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 1 1 126 1 3 10 230
Are banks too big to fail? 0 0 7 250 0 0 12 617
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 1 70 1 1 4 133
Can Financial Openness Help Avoid Currency Crises? 1 1 2 30 2 2 3 104
Can Open Capital Markets Help Avoid Currency Crises? 0 0 1 110 2 2 6 394
Deflation risk in the euro area and central bank credibility 0 1 1 99 3 6 10 60
Did the anchor of inflation expectations in the euro area turn adrift? 0 0 0 63 1 2 5 153
Did the crisis affect inflation expectations? 0 0 1 140 3 6 18 441
Estimating Systematic Risk Under Extremely Adverse Market Conditions 1 2 3 37 3 5 9 49
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 3 10 0 0 6 34
Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility? 0 0 0 50 0 2 3 133
Identifying systemically important financial institutions: size and other determinants 0 0 0 112 0 1 4 266
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 1 27 2 2 6 91
Statistics of Heteroscedastic Extremes 0 0 0 16 0 0 1 38
Systematic risk under extremely adverse market condition 0 1 1 106 2 5 16 279
Systematic tail risk 0 1 2 64 0 3 10 140
Systemic Risk Allocation for Systems with A Small Number of Banks 0 0 1 46 3 4 7 117
Systemic risk and bank business models 2 3 14 99 3 11 35 192
Systemic risk of European banks: Regulators and markets 0 1 4 62 0 2 10 87
The Extent of Internet Auction Markets 0 0 0 41 0 0 2 227
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 1 122 0 1 5 387
The cross-section of tail risks in stock returns 0 0 0 46 0 0 3 85
The determinants of systemic importance 0 0 2 19 1 4 7 35
The drivers of downside equity tail risk 0 0 2 36 2 4 9 70
The power of weather 1 1 1 61 3 5 7 172
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 2 39 1 4 8 143
The simple econometrics of tail dependence 1 4 12 271 4 12 35 451
Why risk is so hard to measure 0 0 2 19 0 1 10 64
Why risk is so hard to measure 0 0 1 22 0 1 9 58
Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement 1 1 6 279 11 20 44 887
Total Working Papers 7 17 72 2,472 48 109 314 6,137


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 2 6 31
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 1 12 175 0 2 47 805
Dependence structure of risk factors and diversification effects 0 0 0 23 1 2 3 82
Diagnosing the distribution of GARCH innovations 0 0 1 14 0 2 5 65
Did the Crisis Affect Inflation Expectations? 0 3 9 78 3 16 42 277
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 0 1 44
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 0 20 0 1 1 105
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 1 2 45
Statistics of heteroscedastic extremes 0 0 0 0 3 3 6 15
Systematic Tail Risk 1 2 4 27 1 2 9 56
The extent of the maximum likelihood estimator for the extreme value index 0 0 2 10 1 1 4 43
The impact of imposing capital requirements on systemic risk 0 0 0 25 1 6 9 98
The number of active bidders in internet auctions 0 0 0 1 0 0 2 33
The power of weather 1 2 4 13 2 3 10 57
The simple econometrics of tail dependence 0 1 3 40 5 7 11 103
Total Journal Articles 2 9 35 449 17 48 160 1,874


Statistics updated 2019-11-03