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 0 246 1 1 4 1,280
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 0 0 6 1,106
An experimental examination of rational rentseeking 0 0 1 7 0 0 4 36
Asset Market Linkages in Crisis Periods 0 0 1 139 1 2 15 495
Asset Market Linkages in Crisis Periods 0 0 0 0 1 2 14 463
Asset Market Linkages in Crisis Periods 0 1 2 198 3 6 20 456
Asset market linkages in crisis periods 0 0 0 0 1 2 12 50
Asset market linkages in crisis periods 0 0 0 194 2 3 11 756
Asset-Based Lending 0 0 1 38 1 1 12 23
Asset-based lending 0 0 1 19 1 1 10 17
Auctions with Numerous Bidders 0 0 0 53 0 0 1 135
Banking System Stability: A Cross-Atlantic Perspective 0 2 3 142 1 6 23 599
Banking system stability: a cross-Atlantic perspective 0 1 1 228 2 4 22 705
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 1 1 2 435
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 1 524 1 2 8 1,411
Beyond the Sample: Extreme Quantile and Probability Estimation 0 1 3 790 0 5 19 2,018
Challenges in Implementing Worst-Case Analysis 0 0 2 24 0 1 13 25
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 92 2 3 6 586
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 1 48 0 0 4 200
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 1 3 39 0 5 15 406
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 1 60 0 1 7 194
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 0 0 39 0 1 6 413
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 0 1 8 803
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 0 0 1 29
Consistent Measures of Risk 0 0 0 284 0 1 8 731
Consistent measures of risk 0 0 0 3 0 0 4 38
Contests with Rank-Order Spillovers 0 0 0 51 0 1 14 184
Contests with Rank-Order Spillovers 0 0 0 51 0 3 14 218
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 0 0 0 133 0 0 1 532
Credit Rationing Effects of Credit Value-at-Risk 0 0 1 524 1 3 15 1,840
Endogenous Financial Structure and the Transmission of ECB Policy 0 0 0 184 0 0 3 666
Estimating a Latent Risk Premium in Exchange Rate Futures 0 0 2 17 3 4 14 37
Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk 0 0 2 11 1 2 12 57
Fiat Exchange in Finite Economies 0 0 0 0 0 0 0 127
Fiat Exchange in Finite Economies 0 0 0 0 0 0 4 229
Fundamental Volatility is Regime Specific 0 0 0 17 0 1 4 81
Fundamentals and Joint Currency Crises 0 1 1 64 0 2 5 275
Fundamentals and joint currency crises 0 1 1 89 0 2 6 248
Generational Accounting, Solidarity and Pension Losses 0 0 1 99 1 1 6 406
Generational Accounting, Solidarity and Pension Losses 0 0 1 97 0 0 4 267
Generational Accounting, Solidarity and Pension Losses 0 0 1 97 0 1 12 361
Global Stochastic Properties of Dynamic Models and their Linear Approximations 0 0 0 25 0 0 2 52
IMF Support and Inter-regime Exchange rate Volatility 0 0 0 72 0 0 1 185
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 0 0 9 1,060
Incentives for Effective Risk Management 0 0 0 399 0 0 6 911
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 32 0 1 8 47
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 2 6 0 0 6 38
Large Swings in Currencies driven by Fundamentals 0 1 2 40 1 3 6 176
Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist 0 0 0 0 1 1 2 140
Monetary Policy in the Presence of Random Wage Indexation 0 0 0 14 0 0 3 26
On agricultural commodities' extreme price risk 0 0 2 42 1 3 9 93
On the frequency of large stock returns: putting booms and busts into perspective 0 0 0 85 3 4 13 359
On the relation between GARCH and stable processes 0 0 0 0 0 0 1 7
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 0 1 60 0 0 5 236
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 245 1 1 9 650
Portfolio Diversification Effects and Regular Variation in Financial Data 0 0 0 150 0 1 4 323
Portfolio Diversification Effects of Downside Risk 0 0 0 263 0 0 4 737
Portfolio Selection with Heavy Tails 0 0 0 104 0 0 2 289
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 4 5 19 507
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 2 3 11 350
Risk Diversification by European Financial Conglomerates 0 0 0 230 1 2 7 624
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 23 0 0 1 106
Risk measures for autocorrelated hedge fund returns 0 0 0 67 0 0 0 283
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 1 28 0 1 9 101
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 1 2 19 871
Subadditivity Re–Examined: the Case for Value-at-Risk 0 0 4 419 5 10 30 1,103
Subadditivity re–examined: the case for value-at-risk 0 0 1 9 0 0 11 79
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 1 19 1 6 21 28
Tail Index and Quantile Estimation with Very High Frequency Data 0 0 2 4 3 4 8 663
Tail Probabilities for Regression Estimators 0 0 0 47 0 1 6 274
Tail index estimation: quantile driven threshold selection 0 0 1 8 0 1 5 77
The All-Pay Auction With Complete Information 0 0 0 7 2 10 25 1,194
The All-Pay Auction with Complete Information 0 4 10 90 4 10 32 235
The All-Pay Auction with Complete Information 0 0 0 0 0 4 16 949
The All-Pay Auction with Complete Information 0 0 0 1 0 4 16 546
The All-pay Auction with Complete Information 0 3 5 20 2 8 25 1,273
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 0 2 3 270 0 2 9 658
The Downside Risk of Heavy Tails induces Low Diversification 0 0 0 23 1 1 3 48
The EURO, Prudent Coherence? 0 0 0 81 0 0 3 416
The Extent of Internet Auction Markets 0 0 0 41 1 1 5 232
The Forex Regime and EMU Expansion 0 0 0 108 0 0 3 483
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 6 0 0 6 78
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 71 0 0 6 189
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 23 0 0 9 92
The Forward Premium Puzzle only emerges gradually 0 0 0 105 1 1 9 403
The Forward Premium Puzzle: new evidence from futures contracts 0 0 1 198 0 0 8 500
The Herodotus Paradox 0 0 0 78 1 4 8 247
The Herodotus Paradox 0 0 0 29 0 0 2 93
The Herodotus Paradox 0 0 1 66 0 0 7 291
The Impact of Competition on Prices with Numerous Firms 0 0 4 73 0 2 20 229
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 128 0 0 4 564
The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 1 1 1 345
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 1 1 10 609
The cross-section of tail risks in stock returns 0 0 0 46 2 3 14 102
The drivers of downside equity tail risk 0 1 2 38 1 4 9 79
The forward premium puzzle and latent factors day by day 0 0 0 8 0 0 5 60
The simple economics of bank fragility 0 0 0 210 2 3 10 600
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 441 0 2 12 1,774
Using a bootstrap method to choose the sample fraction in tail index estimation 0 0 2 24 0 1 11 132
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 2 15
Value-at-Risk and Extreme Returns 2 2 10 1,291 2 7 37 2,975
Weak & Strong Financial Fragility 0 0 0 68 1 1 2 203
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities 0 0 0 71 0 0 2 303
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 9 1 1 6 34
World Equity Premium Based Risk Aversion Estimates 0 0 0 33 0 0 1 104
World Equity Premium based Risk Aversion Estimates 0 1 1 44 0 1 4 92
Total Working Papers 2 22 87 11,273 71 190 948 45,480


