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 0 248 0 0 0 1,288
Abnormal Returns, Risk, and Options in Large Data Sets 0 0 0 268 0 0 2 1,108
An experimental examination of rational rentseeking 0 0 0 7 0 0 1 43
Asset Market Linkages in Crisis Periods 0 0 0 0 0 0 3 473
Asset Market Linkages in Crisis Periods 0 1 2 143 0 3 9 519
Asset Market Linkages in Crisis Periods 0 0 1 201 0 0 4 471
Asset market linkages in crisis periods 0 0 0 0 0 0 3 64
Asset market linkages in crisis periods 0 0 0 195 0 0 6 773
Asset-Based Lending 0 0 2 41 0 4 10 51
Asset-based lending 0 1 1 22 0 2 3 25
Auctions with Numerous Bidders 0 0 1 54 1 1 4 143
Banking System Stability: A Cross-Atlantic Perspective 0 0 2 151 6 16 51 713
Banking system stability: a cross-Atlantic perspective 0 0 0 230 2 13 38 784
Between Realignments and Intervention: the Belgian Franc in the European Monetary System 0 0 0 0 0 0 0 436
Beyond the Sample: Extreme Quantile and Probability Estimation 1 2 3 794 4 6 12 2,041
Beyond the Sample: Extreme Quantile and Probability Estimation 0 1 3 528 0 1 7 1,425
Challenges in Implementing Worst-Case Analysis 0 1 1 26 0 1 1 32
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 48 1 2 2 207
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 93 0 0 0 593
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 1 61 0 0 1 204
Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach 0 0 0 40 0 1 1 421
Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach 0 0 0 39 0 1 1 418
Comparing Downside Risk Measures for Heavy Tailed Distributions 0 0 0 294 0 0 1 807
Comparing downside risk measures for heavy tailed distribution 0 0 0 7 0 1 2 34
Consistent Measures of Risk 0 1 1 286 0 2 4 742
Consistent measures of risk 0 1 1 4 0 1 2 45
Contests with Rank-Order Spillovers 0 0 0 52 0 2 2 191
Contests with Rank-Order Spillovers 0 0 0 51 0 1 2 222
Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series 0 0 1 134 0 0 2 538
Covariates Hiding in the Tails 0 2 4 19 0 2 8 18
Credit Rationing Effects of Credit Value-at-Risk 0 0 2 531 0 0 3 1,857
Currency Futures' Risk Premia and Risk Factors 0 1 3 24 1 2 9 49
Endogenous Financial Structure and the Transmission of ECB Policy 0 0 0 184 0 0 1 668
Estimating a Latent Risk Premium in Exchange Rate Futures 0 0 0 19 0 0 0 49
Fiat Exchange in Finite Economies 0 0 0 0 0 0 0 132
Fiat Exchange in Finite Economies 0 0 0 0 0 0 1 232
Fundamental Volatility is Regime Specific 0 0 0 17 0 0 1 88
Fundamentals and Joint Currency Crises 0 0 0 64 0 1 3 288
Fundamentals and joint currency crises 0 0 0 89 0 0 2 265
Generational Accounting, Solidarity and Pension Losses 0 0 0 99 0 0 0 412
Generational Accounting, Solidarity and Pension Losses 0 0 0 98 0 1 2 273
Generational Accounting, Solidarity and Pension Losses 0 0 0 97 0 0 2 365
Global Stochastic Properties of Dynamic Models and their Linear Approximations 0 0 1 26 0 0 1 54
IMF Support and Inter-regime Exchange rate Volatility 0 0 0 72 0 0 2 190
INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY 0 0 0 0 1 1 2 1,070
Incentives for Effective Risk Management 0 0 1 400 0 0 2 919
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 1 33 0 0 1 52
Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates 0 0 0 6 1 1 1 39
It takes two to tango: Equilibria in a model of sales 0 0 0 0 0 0 0 7
Large Swings in Currencies driven by Fundamentals 0 0 1 42 0 0 2 182
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 1 1 15 0 1 1 29
On the frequency of large stock returns: putting booms and busts into perspective 0 0 0 85 0 0 1 372
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 0 0
