Access Statistics for Casper G. de Vries

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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 0 0 0 249 2 4 7 1,299
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 1 5 5 1,115
An experimental examination of rational rentseeking 0 0 0 7 1 2 4 50
Asset Market Linkages in Crisis Periods 0 0 0 201 9 13 17 494
Asset Market Linkages in Crisis Periods 0 0 0 0 4 8 8 483
Asset Market Linkages in Crisis Periods 0 0 0 144 6 15 21 550
Asset market linkages in crisis periods 0 0 0 195 6 12 14 790
Asset market linkages in crisis periods 0 0 0 0 1 4 5 71
Asset-Based Lending 0 0 0 42 3 7 11 72
Asset-based lending 0 0 0 24 4 9 13 41
Auctions with Numerous Bidders 0 0 0 54 2 6 6 151
Banking System Stability: A Cross-Atlantic Perspective 0 0 0 151 2 5 7 744
Banking system stability: a cross-Atlantic perspective 0 0 0 230 6 9 12 815
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 2 3 7 443
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 795 7 12 15 2,058
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 528 3 5 5 1,432
Challenges in Implementing Worst-Case Analysis 0 0 0 26 1 5 6 42
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 93 2 3 7 602
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 61 28 33 35 241
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 48 3 9 12 223
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 40 9 13 13 436
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 0 0 39 7 9 10 429
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 3 6 9 820
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 0 2 6 40
Consistent Measures of Risk 0 0 1 289 3 7 14 761
Consistent measures of risk 0 0 0 4 2 7 7 53
Contests with Rank-Order Spillovers 0 0 0 52 6 7 9 201
Contests with Rank-Order Spillovers 0 0 0 51 2 4 8 232
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 0 0 0 135 2 4 5 545
Covariates Hiding in the Tails 0 0 0 19 6 7 10 33
Credit Rationing Effects of Credit Value-at-Risk 0 0 0 534 3 6 7 1,867
Currency Futures' Risk Premia and Risk Factors 0 1 1 25 7 11 13 65
Endogenous Financial Structure and the Transmission of ECB Policy 0 0 0 186 4 5 8 679
Estimating a Latent Risk Premium in Exchange Rate Futures 0 0 0 20 8 12 15 65
Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk 0 0 0 2 6 9 9 17
Fiat Exchange in Finite Economies 0 0 0 0 9 9 10 144
Fiat Exchange in Finite Economies 0 0 0 0 2 7 9 242
Fundamental Volatility is Regime Specific 0 0 0 17 0 3 6 96
Fundamentals and Joint Currency Crises 0 0 1 65 3 4 7 295
Fundamentals and joint currency crises 0 0 0 89 4 5 7 274
Generational Accounting, Solidarity and Pension Losses 0 0 0 97 2 3 5 371
Generational Accounting, Solidarity and Pension Losses 0 0 0 99 9 11 11 427
Generational Accounting, Solidarity and Pension Losses 0 0 0 98 2 2 3 280
Global Stochastic Properties of Dynamic Models and their Linear Approximations 0 0 0 26 0 2 2 56
IMF Support and Inter-regime Exchange rate Volatility 0 0 0 72 1 3 5 197
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 5 8 9 1,084
Incentives for Effective Risk Management 0 0 0 400 1 3 4 924
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 33 6 9 9 61
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 6 3 6 6 46
It takes two to tango: Equilibria in a model of sales 0 0 0 0 19 21 21 30
Large Swings in Currencies driven by Fundamentals 0 0 0 42 5 10 12 196
Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist 0 0 0 0 2 3 5 149
Monetary Policy in the Presence of Random Wage Indexation 0 0 0 15 1 3 5 36
On the frequency of large stock returns: putting booms and busts into perspective 0 0 0 88 10 11 13 390
On the relation between GARCH and stable processes 0 0 0 0 2 2 3 5
On the relation between GARCH and stable processes 0 0 0 0 4 6 9 20
On the relation between GARCH and stable processes 0 0 0 0 3 7 7 7
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 0 0 70 3 7 8 259
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 249 6 8 10 666
Portfolio Diversification Effects and Regular Variation in Financial Data 0 0 0 150 1 2 3 328
Portfolio Diversification Effects of Downside Risk 0 0 0 266 1 1 3 748
Portfolio Selection with Heavy Tails 0 0 0 104 1 2 3 302
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 6 11 15 532
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 6 8 9 374
Risk Diversification by European Financial Conglomerates 0 0 0 232 2 8 8 644
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 2 2 2 114
Risk measures for autocorrelated hedge fund returns 0 0 0 71 4 4 5 309
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 10 12 12 119
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 3 7 12 932
Subadditivity Re–Examined: the Case for Value-at-Risk 1 1 4 442 4 7 22 1,241
Subadditivity re–examined: the case for value-at-risk 0 0 4 17 2 4 12 118
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 2 30 0 8 22 112
Tail Index and Quantile Estimation with Very High Frequency Data 0 0 0 9 3 6 9 688
Tail Probabilities for Regression Estimators 0 0 0 52 1 5 7 290
Tail index estimation: quantile driven threshold selection 0 0 0 8 2 4 4 91
The All-Pay Auction With Complete Information 0 0 0 7 6 11 12 1,226
The All-Pay Auction with Complete Information 0 0 8 135 2 12 24 361
The All-Pay Auction with Complete Information 0 0 0 0 4 9 11 979
The All-Pay Auction with Complete Information 0 0 0 1 8 10 12 589
The All-Pay Auction with Complete Information 0 0 1 11 1 2 7 38
The All-pay Auction with Complete Information 0 0 1 32 22 36 40 1,343
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 1 1 2 274 3 6 7 678
The Downside Risk of Heavy Tails induces Low Diversification 0 0 1 24 6 7 10 69
The EURO, Prudent Coherence? 0 0 0 81 0 1 1 423
The Extent of Internet Auction Markets 0 0 0 41 3 3 5 243
The Forex Regime and EMU Expansion 0 0 0 109 1 4 6 497
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 73 2 5 7 204
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 6 1 2 3 83
The Forward Premium Puzzle only emerges gradually 0 0 0 105 12 16 22 432
The Herodotus Paradox 0 0 0 29 3 8 10 110
The Herodotus Paradox 0 0 0 78 2 4 8 262
The Herodotus Paradox 0 0 0 67 1 3 6 301
The Impact of Competition on Prices with Numerous Firms 0 0 0 73 6 8 12 257
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 129 3 5 6 574
The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 0 0 1 349
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 2 4 5 620
The cross-section of tail risks in stock returns 0 0 1 49 4 6 10 121
The drivers of downside equity tail risk 0 0 0 38 7 9 12 98
The forward premium puzzle and latent factors day by day 0 0 0 9 1 2 5 68
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 446 4 11 15 1,818
Using a bootstrap method to choose the sample fraction in tail index estimation 0 1 2 27 1 9 12 159
VaR stress for highly non-linear portfolios 0 0 0 4 3 4 4 20
Value-at-Risk and Extreme Returns 0 0 1 1,310 1 3 6 3,045
Weak & Strong Financial Fragility 0 0 0 72 2 2 5 217
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities 0 0 0 71 3 4 5 312
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 9 3 5 7 48
World Equity Premium Based Risk Aversion Estimates 0 0 0 34 1 3 5 117
World Equity Premium based Risk Aversion Estimates 0 0 0 45 6 8 10 108
Total Working Papers 2 4 30 11,109 435 744 1,005 46,925

