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 0 66 5 8 25 155
Cognitive Biases and Consumer Sentiment 0 0 1 23 1 4 12 64
Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance 0 0 1 26 1 2 5 59
Contagion as Domino Effect in Global Stock Markets 0 0 1 104 5 10 22 364
Cyclicality in Losses on Bank Loans 0 0 0 35 1 1 7 141
Exploiting Spillovers to forecast Crashes 0 0 0 31 2 4 10 64
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 36 2 4 9 125
How to Identify and Forecast Bull and Bear Markets? 0 0 1 225 7 18 32 361
Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes 0 0 0 98 4 12 31 200
Moments, Shocks and Spillovers in Markov-switching VAR Models 0 0 0 34 4 11 19 37
Riding Bubbles 0 0 1 115 4 5 9 220
Selecting Copulas for Risk Management 0 0 0 661 1 2 9 1,605
Specification Testing in Hawkes Models 0 0 0 29 2 5 8 71
Stress Testing with Student's t Dependence 0 0 0 138 2 2 12 523
The effects of systemic crises when investors can be crisis ignorant 0 0 0 31 2 3 10 181
Time Variation in Asset Return Dependence: Strength or Structure? 0 0 0 49 3 5 17 167
Total Working Papers 0 0 5 1,701 46 96 237 4,337

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 1 2 4 7 27 32
Cognitive biases in consumer sentiment: the peak-end rule and herding 0 1 1 1 2 9 14 14
Contagion as a domino effect in global stock markets 0 0 1 125 3 7 16 472
Cyclicality in losses on bank loans 0 0 0 12 2 3 9 80
Exploiting Spillovers to Forecast Crashes 0 0 0 2 1 2 11 35
Forecasting Value-at-Risk under Temporal and Portfolio Aggregation 0 0 0 15 5 9 24 79
Heterogeneous macro and financial effects of ECB asset purchase programs 0 0 3 3 2 4 25 32
How to Identify and Forecast Bull and Bear Markets? 0 0 2 33 4 7 24 125
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes 0 0 1 37 3 6 18 140
Moments, shocks and spillovers in Markov-switching VAR models 0 0 1 9 8 25 70 94
Portfolio implications of systemic crises 0 0 0 38 2 2 9 145
Selecting copulas for risk management 0 0 0 185 2 9 21 540
Specification Testing in Hawkes Models* 0 0 0 4 1 2 10 36
Total Journal Articles 0 1 10 466 39 92 278 1,824

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Statistics updated 2026-05-06