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 0 0 0 249 0 1 10 1,302
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 0 0 6 1,116
An experimental examination of rational rentseeking 0 0 0 7 1 2 7 53
Asset Market Linkages in Crisis Periods 0 0 0 144 0 3 25 559
Asset Market Linkages in Crisis Periods 0 0 0 0 0 3 13 488
Asset Market Linkages in Crisis Periods 0 0 0 201 0 3 21 498
Asset market linkages in crisis periods 0 0 0 0 3 5 12 78
Asset market linkages in crisis periods 0 0 0 195 0 3 16 793
Asset-Based Lending 0 0 0 42 1 6 18 80
Asset-based lending 0 0 0 24 0 4 18 49
Auctions with Numerous Bidders 0 0 0 54 0 5 11 156
Banking System Stability: A Cross-Atlantic Perspective 0 0 0 151 2 2 10 749
Banking system stability: a cross-Atlantic perspective 0 0 0 230 0 5 15 820
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 0 1 7 445
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 795 0 2 17 2,061
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 528 0 1 7 1,434
Challenges in Implementing Worst-Case Analysis 0 0 0 26 0 5 10 47
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 40 0 1 14 437
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 48 2 4 18 229
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 61 0 4 41 247
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 93 0 3 11 607
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 0 0 39 0 2 17 436
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 0 3 11 824
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 1 1 7 42
Consistent Measures of Risk 0 0 1 289 2 7 20 768
Consistent measures of risk 1 1 1 5 2 7 15 61
Contests with Rank-Order Spillovers 0 0 0 52 0 2 11 203
Contests with Rank-Order Spillovers 0 0 0 51 0 4 13 238
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 0 0 0 135 1 3 7 548
Covariates Hiding in the Tails 0 0 0 19 0 3 13 36
Credit Rationing Effects of Credit Value-at-Risk 0 0 0 534 2 5 13 1,873
Currency Futures' Risk Premia and Risk Factors 0 0 2 26 0 6 25 77
Endogenous Financial Structure and the Transmission of ECB Policy 0 0 0 186 1 3 9 682
Estimating a Latent Risk Premium in Exchange Rate Futures 0 0 0 20 0 3 20 73
Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk 0 0 0 2 0 5 15 23
Fiat Exchange in Finite Economies 0 0 0 0 1 2 11 245
Fiat Exchange in Finite Economies 0 0 0 0 0 0 12 146
Fundamental Volatility is Regime Specific 0 0 0 17 0 2 6 99
Fundamentals and Joint Currency Crises 0 0 0 65 0 3 8 298
Fundamentals and joint currency crises 0 0 0 89 1 6 11 280
Generational Accounting, Solidarity and Pension Losses 0 0 0 97 1 1 6 373
Generational Accounting, Solidarity and Pension Losses 0 0 0 98 1 3 5 283
Generational Accounting, Solidarity and Pension Losses 0 0 0 99 0 3 16 432
Global Stochastic Properties of Dynamic Models and their Linear Approximations 0 0 0 26 1 8 12 66
IMF Support and Inter-regime Exchange rate Volatility 0 0 0 72 0 2 6 199
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 0 1 11 1,086
Incentives for Effective Risk Management 0 0 0 400 0 2 7 927
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 6 0 3 9 49
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 33 0 4 14 66
It takes two to tango: Equilibria in a model of sales 0 0 0 0 1 5 35 44
Large Swings in Currencies driven by Fundamentals 0 0 0 42 0 1 13 198
Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist 0 0 0 0 0 1 6 150
Monetary Policy in the Presence of Random Wage Indexation 0 0 0 15 1 3 9 41
On the frequency of large stock returns: putting booms and busts into perspective 0 0 0 88 0 3 21 398
On the relation between GARCH and stable processes 0 0 0 0 0 0 7 20
On the relation between GARCH and stable processes 0 0 0 0 0 1 8 8
On the relation between GARCH and stable processes 0 0 0 0 0 1 4 6
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 0 0 70 0 5 13 264
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 249 0 1 12 668
Portfolio Diversification Effects and Regular Variation in Financial Data 0 0 0 150 0 1 4 330
Portfolio Diversification Effects of Downside Risk 0 0 0 266 0 0 2 748
Portfolio Selection with Heavy Tails 0 0 0 104 0 0 4 303
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 0 3 19 536
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 0 5 16 382
Risk Diversification by European Financial Conglomerates 0 1 1 233 0 6 15 651
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 1 11 14 126
Risk measures for autocorrelated hedge fund returns 0 0 0 71 0 6 12 316
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 12 119
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 0 3 13 936
Subadditivity Re–Examined: the Case for Value-at-Risk 0 0 2 443 0 6 22 1,250
Subadditivity re–examined: the case for value-at-risk 0 0 1 17 1 6 13 124
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 1 30 2 6 25 121
Tail Index and Quantile Estimation with Very High Frequency Data 0 0 1 10 0 2 11 691
Tail Probabilities for Regression Estimators 0 0 0 52 2 3 9 293
Tail index estimation: quantile driven threshold selection 0 0 0 8 0 1 6 93
The All-Pay Auction With Complete Information 0 0 0 7 1 12 27 1,241
The All-Pay Auction with Complete Information 0 0 0 1 0 13 24 602
The All-Pay Auction with Complete Information 0 0 4 135 0 5 24 366
The All-Pay Auction with Complete Information 0 0 0 0 0 13 24 992
The All-Pay Auction with Complete Information 0 0 0 11 0 2 8 41
The All-pay Auction with Complete Information 0 1 2 33 1 8 47 1,352
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 0 0 2 274 0 0 8 679
The Downside Risk of Heavy Tails induces Low Diversification 0 0 1 24 0 1 15 75
The EURO, Prudent Coherence? 0 0 0 81 0 5 6 428
The Extent of Internet Auction Markets 0 0 0 41 0 2 7 245
The Forex Regime and EMU Expansion 0 0 0 109 0 2 7 499
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 6 1 2 8 89
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 73 0 3 10 207
The Forward Premium Puzzle only emerges gradually 0 0 0 105 1 5 30 441
The Herodotus Paradox 0 0 0 78 0 2 8 264
The Herodotus Paradox 0 1 1 68 1 5 13 308
The Herodotus Paradox 0 0 0 29 1 3 15 116
The Impact of Competition on Prices with Numerous Firms 0 0 0 73 3 7 17 264
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 129 1 2 9 577
The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 0 4 5 353
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 0 1 7 622
The cross-section of tail risks in stock returns 0 0 1 49 0 6 17 129
The drivers of downside equity tail risk 0 0 0 38 0 2 14 101
The forward premium puzzle and latent factors day by day 0 0 0 9 0 1 11 75
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 446 0 4 18 1,822
Using a bootstrap method to choose the sample fraction in tail index estimation 0 1 3 28 0 5 18 165
VaR stress for highly non-linear portfolios 0 0 0 4 0 1 6 22
Value-at-Risk and Extreme Returns 0 1 1 1,311 1 7 13 3,053
Weak & Strong Financial Fragility 0 0 0 72 0 1 5 218
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities 0 0 0 71 0 3 7 315
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 9 0 1 8 50
World Equity Premium Based Risk Aversion Estimates 0 0 0 34 1 4 10 122
World Equity Premium based Risk Aversion Estimates 0 0 0 45 0 1 13 111
Total Working Papers 1 6 25 11,118 43 370 1,421 47,441

