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 1 249 0 0 1 1,292
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 0 0 0 1,110
An experimental examination of rational rentseeking 0 0 0 7 0 0 1 46
Asset Market Linkages in Crisis Periods 0 0 0 201 1 1 3 478
Asset Market Linkages in Crisis Periods 0 0 0 144 1 5 8 535
Asset Market Linkages in Crisis Periods 0 0 0 0 0 0 1 475
Asset market linkages in crisis periods 0 0 0 0 0 0 0 66
Asset market linkages in crisis periods 0 0 0 195 0 0 1 777
Asset-Based Lending 0 0 0 42 0 1 4 62
Asset-based lending 0 0 0 24 0 0 3 31
Auctions with Numerous Bidders 0 0 0 54 0 0 0 145
Banking System Stability: A Cross-Atlantic Perspective 0 0 0 151 0 2 11 739
Banking system stability: a cross-Atlantic perspective 0 0 0 230 0 0 6 805
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 0 0 2 438
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 0 528 0 0 0 1,427
Beyond the Sample: Extreme Quantile and Probability Estimation 0 0 1 795 1 1 3 2,045
Challenges in Implementing Worst-Case Analysis 0 0 0 26 0 1 5 37
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 61 0 0 1 206
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 93 1 2 2 597
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 48 0 0 2 211
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 40 0 0 0 423
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 0 0 39 1 1 1 420
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 0 1 3 813
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 0 0 1 35
Consistent Measures of Risk 0 0 0 288 0 0 1 748
Consistent measures of risk 0 0 0 4 0 0 0 46
Contests with Rank-Order Spillovers 0 0 0 51 0 0 2 225
Contests with Rank-Order Spillovers 0 0 0 52 0 0 0 192
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 0 0 1 135 0 0 2 541
Covariates Hiding in the Tails 0 0 0 19 0 0 2 23
Credit Rationing Effects of Credit Value-at-Risk 0 0 0 534 0 0 0 1,860
Currency Futures' Risk Premia and Risk Factors 0 0 0 24 1 1 2 53
Endogenous Financial Structure and the Transmission of ECB Policy 0 0 1 186 0 2 4 673
Estimating a Latent Risk Premium in Exchange Rate Futures 0 0 0 20 0 2 3 53
Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk 0 0 1 2 0 0 3 8
Fiat Exchange in Finite Economies 0 0 0 0 0 0 1 134
Fiat Exchange in Finite Economies 0 0 0 0 1 2 3 235
Fundamental Volatility is Regime Specific 0 0 0 17 0 1 5 93
Fundamentals and Joint Currency Crises 0 0 1 65 0 1 2 290
Fundamentals and joint currency crises 0 0 0 89 0 0 2 269
Generational Accounting, Solidarity and Pension Losses 0 0 0 98 0 1 2 278
Generational Accounting, Solidarity and Pension Losses 0 0 0 97 0 0 1 367
Generational Accounting, Solidarity and Pension Losses 0 0 0 99 0 0 2 416
Global Stochastic Properties of Dynamic Models and their Linear Approximations 0 0 0 26 0 0 0 54
IMF Support and Inter-regime Exchange rate Volatility 0 0 0 72 0 1 3 193
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 0 0 1 1,075
Incentives for Effective Risk Management 0 0 0 400 0 0 1 920
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 33 0 0 0 52
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 6 0 0 1 40
It takes two to tango: Equilibria in a model of sales 0 0 0 0 0 0 0 9
Large Swings in Currencies driven by Fundamentals 0 0 0 42 0 0 3 185
Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist 0 0 0 0 0 0 0 144
Monetary Policy in the Presence of Random Wage Indexation 0 0 0 15 0 0 2 32
On the frequency of large stock returns: putting booms and busts into perspective 0 0 2 88 0 0 4 377
On the relation between GARCH and stable processes 0 0 0 0 0 0 0 2
On the relation between GARCH and stable processes 0 0 0 0 0 0 3 13
