 0 6 80
Dependence structure of risk factors and diversification effects 0 0 1 29 0 0 4 111
Diagnosing the distribution of GARCH innovations 0 1 1 26 0 2 4 94
Did the Crisis Affect Inflation Expectations? 0 0 4 110 0 2 8 403
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 2 22 0 1 6 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 1 1 1 58
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 1 1 26 0 2 3 125
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 1 1 64
Risk Theory: A Heavy Tail Approach 0 0 0 2 0 0 3 16
Statistics of heteroscedastic extremes 0 0 0 1 0 2 2 47
Systematic Tail Risk 1 2 4 43 2 3 7 107
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 0 5 0 1 5 46
Systemic risk and bank business models 0 0 6 55 1 4 18 193
TAIL DEPENDENCE OF OLS 0 0 0 2 1 1 1 10
Testing the Multivariate Regular Variation Model 0 0 0 3 0 2 3 10
The decomposition of jump risks in individual stock returns 0 0 0 11 1 1 4 62
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 0 2 52
The impact of imposing capital requirements on systemic risk 0 0 1 28 0 1 4 125
The number of active bidders in internet auctions 0 0 0 2 0 0 0 47
The power of weather 0 1 3 36 1 3 5 123
The simple econometrics of tail dependence 0 0 3 60 0 0 4 145
Trends in Extreme Value Indices 0 0 0 6 0 0 2 13
Total Journal Articles 1 5 30 740 9 31 113 3,028

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Statistics updated 2025-07-04