Casper G. de Vries : Citation Profile


Are you Casper G. de Vries?

Erasmus Universiteit Rotterdam

26

H index

39

i10 index

3039

Citations

RESEARCH PRODUCTION:

52

Articles

112

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 79
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 43 (1.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde225
   Updated: 2021-10-09    RAS profile: 2021-07-13    
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Relations with other researchers


Works with:

Danielsson, Jon (3)

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:

Sheremeta, Roman (145)

Konrad, Kai (126)

Kovenock, Dan (112)

Zhou, Chen (49)

Chowdhury, Subhasish (38)

Amegashie, J. Atsu (35)

Dahm, Matthias (32)

cotter, john (29)

Kimbrough, Erik (23)

Roberson, Brian (22)

Kaplan, Todd (22)

Cites to:

Scaillet, Olivier (25)

gourieroux, christian (25)

Jansen, Dennis (17)

Sarno, Lucio (16)

Hartmann, Philipp (16)

Campbell, John (14)

Kovenock, Dan (14)

Baye, Michael (13)

Chinn, Menzie (13)

Straetmans, Stefan (12)

Danielsson, Jon (12)

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
Journal of Econometrics3
The Review of Economics and Statistics3
International Economic Review3
Economics Letters2
Journal of Economic Theory2
Journal of Applied Econometrics2
European Economic Review2
Journal of Economic Dynamics and Control2
Public Choice2
Open Economies Review2
European Journal of Political Economy2
Games and Economic Behavior2
Economic Theory2

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
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
Staff Working Papers / Bank of Canada3
Working Paper Series / European Central Bank3
Working Papers / Chapman University, Economic Science Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
MPRA Paper / University Library of Munich, Germany2
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Casper G. de Vries (2021 and 2020)


YearTitle of citing document
2020A General Framework for Studying Contests. (2020). Giebe, Thomas ; Bastani, Spencer ; Grtler, Oliver. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:005.

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2020Contests with a Non-Convex Strategy Space. (2019). Morgan, John ; Klunover, Doron. In: Papers. RePEc:arx:papers:1809.04436.

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2020Decision-Making, Sub-Additive Recursive Matching Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences. (2020). Nwogugu, Michael C. In: Papers. RePEc:arx:papers:2005.01708.

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2021Capital and Labor Income Pareto Exponents across Time and Space. (2020). Toda, Alexis Akira ; de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2006.03441.

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2021Competing 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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2021Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes. (2020). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:2011.08275.

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2020TailCoR. (2020). Ley, Christophe ; Babi, Sladjana ; Veredas, David ; Ricci, Lorenzo. In: Papers. RePEc:arx:papers:2011.14817.

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2021A combinatorial optimization approach to scenario filtering in portfolio selection. (2021). Scozzari, Andrea ; Rodr, Mois'Es ; Ricca, Federica ; Puerto, Justo. In: Papers. RePEc:arx:papers:2103.01123.

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

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2021From Monopoly to Competition: Optimal Contests Prevail. (2021). Ling, Hongyi ; Lavi, Ron ; Gafni, Yotam ; Deng, Xiaotie. In: Papers. RePEc:arx:papers:2107.13363.

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2021Contest Design with Threshold Objectives. (2021). Goldberg, Paul ; Ghosh, Abheek ; Elkind, Edith. In: Papers. RePEc:arx:papers:2109.03179.

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2020ASSORTATIVE MATCHING CONTESTS. (2020). Sela, Aner ; Rabi, Ishay ; Cohen, Chen. In: Working Papers. RePEc:bgu:wpaper:2004.

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2020EFFORT MAXIMIZATION IN CONTESTS UNDER A BALANCE CONSTRAINT. (2020). Sela, Aner ; Haluta, Omri. In: Working Papers. RePEc:bgu:wpaper:2006.

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2020ALL-PAY AUCTIONS WITH HETEROGENEOUS PRIZES AND PARTIALLY ASYMMETRIC PLAYERS. (2020). Sela, Aner ; Levi, Ofer ; Lagziel, David ; Cohen, Chen. In: Working Papers. RePEc:bgu:wpaper:2010.

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2021Asymmetric effect of exchange rate volatility on Indias cross?border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model. (2021). Shahbaz, Muhammad ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:64-97.

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2020Markets for ideas: prize structure, entry limits, and the design of ideation contests. (2020). Kireyev, Pavel. In: RAND Journal of Economics. RePEc:bla:randje:v:51:y:2020:i:2:p:563-588.

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2020Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization. (2020). STUPFLER, Gilles ; Girard, Stephane ; Gardes, Laurent. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:47:y:2020:i:3:p:922-949.