On the relation between GARCH and stable processes 0 0 0 0 0 0 0 10
Optimal Confidence Intervals for the Tail Index and High Quantiles 0 1 3 69 0 1 3 250
Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation 0 1 1 247 0 1 1 654
Portfolio Diversification Effects and Regular Variation in Financial Data 0 0 0 150 0 0 0 324
Portfolio Diversification Effects of Downside Risk 0 0 1 265 0 0 3 743
Portfolio Selection with Heavy Tails 0 0 0 104 1 1 2 299
RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION 0 0 0 3 0 0 2 515
Rigging the Lobbying Process: An Application of the All- Pay Auction 0 0 0 0 1 1 4 360
Risk Diversification by European Financial Conglomerates 0 0 0 232 0 0 2 633
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 2 25 0 0 2 110
Risk measures for autocorrelated hedge fund returns 0 0 0 70 1 1 2 301
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 0 106
Stylized Facts of Nominal Exchange Rate Returns 0 0 0 3 1 1 11 909
Subadditivity Re–Examined: the Case for Value-at-Risk 0 0 6 434 1 5 25 1,185
Subadditivity re–examined: the case for value-at-risk 0 0 0 11 0 1 6 96
Tail Index Estimation: Quantile-Driven Threshold Selection 0 2 4 25 4 10 20 66
Tail Index and Quantile Estimation with Very High Frequency Data 0 0 0 5 0 0 1 674
Tail Probabilities for Regression Estimators 0 0 3 50 0 1 4 281
Tail index estimation: quantile driven threshold selection 0 0 0 8 0 1 1 86
The All-Pay Auction With Complete Information 0 0 0 7 0 0 0 1,210
The All-Pay Auction with Complete Information 0 1 2 7 0 1 3 21
The All-Pay Auction with Complete Information 2 4 10 113 7 15 33 302
The All-Pay Auction with Complete Information 0 0 0 1 1 2 9 569
The All-Pay Auction with Complete Information 0 0 0 0 1 1 2 968
The All-pay Auction with Complete Information 0 1 2 28 1 3 9 1,296
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets 0 0 2 272 0 0 3 666
The Downside Risk of Heavy Tails induces Low Diversification 0 0 0 23 0 0 0 58
The EURO, Prudent Coherence? 0 0 0 81 0 0 0 418
The Extent of Internet Auction Markets 0 0 0 41 0 0 1 236
The Forex Regime and EMU Expansion 0 0 1 109 0 0 5 491
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 73 0 0 1 195
The Forward Premium Puzzle and Latent Factors Day by Day 0 0 0 6 0 0 0 80
The Forward Premium Puzzle only emerges gradually 0 0 0 105 0 0 1 410
The Herodotus Paradox 0 0 0 29 0 0 1 99
The Herodotus Paradox 0 0 0 67 0 0 0 295
The Herodotus Paradox 0 0 0 78 0 0 0 252
The Impact of Competition on Prices with Numerous Firms 0 0 0 73 1 1 2 242
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 1 348
The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates 0 0 0 1 0 0 1 614
The cross-section of tail risks in stock returns 0 0 1 48 1 1 3 109
The drivers of downside equity tail risk 0 0 0 38 0 1 3 85
The forward premium puzzle and latent factors day by day 0 0 0 8 0 0 1 62
Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation 0 0 4 446 3 6 15 1,800
Using a bootstrap method to choose the sample fraction in tail index estimation 0 0 1 25 0 0 1 143
VaR stress for highly non-linear portfolios 0 0 0 4 0 0 1 16
Value-at-Risk and Extreme Returns 0 0 3 1,303 1 3 15 3,029
Weak & Strong Financial Fragility 1 1 4 72 2 2 6 210
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities 0 0 0 71 0 0 0 305
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 9 0 0 0 41
World Equity Premium Based Risk Aversion Estimates 0 0 0 33 0 0 1 109
World Equity Premium based Risk Aversion Estimates 0 0 1 45 1 1 3 97
Total Working Papers 4 23 85 11,011 45 128 429 45,513

