Casper G. de Vries : Citation Profile

Are you Casper G. de Vries?

Erasmus Universiteit Rotterdam

26

H index

45

i10 index

3830

Citations

RESEARCH PRODUCTION:

54

Articles

104

Papers

1

Chapters

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 98
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 153.    Total self citations: 52 (1.34 %)

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   Permalink: http://citec.repec.org/pde225
   Updated: 2024-11-08    RAS profile: 2023-09-13    
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Relations with other researchers

Works with:

von Hagen, Juergen (2)

Bernoth, Kerstin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Casper G. de Vries.

Is cited by:

Sela, Aner (146)

Sheremeta, Roman (146)

Konrad, Kai (136)

Kovenock, Dan (125)

Chowdhury, Subhasish (52)

Zhou, Chen (42)

Amegashie, J. Atsu (40)

Dahm, Matthias (34)

cotter, john (32)

Roberson, Brian (26)

Lu, Jingfeng (24)

Cites to:

gourieroux, christian (25)

Scaillet, Olivier (25)

Jansen, Dennis (24)

Sarno, Lucio (20)

Campbell, John (18)

Kovenock, Dan (17)

Baye, Michael (16)

Hartmann, Philipp (16)

Chinn, Menzie (13)

Danielsson, Jon (13)

Verdelhan, Adrien (13)

Main data

Where Casper G. de Vries has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Empirical Finance4
International Economic Review3
Journal of Econometrics3
The Review of Economics and Statistics3
Economics Letters2
European Journal of Political Economy2
Public Choice2
Journal of Applied Econometrics2
Games and Economic Behavior2
Journal of Economic Dynamics and Control2
Economic Theory2
Journal of Economic Theory2
Open Economies Review2
European Economic Review2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute37
CESifo Working Paper Series / CESifo7
Purdue University Economics Working Papers / Purdue University, Department of Economics5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research3
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy3
Working Paper Series / European Central Bank3
Staff Working Papers / Bank of Canada3
MPRA Paper / University Library of Munich, Germany2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Working Papers / Business School - Economics, University of Glasgow2
Working Papers / Chapman University, Economic Science Institute2

Recent works citing Casper G. de Vries (2024 and 2023)

YearTitle of citing document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305.

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2024Competing Bandits: The Perils of Exploration Under Competition. (2020). Wu, Zhiwei Steven ; Slivkins, Aleksandrs ; Mansour, Yishay ; Aridor, Guy. In: Papers. RePEc:arx:papers:2007.10144.

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2023Competition in Signaling. (2021). Vaccari, Federico. In: Papers. RePEc:arx:papers:2103.05317.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Equilibria of Attacker-Defender Games. (2022). , Zsombor ; Gross, Jorg. In: Papers. RePEc:arx:papers:2202.10072.

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2024Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2024Contests as Optimal Mechanisms under Signal Manipulation. (2023). Qiu, Xiaoyun ; Li, Yingkai. In: Papers. RePEc:arx:papers:2302.09168.

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2023The Dynamics of Instability. (2023). Gonçalves, Duarte ; Gonccalves, Duarte ; Barilla, C'Esar. In: Papers. RePEc:arx:papers:2303.07285.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions. (2024). Selcuk, Cemil. In: Papers. RePEc:arx:papers:2404.08762.

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2023Is Money Essential? An Experimental Approach. (2023). Wright, Randall ; Sultanum, Bruno ; Puzzello, Daniela ; Norman, Peter ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-39.

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2023.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2023Factors affecting the growth of small privately?owned financial planning businesses. (2022). Golab, Anna ; Powell, Robert J ; Pawski, Darren A. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:717-737.

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2024Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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2023Chamberlin without differentiation: Soft capacity constrained price competition with free entry. (2023). Drouhin, Nicolas ; Cabondhersin, Marielaure. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:118-126.

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2023Controlling monopoly power in a double?auction market experiment. (2021). Lefebvre, Mathieu ; Guido, Andrea ; Attanasi, Giuseppe ; My, Kene Boun ; Bounmy, Kene . In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:5:p:1074-1101.

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2023Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition. (2023). Selcuk, Cemil. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/18.

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2023External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t.