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2020Tullock Brings Perseverance and Suspense to Tug-of-War. (2020). Saglam, Cagri ; Karagozoglu, Emin ; Turan, Agah R. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8103.

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

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2020Voter Turnout with Peer Punishment. (2018). Levine, David K ; Mattozzi, Andrea. In: Levine's Bibliography. RePEc:cla:levrem:786969000000001500.

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2021Buying a Blind Eye: Campaign Donations, Forbearance, and Deforestation in Colombia. (2021). Prem, Mounu ; Vargas, David ; Ruiz, Nelson A ; Harding, Robin. In: Documentos de Trabajo. RePEc:col:000092:019296.

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2020On the Optimal Allocation of Prizes in Best-of-Three All-Pay Auctions. (2020). Sela, Aner. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14410.

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2020Reverse Contests. (2020). Sela, Aner. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14411.

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2020Strategic Manipulations in Round-Robin Tournaments. (2020). Krumer, Alex ; Megidish, Reut ; Sela, Aner. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14412.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2020How Trump Triumphed :Multi-candidate Primaries with Buffoons. (2020). Castanheira, Micael ; Leutgeb, Johannes ; Huck, Steffen ; de Moura, Micael Castanheira. In: Working Papers ECARES. RePEc:eca:wpaper:2013/313296.

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2020Dynamic contest model with bounded rationality. (2020). Zhang, Ming ; Qu, Cunquan ; Xu, Jin ; Wang, Guanghui. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:370:y:2020:i:c:s0096300319309014.

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2020A note on power-law cross-correlated processes. (2020). Trinidad, J E ; Casado, M P ; Sanchez-Granero, M A ; Fernandez-Martinez, M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303143.

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2020A cost-benefit analysis of capital requirements adjusted for model risk. (2020). Tunaru, Radu ; Fringuellotti, Fulvia ; Farkas, Walter. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301978.

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2021Money as a weapon: Financing a winner-take-all competition. (2021). Fang, Dawei ; Banerji, Sanjay. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302273.

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2020Structural breaks in the correlations between Asian and US stock markets. (2020). Chou, Pei-I, ; Lee, Chia-Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830250x.

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2021The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

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2021Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores. (2021). Kazak, Ekaterina ; Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:1083-1108.

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2020Stable Randomized Generalized Autoregressive Conditional Heteroskedastic Models. (2020). Morettin, Pedro A ; Sampaio, Jhames M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:15:y:2020:i:c:p:67-83.

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2020Does risk aversion affect bank output loss? The case of the Eurozone. (2020). mamatzakis, emmanuel ; Ongena, Steven ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:1127-1145.

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2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2021Diversifying equity with cryptocurrencies during COVID-19. (2021). Goutte, Stéphane ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198.

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2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Olson, Eric ; Kyei, Clement Kweku ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422.

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2021Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316147.

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2021Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Baruník, Jozef ; Ech, Frantiek ; Barunik, Jozef. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300318.

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2020Competition with an information clearinghouse and asymmetric firms: Why more than two firms compete (or not) for shoppers. (2020). Arnold, Michael ; Zhang, Lan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:122:y:2020:i:c:p:55-82.

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2020Fictitious play in networks. (2020). Valkanova, Kremena ; Ewerhart, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:123:y:2020:i:c:p:182-206.

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2021Uncontested incumbents and incumbent upsets. (2021). Alexander, Dan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:126:y:2021:i:c:p:163-185.

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2020Metasearch and market concentration. (2020). Foucart, Renaud. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300369.

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2021All-pay competition with captive consumers. (2021). Friedrichsen, Jana ; Foucart, Renaud. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:75:y:2021:i:c:s0167718721000023.

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2020Sustainability of pension systems with voluntary participation. (2020). Beetsma, Roel ; Romp, Ward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:125-140.

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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2021International tail risk connectedness: Network and determinants. (2021). Lambe, Brendan John ; Nguyen, Linh Hoang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000512.

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2021The uncertainty in extreme risk forecasts from covariate-augmented volatility models. (2021). Hoga, Yannick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:675-686.

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2021Systemic risk allocation using the asymptotic marginal expected shortfall. (2021). Zhou, Chen ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000571.

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2020Contests with money and time: Experimental evidence on overbidding in all-pay auctions. (2020). Noussair, Charles ; Popescu, Andreea Victoria ; Breaban, Adriana. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:391-405.

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2020Winner-take-all and proportional-prize contests: Theory and experimental results. (2020). Cason, Timothy ; Sheremeta, Roman M ; Masters, William A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:175:y:2020:i:c:p:314-327.