On the relation between GARCH and stable processes 0 0 0 0 0 0 0 0
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 0 0 70 0 0 0 251
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 0 0 249 0 0 0 656
Portfolio Diversification Effects and Regular Variation in Financial Data 0 0 0 150 0 0 2 326
Portfolio Diversification Effects of Downside Risk 0 0 0 266 0 1 1 746
Portfolio Selection with Heavy Tails 0 0 0 104 0 0 0 299
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 1 1 2 518
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 0 0 3 366
Risk Diversification by European Financial Conglomerates 0 0 0 232 0 0 0 636
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 25 0 0 1 112
Risk measures for autocorrelated hedge fund returns 0 0 0 71 0 0 0 304
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 1 107
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 0 3 6 923
Subadditivity Re–Examined: the Case for Value-at-Risk 0 1 4 441 1 7 22 1,229
Subadditivity re–examined: the case for value-at-risk 0 0 4 16 0 2 8 111
Tail Index Estimation: Quantile-Driven Threshold Selection 0 0 2 29 0 2 10 96
Tail Index and Quantile Estimation with Very High Frequency Data 0 0 0 9 1 1 2 681
Tail Probabilities for Regression Estimators 0 0 2 52 0 0 3 284
Tail index estimation: quantile driven threshold selection 0 0 0 8 0 0 0 87
The All-Pay Auction With Complete Information 0 0 0 7 0 0 1 1,214
The All-Pay Auction with Complete Information 0 0 2 11 0 1 3 33
The All-Pay Auction with Complete Information 0 0 0 1 0 1 2 578
The All-Pay Auction with Complete Information 0 0 0 0 0 0 0 968
The All-Pay Auction with Complete Information 1 2 8 132 1 2 14 343
The All-pay Auction with Complete Information 0 0 1 31 0 1 4 1,305
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 0 0 0 272 0 0 2 671
The Downside Risk of Heavy Tails induces Low Diversification 0 0 0 23 0 0 1 60
The EURO, Prudent Coherence? 0 0 0 81 0 0 3 422
The Extent of Internet Auction Markets 0 0 0 41 0 0 0 238
The Forex Regime and EMU Expansion 0 0 0 109 0 1 1 492
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 73 0 0 1 197
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 6 0 0 1 81
The Forward Premium Puzzle only emerges gradually 0 0 0 105 1 1 2 412
The Herodotus Paradox 0 0 0 29 0 1 1 101
The Herodotus Paradox 0 0 0 67 0 0 0 295
The Herodotus Paradox 0 0 0 78 1 2 3 257
The Impact of Competition on Prices with Numerous Firms 0 0 0 73 0 1 3 247
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 129 0 0 0 568
The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates 0 0 0 0 0 0 0 348
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 0 0 0 615
The cross-section of tail risks in stock returns 1 1 1 49 2 3 4 114
The drivers of downside equity tail risk 0 0 0 38 0 0 1 87
The forward premium puzzle and latent factors day by day 0 0 0 9 0 0 1 64
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 0 446 0 0 2 1,804
Using a bootstrap method to choose the sample fraction in tail index estimation 0 0 0 25 1 1 1 148
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 0 16
Value-at-Risk and Extreme Returns 0 0 5 1,310 0 0 7 3,040
Weak & Strong Financial Fragility 0 0 0 72 0 1 2 213
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities 0 0 0 71 0 0 1 308
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 9 0 0 1 42
World Equity Premium Based Risk Aversion Estimates 0 0 0 34 0 0 1 112
World Equity Premium based Risk Aversion Estimates 0 0 0 45 0 0 1 98
Total Working Papers 2 4 37 11,095 16 59 239 46,036

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 0 1 104
Abnormal returns, risk, and options in large data sets 0 0 0 0 0 0 0 5
An EMS target zone model in discrete time 0 0 0 55 0 1 2 338
