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 1 125 1 3 10 226
Are banks too big to fail? 0 3 8 250 0 5 13 616
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 1 70 0 1 4 132
Can Financial Openness Help Avoid Currency Crises? 0 0 2 29 0 0 2 102
Can Open Capital Markets Help Avoid Currency Crises? 0 0 0 109 0 0 4 391
Deflation risk in the euro area and central bank credibility 0 0 1 98 0 0 7 53
Did the anchor of inflation expectations in the euro area turn adrift? 0 0 1 63 1 1 5 151
Did the crisis affect inflation expectations? 0 0 1 140 1 2 13 435
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 2 35 0 1 8 44
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 1 4 10 0 3 7 34
Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility? 0 0 0 50 0 0 1 131
Identifying systemically important financial institutions: size and other determinants 0 0 0 112 0 2 5 265
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 2 27 0 2 5 89
Statistics of Heteroscedastic Extremes 0 0 0 16 0 0 3 38
Systematic risk under extremely adverse market condition 0 0 1 105 0 2 14 271
Systematic tail risk 0 0 2 63 0 2 8 136
Systemic Risk Allocation for Systems with A Small Number of Banks 0 0 2 46 0 1 4 113
Systemic risk and bank business models 1 2 12 94 1 3 28 176
Systemic risk of European banks: Regulators and markets 0 0 4 61 0 2 9 85
The Extent of Internet Auction Markets 0 0 0 41 0 1 2 227
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 1 1 122 0 2 4 386
The cross-section of tail risks in stock returns 0 0 0 46 0 0 5 85
The determinants of systemic importance 0 0 2 19 0 0 5 31
The drivers of downside equity tail risk 0 1 2 36 0 1 6 66
The power of weather 0 0 0 60 0 1 3 167
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 2 39 1 1 6 139
The simple econometrics of tail dependence 0 3 19 267 2 6 38 437
Why risk is so hard to measure 0 0 3 19 1 3 13 62
Why risk is so hard to measure 0 1 2 22 1 3 9 56
Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement 0 1 5 277 0 5 24 859
Total Working Papers 1 13 80 2,451 9 53 265 6,003


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 5 0 3 5 29
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 13 174 2 11 56 801
Dependence structure of risk factors and diversification effects 0 0 0 23 0 0 0 79
Diagnosing the distribution of GARCH innovations 0 1 1 14 0 1 3 62
Did the Crisis Affect Inflation Expectations? 0 1 8 75 4 8 32 260
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 2 0 0 2 15
Exceedance probability of the integral of a stochastic process 0 0 0 7 0 1 1 44
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 20 0 0 0 104
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 1 1 44
Statistics of heteroscedastic extremes 0 0 0 0 0 2 7 12
Systematic Tail Risk 0 0 2 25 0 0 8 54
The extent of the maximum likelihood estimator for the extreme value index 0 1 2 10 0 1 4 42
The impact of imposing capital requirements on systemic risk 0 0 0 25 0 0 6 92
The number of active bidders in internet auctions 0 0 0 1 0 0 2 33
The power of weather 1 2 2 11 1 4 7 54
The simple econometrics of tail dependence 0 0 2 39 0 0 5 95
Total Journal Articles 1 5 30 440 7 32 139 1,820


Statistics updated 2019-07-03