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2020War and conflict in economics: Theories, applications, and recent trends. (2020). Kimbrough, Erik ; Laughren, Kevin ; Sheremeta, Roman. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:998-1013.

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2021Competitive balance: Information disclosure and discrimination in an asymmetric contest. (2021). Kundu, Tapas ; Clark, Derek J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:178-198.

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2020How noise affects effort in tournaments. (2020). Ryvkin, Dmitry ; Drugov, Mikhail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:188:y:2020:i:c:s0022053120300636.

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2020All the presidents friends: Political access and firm value. (2020). Huang, Jiekun ; Brown, Jeffrey R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:415-431.

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2020Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouras, Christos ; Bathia, Deven. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030214x.

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2021What drives the commodity-sovereign risk dependence in emerging market economies?. (2021). Giessler, Stefan ; Eichler, Stefan ; Boehm, Hannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302643.

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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2021Asymmetric tail dependence between stock market returns and implied volatility. (2021). Echaust, Krzysztof. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300372.

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2020The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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2020The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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2021Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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2021Contests with multiple alternative prizes: Public-good/bad prizes and externalities. (2021). Baik, Kyung Hwan ; Jung, Hanjoon Michael. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:92:y:2021:i:c:p:103-116.

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2020Political risk and bank stability in the Middle East and North Africa region. (2020). Al-Shboul, Mohammad ; Molyneux, Phillip ; Hassan, Abul ; Maghyereh, Aktham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303609.

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2020Destruction and settlement norms as determinants of conflict: An evolutionary perspective. (2020). Parashari, Gopal ; Kumar, Vimal. In: European Journal of Political Economy. RePEc:eee:poleco:v:63:y:2020:i:c:s0176268020300203.

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2020Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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2020Devil take the hindmost: Deflecting attacks to other defenders. (2020). Bose, Gautam ; Konrad, Kai A. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:204:y:2020:i:c:s0951832020307067.

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2021Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities. (2021). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Subramaniam, Sowmya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:289-298.

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2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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2020Loss aversion and sunk cost sensitivity in all-pay auctions for charity: Theory and experiments. (2020). Foster, Joshua. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:84:y:2020:i:c:s2214804319301831.

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2021Sequential competitions with a middle-mover advantage. (2021). Kendall, Ryan. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:91:y:2021:i:c:s2214804321000070.

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2021Is Money Essential? An Experimental Approach. (2021). Wright, Randall ; Sultanum, Bruno ; Puzzello, Daniela ; Norman, Peter ; Jiang, Janet Hua. In: Working Paper. RePEc:fip:fedrwp:92995.

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2020Entry in group contests. (2020). Ryvkin, Dmitry ; Brookins, Philip ; Boosey, Luke. In: Working Papers. RePEc:fsu:wpaper:wp2020_02_01.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021The Optimization of Bayesian Extreme Value: Empirical Evidence for the Agricultural Commodities in the US. (2021). Sriboonchitta, Songsak ; Chaiboonsri, Chukiat ; Singvejsakul, Jittima. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:30-:d:510809.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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2021Diversification Can Control Probability of Default or Risk, but Not Both. (2021). Gzyl, Henryk ; Cadenas, Pedro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:73-:d:495568.

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2021An Optimal Tail Selection in Risk Measurement. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:70-:d:533421.

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2020Modeling the Risk of Extreme Value Dependence in Chinese Regional Carbon Emission Markets. (2020). Zhang, Jeffrey ; Yang, Yuhong ; Hu, Genhua ; Qiu, Hong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7911-:d:418785.

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2020Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods. (2020). Just, Magorzata ; Uczak, Aleksandra. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2571-:d:336499.

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2020Microfounded Contest Design. (2020). Kirkegaard, Rene. In: Working Papers. RePEc:gue:guelph:2020-03.

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2021Modelling Stock Markets by Multi-agent Reinforcement Learning. (2021). Gutkin, Boris ; Palminteri, Stefano ; Bourgeois-Gironde, Sacha ; Lazarevich, Ivan ; Lussange, Johann. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10038-w.

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2020Escalation in conflict games: on beliefs and selection. (2020). Morath, Florian ; Konrad, Kai. In: Experimental Economics. RePEc:kap:expeco:v:23:y:2020:i:3:d:10.1007_s10683-019-09630-1.

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2021Playing the field in all-pay auctions. (2021). Brown, Alexander L ; Stephenson, Daniel G. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09669-5.

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2020Bridge burning and escape routes. (2020). Pecorino, Paul. In: Public Choice. RePEc:kap:pubcho:v:184:y:2020:i:3:d:10.1007_s11127-019-00726-z.