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2023Spite in Litigation. (2023). Stabler, Jonathan ; Mill, Wladislaw. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10290.

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2023Tax Uncertainty and Welfare-Improving Tax Disputes. (2023). Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10392.

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2023The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch. (2008). Dungey, Mardi. In: CESifo Forum. RePEc:ces:ifofor:v:9:y:2008:i:4:p:33-43.

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2023Greshams Law for Politicians. (2021). Mattozzi, Andrea ; Levine, David K. In: Levine's Working Paper Archive. RePEc:cla:levarc:11694000000000049.

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2023Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613.

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2024Contests in two fronts. (2024). Floria, L M ; Moron-Vidal, J ; de Miguel-Arribas, A ; Moreno, Y ; Hernandez, L ; Gracia-Lazaro, C. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923013206.

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2023Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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2024Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020.

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2023Capturing information in extreme events. (2023). Ardakani, Omid. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523003269.

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2023Complete-rent-dissipation contest design. (2023). Kawamori, Tomohiko. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003713.

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2024Consumer data and price discrimination by consideration sets. (2024). Chioveanu, Ioana. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000880.

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2023PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370.

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2023Designing contests between heterogeneous contestants: An experimental study of tie-breaks and bid-caps in all-pay auctions. (2023). Szech, Nora ; Sheremeta, Roman M ; Llorente-Saguer, Aniol. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292122002070.

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2023How Trump triumphed: Multi-candidate primaries with buffoons. (2023). Castanheira, Micael ; Schotter, Andrew ; Leutgeb, Johannes ; Huck, Steffen. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001356.

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2023How to preempt attacks in multi-front conflict with limited resources. (2023). Morath, Florian ; Konrad, Kai A. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:493-500.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526.

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2023Extreme downside risk in the cross-section of asset returns. (2023). Ergun, Lerby M. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003563.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2023Subjectivity in conventional tail measures: An exploratory model with risks & biases’. (2023). Majumder, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003239.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427.

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2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

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2023On monotone pure-strategy Bayesian-Nash equilibria of a generalized contest. (2023). Prokopovych, Pavlo ; Yannelis, Nicholas C. In: Games and Economic Behavior. RePEc:eee:gamebe:v:140:y:2023:i:c:p:348-362.

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2023Constrained contests with a continuum of battles. (2023). Hwang, Sung-Ha ; Lu, Jingfeng ; Koh, Youngwoo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:142:y:2023:i:c:p:992-1011.

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2024Optimal disclosure in all-pay auctions with interdependent valuations. (2024). Chen, BO. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:204-222.

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2024The n-player Hirshleifer contest. (2024). Sun, Guang-Zhen ; Ewerhart, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:300-320.

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2024An undecidable statement regarding zero-sum games. (2024). Fey, Mark. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:19-26.

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2024Winners effort in multi-battle team contests. (2024). Serena, Marco ; Barbieri, Stefano. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:526-556.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023Attention based dynamic graph neural network for asset pricing. (2023). Yu, Dantong ; Tao, Xinyuan ; Uddin, Ajim. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000959.

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2023Mobile payments and interoperability: Insights from the academic literature. (2023). Shreeti, Vatsala ; Bianchi, Milo ; Rhodes, Andrew ; Gomes, Renato ; Bouvard, Matthieu. In: Information Economics and Policy. RePEc:eee:iepoli:v:65:y:2023:i:c:s0167624523000537.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2023A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355.

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2023External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662.

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2023Conflict in the pool: A field experiment. (2023). Balafoutas, Loukas ; Faravelli, Marco ; Sheremeta, Roman ; Fornwagner, Helena. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:215:y:2023:i:c:p:60-73.

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2023Initially contestable property rights and Coase: Evidence from the lab. (2023). Nguyen, Mai Phuong ; MacKenzie, Ian A ; Friesen, Lana. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000608.

