Access Statistics for Chen Zhou

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
"Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance 0 0 1 142 4 11 14 298
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 0 1 7 160
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 4 8 121
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 1 1 57 0 8 11 106
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 2 5 9 31
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 6 7 57
Extreme Value Statistics in Semi-Supervised Models 0 1 1 4 1 4 4 16
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 2 7 25
Non-Standard Errors 0 0 2 44 4 18 38 470
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 10 12 119
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 4 4 30
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 1 3 5 23
Statistics of Heteroscedastic Extremes 0 0 0 0 0 3 5 11
Statistics of Heteroscedastic Extremes 0 0 0 17 0 0 5 63
Testing the Multivariate Regular Variation Model 0 0 0 19 1 3 4 25
Testing the Multivariate Regular Variation Model 0 0 0 0 2 3 6 8
The Extent of Internet Auction Markets 0 0 0 41 0 3 5 243
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 6 8 433
The cross-section of tail risks in stock returns 0 0 1 49 2 7 12 123
The determinants of systemic importance 0 0 0 28 0 3 5 85
The drivers of downside equity tail risk 0 0 0 38 1 10 12 99
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 1 4 7 161
Why risk is so hard to measure 0 0 1 33 0 7 10 99
Total Working Papers 0 2 7 822 20 125 205 2,806
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence 0 0 0 9 0 4 8 62
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 1 6 20 960
Deflation risk in the euro area and central bank credibility 0 0 0 25 0 3 8 87
Dependence structure of risk factors and diversification effects 0 0 0 29 1 5 6 117
Diagnosing the distribution of GARCH innovations 0 0 1 26 1 21 26 118
Did the Crisis Affect Inflation Expectations? 0 0 1 111 2 10 24 425
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 23 1 8 11 72
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 1 4 39
Exceedance probability of the integral of a stochastic process 0 0 0 8 1 7 10 67
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 1 26 0 3 6 129
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 4 6 69
Risk Theory: A Heavy Tail Approach 0 0 1 3 1 3 5 21
Statistics of heteroscedastic extremes 0 0 0 1 0 9 15 60
Systematic Tail Risk 0 0 5 45 2 7 14 117
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 0 6 14 58
Systemic risk and bank business models 2 3 5 59 7 18 28 216
TAIL DEPENDENCE OF OLS 0 0 0 2 0 2 4 13
Testing the Multivariate Regular Variation Model 0 0 0 3 0 3 9 17
The decomposition of jump risks in individual stock returns 0 0 0 11 0 4 8 67
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 3 6 58
The impact of imposing capital requirements on systemic risk 0 1 1 29 1 6 11 135
The number of active bidders in internet auctions 0 0 0 2 0 6 8 55
The power of weather 0 0 1 36 2 5 11 131
The simple econometrics of tail dependence 0 0 0 60 0 2 5 150
Trends in Extreme Value Indices 0 0 0 6 2 9 13 25
Total Journal Articles 2 4 18 751 23 155 280 3,268

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Statistics updated 2026-03-04