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 1 1 2 142 1 2 3 286
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 0 3 6 158
Can Financial Openness Help Avoid Currency Crises? 0 0 0 32 1 3 3 116
Estimating Systematic Risk Under Extremely Adverse Market Conditions 0 0 0 56 0 1 2 97
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 2 1 3 4 26
Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme 0 0 0 13 0 0 1 51
Extreme Value Statistics in Semi-Supervised Models 0 0 1 14 2 3 4 21
Extreme Value Statistics in Semi-Supervised Models 0 0 0 3 0 0 0 12
Non-Standard Errors 0 0 2 44 0 6 31 446
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 0 1 107
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 1 1 2 19
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 1 26
Statistics of Heteroscedastic Extremes 0 0 0 17 2 3 4 62
Statistics of Heteroscedastic Extremes 0 0 0 0 0 0 2 7
Testing the Multivariate Regular Variation Model 0 0 0 0 0 0 1 3
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 1 22
The Extent of Internet Auction Markets 0 0 0 41 0 2 2 240
The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts 0 0 0 125 1 1 1 426
The cross-section of tail risks in stock returns 0 0 1 49 0 0 5 115
The determinants of systemic importance 0 0 0 28 0 0 0 80
The drivers of downside equity tail risk 0 0 0 38 0 1 3 89
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 1 42 1 1 4 156
Why risk is so hard to measure 1 1 2 33 1 1 6 92
Total Working Papers 2 2 9 820 11 31 87 2,657
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 1 9 1 2 4 56
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 1 205 1 6 16 952
Deflation risk in the euro area and central bank credibility 0 0 1 25 2 2 7 83
Dependence structure of risk factors and diversification effects 0 0 1 29 1 1 4 112
Diagnosing the distribution of GARCH innovations 0 0 1 26 1 1 5 96
Did the Crisis Affect Inflation Expectations? 0 0 3 110 1 2 8 405
Estimating Systematic Risk under Extremely Adverse Market Conditions 0 0 1 22 0 0 4 62
Estimation of the marginal expected shortfall: the mean when a related variable is extreme 0 0 0 5 0 0 1 35
Exceedance probability of the integral of a stochastic process 0 0 0 8 0 0 2 59
Existence and consistency of the maximum likelihood estimator for the extreme value index 0 0 1 26 0 0 3 126
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 0 1 64
Risk Theory: A Heavy Tail Approach 0 1 1 3 1 2 2 18
Statistics of heteroscedastic extremes 0 0 0 1 0 3 5 50
Systematic Tail Risk 1 1 4 44 1 1 7 108
Systemic risk allocation using the asymptotic marginal expected shortfall 1 1 1 6 3 5 7 51
Systemic risk and bank business models 0 0 5 56 2 2 16 196
TAIL DEPENDENCE OF OLS 0 0 0 2 0 0 1 10
Testing the Multivariate Regular Variation Model 0 0 0 3 1 2 4 12
The decomposition of jump risks in individual stock returns 0 0 0 11 0 1 4 63
The extent of the maximum likelihood estimator for the extreme value index 0 0 0 12 2 2 5 55
The impact of imposing capital requirements on systemic risk 0 0 1 28 1 1 6 128
The number of active bidders in internet auctions 0 0 0 2 0 0 2 49
The power of weather 0 0 2 36 1 2 6 125
The simple econometrics of tail dependence 0 0 2 60 1 1 4 146
Trends in Extreme Value Indices 0 0 0 6 2 2 5 16
Total Journal Articles 2 3 26 744 22 38 129 3,077

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Statistics updated 2025-11-08