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 0 36 1 4 5 108
Abnormal returns, risk, and options in large data sets 0 0 0 0 0 2 3 8
An EMS target zone model in discrete time 0 0 0 55 4 6 8 345
An experimental examination of rational rent-seeking 0 0 0 96 3 7 7 277
Asset Market Linkages in Crisis Periods 0 0 3 458 7 19 23 1,220
Comparing downside risk measures for heavy tailed distributions 0 0 0 82 5 7 9 220
Contests with rank-order spillovers 0 0 0 27 29 33 35 142
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 1 2 2 200
Endogeneity in European money demand 0 0 0 36 3 5 9 133
Exploiting tail shape biases to discriminate between stable and student t alternatives 0 0 1 7 1 2 7 35
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 0 0 1 20 2 4 6 83
Fat tails, VaR and subadditivity 0 0 2 138 3 6 17 539
Fixing soft margins 0 0 0 2 5 7 9 69
Generational Accounting, Solidarity and Pension Losses 0 0 0 64 2 3 4 206
Global stochastic properties of dynamic models and their linear approximations 0 0 0 24 0 0 2 101
Heavy tails and currency crises 0 0 0 51 5 6 7 245
Heavy tails of OLS 0 0 1 29 3 5 13 216
IMF Support and Inter-Regime Exchange Rate Volatility 0 0 0 13 3 6 8 90
Incentives for effective risk management 0 0 0 104 1 4 4 325
Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations 0 0 0 0 1 1 2 258
International Growth with Free Trade in Equities and Goods: A Comment 0 0 0 4 0 0 3 47
International trade and exchange rate volatility 0 0 2 901 5 7 14 2,358
It takes two to tango: Equilibria in a model of sales 0 0 0 231 3 7 9 517
Mixed Strategy Trade Equilibria 0 0 0 10 1 2 6 161
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 2 3 81
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective 0 0 0 242 2 4 7 665
On the relation between GARCH and stable processes 0 0 0 19 4 9 10 90
Optimal Localized Production Experience and Schooling 0 0 0 8 1 2 3 103
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 54 5 5 6 205
Piecemeal versus Precipitous Factor Market Integration 0 0 0 21 0 3 4 245
Portfolio selection with heavy tails 0 0 0 34 2 4 6 105
Portfolio selection with limited downside risk 0 1 2 154 1 4 11 408
Rigging the Lobbying Process: An Application of the All-Pay Auction 0 0 1 411 7 11 21 983
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 2 2 3 56
Simulating and calibrating diversification against black swans 0 0 0 26 2 3 5 87
Simulating currency substitution bias 0 0 0 5 2 2 4 39
Systemic risk and diversification across European banks and insurers 0 1 1 111 2 3 6 323
The Forex Regime and EMU Expansion 0 0 0 16 2 5 7 187
The Herodotus paradox 0 0 0 18 5 11 15 99
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 32 1 4 5 116
The Limiting Distribution of Extremal Exchange Rate Returns 0 0 0 91 1 3 4 298
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 3 6 15 425
The Term Structure of Currency Futures' Risk Premia 0 1 1 1 1 3 5 20
The all-pay auction with complete information (*) 0 0 0 0 4 12 19 1,034
The customs union argument for a monetary union 0 0 0 13 1 2 4 176
The impact of competition on prices with numerous firms 0 0 0 44 5 9 12 223
The number of active bidders in internet auctions 0 0 0 2 2 6 8 55
The simple economics of bank fragility 0 0 1 200 0 1 2 509
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 153 3 4 5 360
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 0 0 12 0 1 4 82
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 1 77 8 16 25 219
VaR stress tests for highly non‐linear portfolios 0 0 1 1 0 0 1 1
Value-at-Risk and Extreme Returns 0 4 8 75 7 16 34 262
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 30 1 2 5 146
Total Journal Articles 0 7 26 4,306 162 300 471 15,505

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 1 1 99 6 9 12 360
Total Chapters 0 1 1 99 6 9 12 360

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Statistics updated 2026-02-12