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 0 18 303
Averting Currency Crises: The Pros and Cons of Financial Openness 0 0 0 73 0 1 7 165
Can Financial Openness Help Avoid Currency Crises? 1 1 1 33 1 1 13 128
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 1 1 13 38
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 1 4 0 0 5 17
Extreme Value Statistics in Semi-Supervised Models 0 0 0 14 0 0 8 27
Non-Standard Errors 0 1 1 45 0 2 39 485
Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk 0 0 0 28 0 2 14 121
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 5 0 0 10 28
Spatial Dependence and Space-Time Trend in Extreme Events 0 0 0 16 0 0 4 30
Statistics of Heteroscedastic Extremes 0 0 0 17 0 0 7 67
Statistics of Heteroscedastic Extremes 0 0 0 0 1 1 9 16
Testing the Multivariate Regular Variation Model 0 0 0 0 0 2 8 11
Testing the Multivariate Regular Variation Model 0 0 0 19 0 0 8 30
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 0 2 14 439
The cross-section of tail risks in stock returns 0 0 0 49 0 1 15 130
The determinants of systemic importance 1 1 1 29 1 1 11 91
The drivers of downside equity tail risk 0 0 0 38 0 2 14 103
The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts 0 0 0 42 1 1 7 162
Why risk is so hard to measure 0 0 1 33 0 0 10 101
Total Working Papers 2 3 7 825 5 17 266 2,912
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 0 21 76
Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions 0 0 0 205 0 1 18 969
Deflation risk in the euro area and central bank credibility 0 0 0 25 0 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 3 25 429
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 1 1 1 6 1 5 14 49
Exceedance probability of the integral of a stochastic process 0 0 0 8 0 1 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 1 11 75
Risk Theory: A Heavy Tail Approach 0 0 0 3 0 2 9 26
Statistics of heteroscedastic extremes 0 0 0 1 2 3 15 65
Systematic Tail Risk 0 0 2 45 1 2 18 125
Systemic risk allocation using the asymptotic marginal expected shortfall 0 0 1 6 0 2 21 69
Systemic risk and bank business models 0 1 6 62 1 2 31 225
TAIL DEPENDENCE OF OLS 0 0 0 2 0 3 10 20
Testing the Multivariate Regular Variation Model 0 0 0 3 0 1 9 20
The decomposition of jump risks in individual stock returns 1 1 2 13 3 3 11 74
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 0 2 11 138
The number of active bidders in internet auctions 0 0 0 2 0 1 11 60
The power of weather 1 1 1 37 1 2 13 137
The simple econometrics of tail dependence 0 0 1 61 0 0 8 153
Trends in Extreme Value Indices 1 1 1 7 1 3 14 28
Total Journal Articles 4 5 18 760 11 39 352 3,407

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Statistics updated 2026-10-11