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2023Symmetry in n-player games. (2023). Plan, Asaf. In: Journal of Economic Theory. RePEc:eee:jetheo:v:207:y:2023:i:c:s0022053122001399.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Competition in costly talk. (2023). Vaccari, Federico. In: Journal of Economic Theory. RePEc:eee:jetheo:v:213:y:2023:i:c:s0022053123001369.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023‘Born this Way’? Prenatal exposure to testosterone may determine behavior in competition and conflict. (2023). Espín, Antonio ; Chowdhury, Subhasish ; Brañas-Garza, Pablo ; Nieboer, Jeroen ; Espin, Antonio M ; Braas-Garza, Pablo. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:96:y:2023:i:c:s0167487023000247.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Delivery in the city: Differentiated products competition among New York restaurants. (2023). Schiff, Nathan ; Dai, Tianran ; Cosman, Jacob. In: Journal of Urban Economics. RePEc:eee:juecon:v:134:y:2023:i:c:s0094119022000857.

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2023Ability grouping in contests. (2023). Xiao, Jun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s0304406822001185.

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2023The role of the second prize in all-pay auctions with two heterogeneous prizes. (2023). Sela, Aner ; Levi, Ofer ; Lagziel, David ; Cohen, Chen. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406823000137.

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2023Information sharing decisions in all-pay auctions with correlated types. (2023). Wang, Zhewei ; Ma, Hongkun ; Lu, Jingfeng. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000605.

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2023Two-stage elimination games. (2023). Sela, Aner. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:109:y:2023:i:c:s0304406823001040.

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2024Correlated play in weakest-link and best-shot group contests. (2024). Topolyan, Iryna ; Barbieri, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001106.

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2023Strategic manipulations in round-robin tournaments. (2023). Sela, Aner ; Megidish, Reut ; Krumer, Alex. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:122:y:2023:i:c:p:50-57.

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2023Assessing jump and cojumps in financial asset returns with applications in futures markets. (2023). Yun, Mu-Shu ; Yeh, Jin-Huei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002287.

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2023Technical trading rules, loss avoidance, and the business cycle. (2023). Stork, Philip ; Molchanov, Alexander ; Ergun, Lerby. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002433.

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2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117.

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2024Dominance and technology war. (2024). Konrad, Kai A. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001374.

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More than 100 citations found, this list is not complete...

Works by Casper G. de Vries:

