Access Statistics for Erik Kole

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
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error 0 0 2 66 2 4 7 135
Cognitive Biases and Consumer Sentiment 0 0 1 22 1 1 7 55
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance 0 0 2 26 0 0 6 55
Contagion as Domino Effect in Global Stock Markets 0 0 0 103 1 2 4 344
Cyclicality in Losses on Bank Loans 0 0 0 35 1 1 1 135
Exploiting Spillovers to forecast Crashes 0 0 0 31 0 0 0 54
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 0 0 0 116
How to Identify and Forecast Bull and Bear Markets? 0 0 1 225 0 3 9 335
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 1 98 0 1 2 170
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 0 1 4 20
Riding Bubbles 0 1 1 115 0 1 3 212
Selecting Copulas for Risk Management 0 0 0 661 0 0 0 1,596
Specification Testing in Hawkes Models 0 0 0 29 0 0 0 63
Stress Testing with Student's t Dependence 0 0 0 138 3 3 3 514
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 0 0 0 171
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 1 1 3 151
Total Working Papers 0 1 8 1,699 9 18 49 4,126

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error* 0 0 0 1 5 6 9 13
Contagion as a domino effect in global stock markets 0 0 3 125 0 0 7 458
Cyclicality in losses on bank loans 0 0 0 12 1 1 1 72
Exploiting Spillovers to Forecast Crashes 0 0 0 2 2 2 2 26
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 2 15 1 2 4 57
Heterogeneous macro and financial effects of ECB asset purchase programs 0 1 1 1 1 3 13 15
How to Identify and Forecast Bull and Bear Markets? 0 1 1 32 2 4 11 109
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 36 0 1 3 123
Moments, shocks and spillovers in Markov-switching VAR models 0 0 1 8 2 4 10 31
Portfolio implications of systemic crises 0 0 0 38 0 0 1 137
Selecting copulas for risk management 0 0 1 185 2 3 11 524
Specification Testing in Hawkes Models* 0 0 0 4 1 1 1 27
Total Journal Articles 0 2 10 459 17 27 73 1,592

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Statistics updated 2025-11-08