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2021Child-raising cost and fertility from a contest perspective. (2021). Pak, Maxwell ; Xu, Bing. In: Public Choice. RePEc:kap:pubcho:v:186:y:2021:i:1:d:10.1007_s11127-019-00751-y.

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2020That’s the ticket: explicit lottery randomisation and learning in Tullock contests. (2020). Turocy, Theodore ; Mukherjee, Anwesha ; Chowdhury, Subhasish M. In: Theory and Decision. RePEc:kap:theord:v:88:y:2020:i:3:d:10.1007_s11238-019-09731-6.

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2021Capital and Labor Income Pareto Exponents across Time and Space. (2020). Toda, Alexis Akira ; de Vries, Tjeerd. In: LIS Working papers. RePEc:lis:liswps:794.

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2020Miary ryzyka systemowego dla Polski. Jak ryzyko systemowe wpływa na akcję kredytową banków?. (2020). Kostrzewa, Konrad ; Borsuk, Marcin. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:211-238.

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2020Parallel Inverse Aggregate Demand Curves in Discrete Choice Models. (2020). Notowidigdo, Matthew ; Wang, Ting ; Vizcaino, Rene Leal ; Kroft, Kory. In: NBER Working Papers. RePEc:nbr:nberwo:27437.

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2020When the penny doesnt drop - Macroeconomic tail risk and currency crises. (2020). Gai, Prasanna ; Duley, Chanelle. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:520.

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2020Competing Sales Channels. (2019). Taylor, Greg ; Ronayne, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:843.

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2020Heterogeneity, Leveling the Playing Field, and Affirmative Action in Contests. (2020). Esteve González, Patricia ; Chowdhury, Subhasish ; Mukherjee, Anwesha ; Esteve-Gonzlez, Patricia. In: Economics Series Working Papers. RePEc:oxf:wpaper:915.

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2020Patterns of competitive interaction. (2020). Vickers, John ; Armstrong, Mark. In: MPRA Paper. RePEc:pra:mprapa:102789.

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2020Political stability and economic growth: the role of exchange rate regime. (2020). Bouchoucha, Najeh ; Fraj, Salma Hadj ; Maktouf, Samir. In: MPRA Paper. RePEc:pra:mprapa:104586.

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2021Competition in Signaling. (2021). Vaccari, Federico. In: MPRA Paper. RePEc:pra:mprapa:106071.

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2021Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies. (2021). Bonga-Bonga, Lumengo ; Muteba, John Weirstrass ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:106248.

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2021Patterns of Competitive Interaction. (2021). Armstrong, Mark ; Vickers, John. In: MPRA Paper. RePEc:pra:mprapa:108398.

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2021Conflict in the Pool: A Field Experiment. (2021). Sheremeta, Roman ; Faravelli, Marco ; Balafoutas, Loukas. In: MPRA Paper. RePEc:pra:mprapa:109380.

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2020Patterns of Price Competition and the Structure of Consumer Choice. (2020). Vickers, John ; Armstrong, Mark. In: MPRA Paper. RePEc:pra:mprapa:98346.