YearTitleTypeCited
2000Value-at-Risk and Extreme Returns In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article114
1998Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 114		paper
1993Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review.
[Full Text][Citation analysis]		article444
1992Rigging the Lobbying Process: An Application of the All- Pay Auction..(1992) In: Pennsylvania State - Department of Economics.
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This paper has nother version. Agregated cites: 444		paper
1991RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION..(1991) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 444		paper
1995Fiat Exchange in Finite Economies. In: UFAE and IAE Working Papers.
[Citation analysis]		paper21
1995Fiat Exchange in Finite Economies..(1995) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 21		paper
1995The All-Pay Auction with Complete Information. In: UFAE and IAE Working Papers.
[Citation analysis]		paper673
1995The All-pay Auction with Complete Information.(1995) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 673		paper
1992The All-Pay Auction with Complete Information..(1992) In: Pennsylvania State - Department of Economics.
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This paper has nother version. Agregated cites: 673		paper
1991The All-Pay Auction With Complete Information.(1991) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 673		paper
1996The all-pay auction with complete information (*).(1996) In: Economic Theory.
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This paper has nother version. Agregated cites: 673		article
1990The All-Pay Auction with Complete Information.(1990) In: Discussion Paper.
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This paper has nother version. Agregated cites: 673		paper
1990The All-Pay Auction with Complete Information.(1990) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 673		paper
2018Challenges in Implementing Worst-Case Analysis In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2019Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2016Tail index estimation: quantile driven threshold selection.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 12		paper
2021Covariates Hiding in the Tails In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
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2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 1		article
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
1998Abnormal returns, risk, and options in large data sets In: Statistica Neerlandica.
[Full Text][Citation analysis]		article3
1998Abnormal Returns, Risk, and Options in Large Data Sets.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
1996Tail Index and Quantile Estimation with Very High Frequency Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper15
2010The Herodotus Paradox In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2012The Herodotus paradox.(2012) In: Games and Economic Behavior.
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This paper has nother version. Agregated cites: 4		article
2010The Herodotus Paradox.(2010) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2010The Herodotus Paradox.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2010World Equity Premium Based Risk Aversion Estimates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2010World Equity Premium based Risk Aversion Estimates.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper109
2004Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 109		paper
2000Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach..(2000) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 109		paper
2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 109		paper
2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: CIG Working Papers.
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This paper has nother version. Agregated cites: 109		paper
2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Asset-based lending In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Asset-Based Lending.(2019) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2013The Impact of Competition on Prices with Numerous Firms In: Working Papers.
[Full Text][Citation analysis]		paper62
2016The impact of competition on prices with numerous firms.(2016) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 62		article
2013Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
1992Mixed Strategy Trade Equilibria. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article7
2001Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper398
2001Asset market linkages in crisis periods.(2001) In: Working Paper Series.
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This paper has nother version. Agregated cites: 398		paper
2001Asset market linkages in crisis periods.(2001) In: Proceedings.
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This paper has nother version. Agregated cites: 398		paper
2001Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion.
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This paper has nother version. Agregated cites: 398		paper
2001Asset Market Linkages in Crisis Periods.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 398		paper
2004Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 398		article
2004Generational Accounting, Solidarity and Pension Losses In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2003Generational Accounting, Solidarity and Pension Losses.(2003) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2006Generational Accounting, Solidarity and Pension Losses.(2006) In: De Economist.
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This paper has nother version. Agregated cites: 46		article
2003Generational Accounting, Solidarity and Pension Losses.(2003) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2004Fundamentals and Joint Currency Crises In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2004Fundamentals and joint currency crises.(2004) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11		paper
2010The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2010The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 5		paper
2012The forward premium puzzle and latent factors day by day.(2012) In: VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
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This paper has nother version. Agregated cites: 5		paper
2018Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2020Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2005Banking system stability: a cross-Atlantic perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper78
2007Banking System Stability. A Cross-Atlantic Perspective.(2007) In: NBER Chapters.
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This paper has nother version. Agregated cites: 78		chapter
2005Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 78		paper
2010Global stochastic properties of dynamic models and their linear approximations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2010Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2012Simulating and calibrating diversification against black swans In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
1988Simulating currency substitution bias In: Economics Letters.
[Full Text][Citation analysis]		article1
2006Comparing downside risk measures for heavy tailed distributions In: Economics Letters.
[Full Text][Citation analysis]		article20
2005Comparing downside risk measures for heavy tailed distribution.(2005) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 20		paper
2013Heavy tails of OLS In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2013Fat tails, VaR and subadditivity In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
1991On the relation between GARCH and stable processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
1990On the relation between GARCH and stable processes.(1990) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
1991On the relation between GARCH and stable processes.(1991) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
1990On the relation between GARCH and stable processes.(1990) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 36		paper
1992International trade and exchange rate volatility In: European Economic Review.
[Full Text][Citation analysis]		article125
1989INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY..(1989) In: Erasmus University of Rotterdam - Institute for Economic Research.
[Citation analysis]
This paper has nother version. Agregated cites: 125		paper
1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
[Full Text][Citation analysis]		article3
2007Portfolio selection with heavy tails In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2006Portfolio Selection with Heavy Tails.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 20		paper