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 0 3 7 111
Abnormal returns, risk, and options in large data sets 0 0 0 0 0 1 5 10
An EMS target zone model in discrete time 0 0 0 55 0 2 14 352
An experimental examination of rational rent-seeking 0 1 1 97 1 5 13 283
Asset Market Linkages in Crisis Periods 0 0 1 458 1 4 28 1,227
Comparing downside risk measures for heavy tailed distributions 0 0 0 82 2 3 13 224
Contests with rank-order spillovers 0 0 0 27 0 4 43 150
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 0 2 5 203
Endogeneity in European money demand 0 0 0 36 0 1 10 135
Exploiting tail shape biases to discriminate between stable and student t alternatives 0 0 2 8 0 0 7 37
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 0 0 1 20 0 3 10 87
Fat tails, VaR and subadditivity 0 0 2 139 2 9 23 551
Fixing soft margins 0 0 0 2 0 2 11 71
Generational Accounting, Solidarity and Pension Losses 0 0 0 64 1 2 8 210
Global stochastic properties of dynamic models and their linear approximations 0 0 0 24 0 5 7 106
Heavy tails and currency crises 0 0 0 51 0 2 8 247
Heavy tails of OLS 0 0 1 29 1 3 16 220
IMF Support and Inter-Regime Exchange Rate Volatility 0 0 0 13 1 6 18 101
Incentives for effective risk management 0 0 0 104 0 1 6 327
Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations 0 0 0 0 0 2 6 262
International Growth with Free Trade in Equities and Goods: A Comment 0 0 0 4 1 1 4 48
International trade and exchange rate volatility 1 1 4 904 3 5 17 2,365
It takes two to tango: Equilibria in a model of sales 0 0 0 231 0 1 11 521
Mixed Strategy Trade Equilibria 0 0 0 10 0 4 10 165
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 1 4 7 85
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective 0 0 2 244 0 2 12 670
On the relation between GARCH and stable processes 0 1 1 20 1 3 12 93
Optimal Localized Production Experience and Schooling 0 0 0 8 0 1 8 108
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 54 0 4 11 210
Piecemeal versus Precipitous Factor Market Integration 0 0 0 21 1 5 10 251
Portfolio selection with heavy tails 0 0 0 34 2 4 9 109
Portfolio selection with limited downside risk 0 0 2 155 1 3 12 414
Rigging the Lobbying Process: An Application of the All-Pay Auction 0 0 0 411 0 7 25 992
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 1 3 10 63
Simulating and calibrating diversification against black swans 0 0 0 26 0 2 6 89
Simulating currency substitution bias 0 0 0 5 0 1 4 40
Systemic risk and diversification across European banks and insurers 0 0 1 111 0 3 8 326
The Forex Regime and EMU Expansion 0 0 0 16 2 2 8 189
The Herodotus paradox 0 0 0 18 0 3 19 103
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 32 0 4 10 121
The Limiting Distribution of Extremal Exchange Rate Returns 0 0 0 91 0 1 7 301
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 8 20 433
The Term Structure of Currency Futures' Risk Premia 0 0 1 1 1 6 12 27
The all-pay auction with complete information (*) 0 0 0 0 0 8 23 1,042
The customs union argument for a monetary union 0 0 0 13 0 2 5 178
The impact of competition on prices with numerous firms 0 0 0 44 0 1 13 225
The number of active bidders in internet auctions 0 0 0 2 0 4 12 59
The simple economics of bank fragility 0 0 0 200 1 5 7 515
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 153 1 3 9 364
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 0 0 12 0 0 3 82
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 1 77 1 5 30 225
VaR stress tests for highly non‐linear portfolios 0 0 0 1 0 2 2 3
Value-at-Risk and Extreme Returns 0 1 7 77 0 7 35 271
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 30 0 2 7 149
Total Journal Articles 1 4 27 4,318 29 176 656 15,750

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 0 1 99 1 8 19 368
Total Chapters 0 0 1 99 1 8 19 368

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04