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 0 1 1 102
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 0 1 336
An experimental examination of rational rent-seeking 0 0 1 96 0 2 4 267
Asset Market Linkages in Crisis Periods 0 1 9 446 2 4 21 1,175
Comparing downside risk measures for heavy tailed distributions 0 0 1 81 0 0 1 210
Contests with rank-order spillovers 0 0 0 27 0 0 1 105
Differences between foreign exchange rate regimes: The view from the tails 0 0 0 53 0 0 2 198
Endogeneity in European money demand 0 0 0 36 0 0 0 123
Exploiting tail shape biases to discriminate between stable and student t alternatives 0 0 0 1 0 0 0 18
Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes 0 1 1 19 0 1 4 70
Fat tails, VaR and subadditivity 0 0 1 128 1 1 15 501
Fixing soft margins 0 0 0 2 0 0 0 60
Generational Accounting, Solidarity and Pension Losses 0 0 0 63 0 0 1 200
Global stochastic properties of dynamic models and their linear approximations 0 0 0 24 0 0 0 98
Heavy tails and currency crises 0 0 1 45 1 12 38 225
Heavy tails of OLS 0 0 1 28 1 1 3 202
IMF Support and Inter-Regime Exchange Rate Volatility 0 0 0 13 0 0 0 79
Incentives for effective risk management 0 0 0 104 1 1 2 319
Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations 0 0 0 0 2 5 18 235
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 3 14 880 3 13 35 2,303
It takes two to tango: Equilibria in a model of sales 0 0 2 230 1 2 7 503
Mixed Strategy Trade Equilibria 0 0 0 10 0 0 1 153
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 1 1 4 236 2 3 16 636
On the relation between GARCH and stable processes 0 0 0 19 0 0 0 79
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 53 0 0 2 195
Piecemeal versus Precipitous Factor Market Integration 0 0 0 21 0 0 0 241
Portfolio selection with heavy tails 0 0 0 34 0 1 1 96
Portfolio selection with limited downside risk 0 0 3 150 0 1 15 381
Rigging the Lobbying Process: An Application of the All-Pay Auction 2 2 6 401 3 4 17 934
Risk Measures for Autocorrelated Hedge Fund Returns 0 0 0 10 0 0 0 52
Simulating and calibrating diversification against black swans 0 0 0 26 0 0 0 81
Simulating currency substitution bias 0 0 0 5 0 0 0 35
Systemic risk and diversification across European banks and insurers 0 0 1 110 1 1 4 314
The Forex Regime and EMU Expansion 0 0 1 16 0 1 4 178
The Herodotus paradox 0 0 0 18 0 0 0 80
The Incidence of Overdissipation in Rent-Seeking Contests 1 1 1 32 1 1 1 110
The Limiting Distribution of Extremal Exchange Rate Returns 0 0 0 91 0 0 0 293
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 1 4 11 399
The all-pay auction with complete information (*) 0 0 0 0 1 1 9 1,004
The customs union argument for a monetary union 0 0 0 13 1 1 1 172
The impact of competition on prices with numerous firms 1 2 3 39 4 5 11 191
The number of active bidders in internet auctions 0 0 1 2 0 0 1 46
The simple economics of bank fragility 0 0 0 198 0 0 3 505
The value of value at risk: statistical, financial, and regulatory considerations (summary) 0 0 0 152 0 0 1 352
Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles 0 0 0 12 0 0 0 78
Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation 0 0 0 76 1 1 8 189
Value-at-Risk and Extreme Returns 2 5 8 55 5 12 30 192
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities 0 0 0 30 0 0 0 141
Total Journal Articles 8 16 59 4,192 32 79 290 14,683

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 2 97 1 5 16 334
Total Chapters 0 0 2 97 1 5 16 334

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Statistics updated 2023-05-07