2010Heavy tails and currency crises In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article22
1995A note on the relationship between GARCH and symmetric stable processes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article12
2000Portfolio selection with limited downside risk In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article39
1992It takes two to tango: Equilibria in a model of sales In: Games and Economic Behavior.
[Full Text][Citation analysis]		article112
1993It takes two to tango : Equilibria in a model of sales.(1993) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 112		paper
1993Fixing soft margins In: Journal of International Economics.
[Full Text][Citation analysis]		article2
2006Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2004Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities.(2004) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 5		paper
2004Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities.(2004) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
1990The customs union argument for a monetary union In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2002Incentives for effective risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2001Incentives for Effective Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 17		paper
2005The simple economics of bank fragility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article68
2013Systemic risk and diversification across European banks and insurers In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article30
2013The number of active bidders in internet auctions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article3
1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article37
2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article68
2000Using a bootstrap method to choose the sample fraction in tail index estimation.(2000) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 68		paper
1997Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation.(1997) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 68		paper
1998An experimental examination of rational rent-seeking In: European Journal of Political Economy.
[Full Text][Citation analysis]		article192
1998An experimental examination of rational rentseeking.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 192		paper
2000Endogeneity in European money demand In: European Journal of Political Economy.
[Full Text][Citation analysis]		article11
1989Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article51
2006Consistent measures of risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2005Subadditivity re–examined: the case for value-at-risk In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper19
2005VaR stress tests for highly non?linear portfolios In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
1988On the frequency of large stock returns: putting booms and busts into perspective In: Working Papers.
[Full Text][Citation analysis]		paper242
1991On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective..(1991) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 242		article
1998The value of value at risk: statistical, financial, and regulatory considerations (summary) In: Economic Policy Review.
[Full Text][Citation analysis]		article0
1993Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper2
1993The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates. In: Pennsylvania State - Department of Economics.
[Citation analysis]		paper101
1993The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates..(1993) In: Purdue University Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 101		paper
1994Between Realignments and Intervention: the Belgian Franc in the European Monetary System. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
[Citation analysis]		paper0
1994Stylized Facts of Nominal Exchange Rate Returns. In: Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
[Citation analysis]		paper58
2005Fundamental Volatility is Regime Specific In: Working Papers.
[Full Text][Citation analysis]		paper0
2007IMF Support and Inter-regime Exchange rate Volatility In: Working Papers.
[Full Text][Citation analysis]		paper1
2012IMF Support and Inter-Regime Exchange Rate Volatility.(2012) In: Open Economies Review.
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This paper has nother version. Agregated cites: 1		article
1983International Growth with Free Trade in Equities and Goods: A Comment. In: International Economic Review.
[Full Text][Citation analysis]		article0
1992Optimal Localized Production Experience and Schooling. In: International Economic Review.
[Full Text][Citation analysis]		article2
1995Piecemeal versus Precipitous Factor Market Integration. In: International Economic Review.
[Full Text][Citation analysis]		article12
2008Contests with Rank-Order Spillovers In: Working Papers.
[Full Text][Citation analysis]		paper65
2012Contests with rank-order spillovers.(2012) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		article
2009Contests with Rank-Order Spillovers.(2009) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 65		paper
1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article16
1991The Limiting Distribution of Extremal Exchange Rate Returns. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article52
2008Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation In: Annals of Finance.
[Full Text][Citation analysis]		article9
2003The Forex Regime and EMU Expansion In: Open Economies Review.
[Full Text][Citation analysis]		article5
2002The Forex Regime and EMU Expansion.(2002) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1994The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates. In: Public Choice.
[Citation analysis]		article151
1999The Incidence of Overdissipation in Rent-Seeking Contests. In: Public Choice.
[Full Text][Citation analysis]		article54
1997The Incidence of Overdissipation in Rent-Seeking Contests.(1997) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2013The drivers of downside equity tail risk In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013The cross-section of tail risks in stock returns In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2015Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk In: PIER Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations In: Review of Business and Economic Literature.
[Citation analysis]		article1
1998Beyond the Sample: Extreme Quantile and Probability Estimation In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper10
1998The EURO, Prudent Coherence? In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper4
1998A Hybrid Joint Moment Ratio Test for Financial Time Series In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper11
1999Endogenous Financial Structure and the Transmission of ECB Policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper2
1999Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2001Portfolio Diversification Effects and Regular Variation in Financial Data In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2004Credit Rationing Effects of Credit Value-at-Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2004Optimal Confidence Intervals for the Tail Index and High Quantiles In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper4
2005Portfolio Diversification Effects of Downside Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper13
2005Auctions with Numerous Bidders In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Risk Diversification by European Financial Conglomerates In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper10
2006Tail Probabilities for Regression Estimators In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2006Large Swings in Currencies driven by Fundamentals In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Weak & Strong Financial Fragility In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper13
2007The Forward Premium Puzzle only emerges gradually In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2008The Extent of Internet Auction Markets In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2010The Downside Risk of Heavy Tails induces Low Diversification In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Monetary Policy in the Presence of Random Wage Indexation In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2005VaR stress for highly non-linear portfolios In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
1988Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article7
2018Exploiting tail shape biases to discriminate between stable and student t alternatives In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2022The Term Structure of Currency Futures Risk Premia In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article2
The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets In: Working Papers.
[Full Text][Citation analysis]		paper11

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