An experimental examination of rational rent-seeking 0 0 0 96 0 0 0 270
Asset Market Linkages in Crisis Periods 0 2 6 457 0 2 8 1,199
Comparing downside risk measures for heavy tailed distributions 0 0 0 82 0 0 0 211
Contests with rank-order spillovers 0 0 0 27 0 0 1 107
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 0 0 0 198
Endogeneity in European money demand 0 0 0 36 0 1 2 125
Exploiting tail shape biases to discriminate between stable and student t alternatives 0 0 1 6 0 1 3 30
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 1 1 1 20 1 1 2 78
Fat tails, VaR and subadditivity 0 0 3 137 0 4 9 528
Fixing soft margins 0 0 0 2 0 0 0 60
Generational Accounting, Solidarity and Pension Losses 0 0 0 64 1 1 1 203
Global stochastic properties of dynamic models and their linear approximations 0 0 0 24 0 0 1 99
Heavy tails and currency crises 0 0 3 51 0 0 4 239
Heavy tails of OLS 1 1 1 29 1 1 2 205
IMF Support and Inter-Regime Exchange Rate Volatility 0 0 0 13 0 0 3 83
Incentives for effective risk management 0 0 0 104 0 0 0 321
Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations 0 0 0 0 0 0 8 256
International Growth with Free Trade in Equities and Goods: A Comment 0 0 0 4 0 0 0 44
International trade and exchange rate volatility 1 2 3 901 2 5 14 2,350
It takes two to tango: Equilibria in a model of sales 0 0 0 231 0 1 3 510
Mixed Strategy Trade Equilibria 0 0 0 10 1 1 2 156
New evidence on the effectiveness of foreign exchange market intervention 0 0 0 5 0 0 0 78
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective 0 0 2 242 1 1 5 659
On the relation between GARCH and stable processes 0 0 0 19 0 0 1 81
Optimal Localized Production Experience and Schooling 0 0 0 8 0 0 0 100
Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation 0 0 0 54 0 0 1 199
Piecemeal versus Precipitous Factor Market Integration 0 0 0 21 0 0 0 241
Portfolio selection with heavy tails 0 0 0 34 0 0 3 100
Portfolio selection with limited downside risk 0 1 3 153 0 2 12 402
Rigging the Lobbying Process: An Application of the All-Pay Auction 0 1 3 411 2 7 16 969
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 1 53
Simulating and calibrating diversification against black swans 0 0 0 26 0 1 2 83
Simulating currency substitution bias 0 0 0 5 0 0 1 36
Systemic risk and diversification across European banks and insurers 0 0 0 110 0 0 1 318
The Forex Regime and EMU Expansion 0 0 0 16 0 0 1 181
The Herodotus paradox 0 0 0 18 0 0 1 84
The Incidence of Overdissipation in Rent-Seeking Contests 0 0 0 32 0 0 0 111
The Limiting Distribution of Extremal Exchange Rate Returns 0 0 0 91 0 0 1 294
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 2 7 413
The Term Structure of Currency Futures' Risk Premia 0 0 0 0 0 0 1 15
The all-pay auction with complete information (*) 0 0 0 0 0 3 7 1,019
The customs union argument for a monetary union 0 0 0 13 0 0 1 173
The impact of competition on prices with numerous firms 0 0 0 44 0 1 5 212
The number of active bidders in internet auctions 0 0 0 2 0 0 0 47
The simple economics of bank fragility 0 0 1 200 0 0 2 508
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 153 0 0 1 355
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 0 0 12 0 1 1 79
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 0 76 0 0 1 195
VaR stress tests for highly non‐linear portfolios 0 1 1 1 0 1 1 1
Value-at-Risk and Extreme Returns 0 3 8 70 1 6 23 237
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 30 0 0 1 142
Total Journal Articles 3 12 36 4,294 10 44 163 15,104

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 98 1 1 8 350
Total Chapters 0 0 1 98 1 1 8 350

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Statistics updated 2025-07-04