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 0 1 18 303
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 0 3 9 165
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 0 0 12 127
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 1 57 0 0 16 113
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 0 0 12 37
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 0 11 62
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 0 8 27
Extreme Value Statistics in Semi-Supervised Models 0 0 1 4 0 0 5 17
Non-Standard Errors 1 1 1 45 1 4 41 485
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 2 2 14 121
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 4 30
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 1 10 28
Statistics of Heteroscedastic Extremes 0 0 0 0 0 0 8 15
Statistics of Heteroscedastic Extremes 0 0 0 17 0 1 8 67
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 8 30
Testing the Multivariate Regular Variation Model 0 0 0 0 2 2 8 11
The Extent of Internet Auction Markets 0 0 0 41 0 0 5 245
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 3 14 439
The cross-section of tail risks in stock returns 0 0 0 49 0 1 15 130
The determinants of systemic importance 0 0 0 28 0 0 10 90
The drivers of downside equity tail risk 0 0 0 38 2 2 14 103
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 0 0 6 161
Why risk is so hard to measure 0 0 1 33 0 0 10 101
Total Working Papers 1 1 5 823 8 20 266 2,907
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 1 21 76
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 0 3 20 969
Deflation risk in the euro area and central bank credibility 0 0 0 25 1 1 10 91
Dependence structure of risk factors and diversification effects 0 0 0 29 0 0 8 119
Diagnosing the distribution of GARCH innovations 0 0 0 26 0 0 24 119
Did the Crisis Affect Inflation Expectations? 0 0 1 111 1 2 25 428
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 23 0 0 12 74
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 1 4 13 48
Exceedance probability of the integral of a stochastic process 0 0 0 8 0 2 12 71
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 26 0 0 8 134
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 2 11 75
Risk Theory: A Heavy Tail Approach 0 0 0 3 1 2 9 26
Statistics of heteroscedastic extremes 0 0 0 1 0 1 16 63
Systematic Tail Risk 0 0 2 45 1 1 17 124
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 1 2 22 69
Systemic risk and bank business models 1 2 6 62 1 4 30 224
TAIL DEPENDENCE OF OLS 0 0 0 2 0 3 10 20
Testing the Multivariate Regular Variation Model 0 0 0 3 1 1 10 20
The decomposition of jump risks in individual stock returns 0 1 1 12 0 1 8 71
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 0 1 8 61
The impact of imposing capital requirements on systemic risk 0 0 1 29 1 2 11 138
The number of active bidders in internet auctions 0 0 0 2 0 1 11 60
The power of weather 0 0 0 36 1 1 12 136
The simple econometrics of tail dependence 0 0 1 61 0 0 8 153
Trends in Extreme Value Indices 0 0 0 6 1 2 13 27
Total Journal Articles 1 3 14 756 11 37 349 3,396

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Statistics updated 2026-09-10