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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.
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1998Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers.
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1993Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review.
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1992Rigging the Lobbying Process: An Application of the All- Pay Auction..(1992) In: Pennsylvania State - Department of Economics.
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1991RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION..(1991) In: Purdue University Economics Working Papers.
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1995Fiat Exchange in Finite Economies. In: UFAE and IAE Working Papers.
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1995Fiat Exchange in Finite Economies..(1995) In: Purdue University Economics Working Papers.
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1995The All-Pay Auction with Complete Information. In: UFAE and IAE Working Papers.
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1995The All-pay Auction with Complete Information.(1995) In: CESifo Working Paper Series.
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1992The All-Pay Auction with Complete Information..(1992) In: Pennsylvania State - Department of Economics.
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1991The All-Pay Auction With Complete Information.(1991) In: Purdue University Economics Working Papers.
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paper
1996The all-pay auction with complete information (*).(1996) In: Economic Theory.
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1990The All-Pay Auction with Complete Information.(1990) In: Discussion Paper.
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paper
1990The All-Pay Auction with Complete Information.(1990) In: Other publications TiSEM.
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paper
2018Challenges in Implementing Worst-Case Analysis In: Staff Working Papers.
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2019Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers.
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2016Tail index estimation: quantile driven threshold selection.(2016) In: LSE Research Online Documents on Economics.
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2021Covariates Hiding in the Tails In: Staff Working Papers.
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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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2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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1998Abnormal returns, risk, and options in large data sets In: Statistica Neerlandica.
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1998Abnormal Returns, Risk, and Options in Large Data Sets.(1998) In: Tinbergen Institute Discussion Papers.
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1996Tail Index and Quantile Estimation with Very High Frequency Data In: CESifo Working Paper Series.
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2010The Herodotus Paradox In: CESifo Working Paper Series.
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2012The Herodotus paradox.(2012) In: Games and Economic Behavior.
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2010The Herodotus Paradox.(2010) In: Tinbergen Institute Discussion Papers.
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2010World Equity Premium Based Risk Aversion Estimates In: CESifo Working Paper Series.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach In: CESifo Working Paper Series.
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2004Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2004) In: Working Papers.
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2000Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach..(2000) In: Purdue University Economics Working Papers.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: Tinbergen Institute Discussion Papers.
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2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach.(2000) In: CIG Working Papers.
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2013The Impact of Competition on Prices with Numerous Firms In: Working Papers.
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2001Asset market linkages in crisis periods.(2001) In: Proceedings.
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2004Generational Accounting, Solidarity and Pension Losses In: CEPR Discussion Papers.
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2003Generational Accounting, Solidarity and Pension Losses.(2003) In: IZA Discussion Papers.
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2006Generational Accounting, Solidarity and Pension Losses.(2006) In: De Economist.
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2003Generational Accounting, Solidarity and Pension Losses.(2003) In: Tinbergen Institute Discussion Papers.
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2004Fundamentals and Joint Currency Crises In: CEPR Discussion Papers.
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2010The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers.
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2010The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: Discussion Papers of DIW Berlin.
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2010The Forward Premium Puzzle and Latent Factors Day by Day.(2010) In: DNB Working Papers.
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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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2018Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin.
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2020Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin.
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2007The Forward Premium Puzzle: new evidence from futures contracts In: DNB Working Papers.
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2013On agricultural commodities extreme price risk In: DNB Working Papers.
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2004The simple economics of bank fragility In: WO Research Memoranda (discontinued).
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2005The simple economics of bank fragility.(2005) In: Journal of Banking & Finance.
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2005Banking system stability: a cross-Atlantic perspective In: Working Paper Series.
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2007Banking System Stability. A Cross-Atlantic Perspective.(2007) In: NBER Chapters.
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2005Banking System Stability: A Cross-Atlantic Perspective.(2005) In: NBER Working Papers.
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2010Global stochastic properties of dynamic models and their linear approximations In: Journal of Economic Dynamics and Control.
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2010Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers.
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2012Simulating and calibrating diversification against black swans In: Journal of Economic Dynamics and Control.
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2006Comparing downside risk measures for heavy tailed distributions In: Economics Letters.
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2005Comparing downside risk measures for heavy tailed distribution.(2005) In: LSE Research Online Documents on Economics.
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2005Comparing Downside Risk Measures for Heavy Tailed Distributions.(2005) In: FMG Discussion Papers.
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2013Heavy tails of OLS In: Journal of Econometrics.
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1991On the relation between GARCH and stable processes In: Journal of Econometrics.
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1990On the relation between GARCH and stable processes.(1990) In: Discussion Paper.
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1991On the relation between GARCH and stable processes.(1991) In: Other publications TiSEM.
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1990On the relation between GARCH and stable processes.(1990) In: Other publications TiSEM.
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1992International trade and exchange rate volatility In: European Economic Review.
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1989INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY..(1989) In: Erasmus University of Rotterdam - Institute for Economic Research.
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1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
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2007Portfolio selection with heavy tails In: Journal of Empirical Finance.
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2006Portfolio Selection with Heavy Tails.(2006) In: Tinbergen Institute Discussion Papers.
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1995A note on the relationship between GARCH and symmetric stable processes In: Journal of Empirical Finance.
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2000Portfolio selection with limited downside risk In: Journal of Empirical Finance.
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1992It takes two to tango: Equilibria in a model of sales In: Games and Economic Behavior.
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1993It takes two to tango : Equilibria in a model of sales.(1993) In: Other publications TiSEM.
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1993Fixing soft margins In: Journal of International Economics.
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2006Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities In: Insurance: Mathematics and Economics.
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2004Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities.(2004) In: Tinbergen Institute Discussion Papers.
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1993Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist. In: Pennsylvania State - Department of Economics.
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1993The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates. In: Pennsylvania State - Department of Economics.
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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).
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1999Endogenous Financial Structure and the Transmission of ECB Policy In: Tinbergen Institute Discussion Papers.
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1999Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series In: Tinbergen Institute Discussion Papers.
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