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 35 1 1 3 99
Abnormal returns, risk, and options in large data sets 0 0 0 0 0 0 3 5
An EMS target zone model in discrete time 0 0 0 54 0 0 2 328
An experimental examination of rational rent-seeking 0 1 2 92 0 1 7 242
Asset Market Linkages in Crisis Periods 0 3 15 427 5 16 59 1,072
Comparing downside risk measures for heavy tailed distributions 0 1 1 79 0 1 4 204
Contests with rank-order spillovers 0 0 0 26 0 0 9 103
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 0 0 2 194
Endogeneity in European money demand 0 0 1 36 0 0 5 119
Exploiting tail shape biases to discriminate between stable and student t alternatives 0 0 1 1 0 0 7 16
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 0 0 2 17 1 1 7 62
Fat tails, VaR and subadditivity 1 1 7 114 2 6 36 455
Fixing soft margins 0 0 0 2 0 0 0 59
Generational Accounting, Solidarity and Pension Losses 0 0 0 63 0 0 5 197
Global stochastic properties of dynamic models and their linear approximations 0 0 0 24 0 0 0 97
Heavy tails and currency crises 0 0 1 43 3 4 12 146
Heavy tails of OLS 0 0 0 25 0 2 9 187
IMF Support and Inter-Regime Exchange Rate Volatility 0 0 0 13 0 0 2 78
Incentives for effective risk management 0 0 0 104 1 1 9 314
Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations 0 0 0 0 0 2 12 185
International Growth with Free Trade in Equities and Goods: A Comment 0 0 0 4 0 0 1 43
International trade and exchange rate volatility 2 6 18 848 2 12 42 2,210
It takes two to tango: Equilibria in a model of sales 0 1 3 224 1 2 10 481
Mixed Strategy Trade Equilibria 0 0 0 10 1 1 4 150
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 3 78
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective 0 0 7 223 1 4 25 590
On the relation between GARCH and stable processes 1 1 1 19 1 1 3 77
Optimal Localized Production Experience and Schooling 0 0 0 8 0 0 2 98
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 53 0 0 1 189
Piecemeal versus Precipitous Factor Market Integration 0 0 0 21 0 0 1 239
Portfolio selection with heavy tails 0 0 0 31 0 0 1 86
Portfolio selection with limited downside risk 0 1 1 142 2 5 16 336
Rigging the Lobbying Process: An Application of the All-Pay Auction 1 4 13 386 5 14 37 886
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 9 0 0 2 46
Simulating and calibrating diversification against black swans 0 0 0 26 0 0 4 76
Simulating currency substitution bias 0 0 0 5 0 0 4 31
Systemic risk and diversification across European banks and insurers 0 0 4 103 2 6 21 284
The Forex Regime and EMU Expansion 0 0 1 15 1 2 8 172
The Herodotus paradox 0 0 0 17 0 1 2 77
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 1 31 0 0 4 106
The Limiting Distribution of Extremal Exchange Rate Returns 0 1 2 90 0 2 5 288
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 0 0 4 366
The all-pay auction with complete information (*) 0 0 0 0 1 4 21 975
The customs union argument for a monetary union 0 0 0 13 0 0 0 171
The impact of competition on prices with numerous firms 1 3 7 27 3 7 35 142
The number of active bidders in internet auctions 0 0 0 1 0 1 6 39
The simple economics of bank fragility 0 0 1 196 1 1 12 492
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 152 0 0 1 349
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 1 1 12 0 2 4 64
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 1 1 4 74 1 3 14 172
Value-at-Risk and Extreme Returns 1 2 11 32 3 8 37 124
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 30 0 0 5 137
Total Journal Articles 8 27 105 4,015 38 111 528 13,736


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 0 93 1 5 28 296
Total Chapters 0 0 0 93 1 5 28 296


Statistics updated 2021-01-03