Casper G. de Vries : Citation Profile

Are you Casper G. de Vries?

Erasmus Universiteit Rotterdam

26

H index

44

i10 index

3611

Citations

RESEARCH PRODUCTION:

52

Articles

103

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1983 - 2021). See details.
   Cites by year: 95
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 203.    Total self citations: 51 (1.39 %)

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   Permalink: http://citec.repec.org/pde225
   Updated: 2023-03-25    RAS profile: 2021-07-13    
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Relations with other researchers

Works with:

Bernoth, Kerstin (2)

Danielsson, Jon (2)

von Hagen, Juergen (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 (146)

Konrad, Kai (133)

Kovenock, Dan (124)

Chowdhury, Subhasish (45)

Zhou, Chen (42)

Amegashie, J. Atsu (40)

Dahm, Matthias (34)

cotter, john (32)

Roberson, Brian (26)

Morath, Florian (24)

Kimbrough, Erik (23)

Cites to:

Scaillet, Olivier (25)

gourieroux, christian (25)

Jansen, Dennis (24)

Kovenock, Dan (17)

Sarno, Lucio (17)

Campbell, John (17)

Baye, Michael (16)

Hartmann, Philipp (14)

Chinn, Menzie (13)

Danielsson, Jon (13)

Straetmans, Stefan (11)

Main data

Where Casper G. de Vries has published?

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

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 Paper Series / European Central Bank3
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy3
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 (2022 and 2021)

YearTitle of citing document
2022Employer Power and Employment in Developing Countries. (2022). Soundararajan, Vidhya ; Kanbur, Ravi ; Chau, Nancy H. In: Applied Economics and Policy Working Paper Series. RePEc:ags:cuaepw:324053.

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2022Welfare in Experimental News Markets. (2022). Vaccari, Federico ; Ploner, Matteo ; Albertazzi, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:329585.

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2021The Multiplayer Colonel Blotto Game. (2020). Jayanti, Siddhartha ; Edelman, Benjamin L ; Boix-Adsera, Enric. In: Papers. RePEc:arx:papers:2002.05240.

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2022Extractive contest design. (2020). Kawamori, Tomohiko. In: Papers. RePEc:arx:papers:2006.01808.

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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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2022Competing 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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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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2022A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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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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2021Nonlinear Prices, Homogeneous Goods, Search. (2021). Atayev, Atabek. In: Papers. RePEc:arx:papers:2109.15198.

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2021Uncertain Product Availability in Search Markets. (2021). Atayev, Atabek. In: Papers. RePEc:arx:papers:2109.15211.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Multiplicative Component GARCH Model of Intraday Volatility. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02376.

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2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

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

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2022An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation. (2022). de Faria, Luis Goncalves. In: Papers. RePEc:arx:papers:2206.09772.

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2023Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2022Exchange Rate Volatility and Exports: The Nigerian Scenario. (2022). Chukwuka, Ekechi ; Ebenyi, Gabriel O ; Uzoechina, Benedict I ; Saleh, Abubakar Sadiq ; Eze, Millicent Adanne ; Duru, Innocent U. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:v:12:y:2022:i:1:p:11-28:id:4404.

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2022Insurers’ investments before and after the Covid-19 outbreak. (2022). Guazzarotti, Giovanni ; Gallo, Raffaele ; Apicella, Federico. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1363_22.

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2021Equilibrium Existence in Two-player Contests Without Absolute Continuity of Information. (2021). Haimanko, Ori. In: Working Papers. RePEc:bgu:wpaper:2106.

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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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2021PRIZE SCARCITY AND OVERDISSIPATION IN ALL?PAY AUCTIONS. (2021). Shafran, Aric P ; Lepore, Jason J ; Allison, Blake A. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:361-374.

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2022Uniform and targeted informative advertising with asymmetric customer loyalty. (2022). Arnold, Michael ; Zhang, Lan ; Schmidbauer, Eric. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:31:y:2022:i:1:p:90-114.

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2021The only Dance in Town: Unique Equilibrium in a Generalized Model of Price Competition. (2021). Johnen, Johannes ; Ronayne, David. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:3:p:595-614.

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2021Controlling 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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2021Private?information group contests with complementarities. (2021). Topolyan, Iryna ; Barbieri, Stefano. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:5:p:772-800.

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2021Trade with enemy: Economic interdependence and stability under anarchy. (2021). Kim, Jeong-Yoo ; Choi, Gyounggyu. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:353-366.

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2021Connected markets through global real estate investments. (2021). Lizieri, Colin ; Zhu, Bing. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:618-654.

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2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

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2022Network?adjusted market share and the currency denomination of trade. (2022). Ventura, Luigi ; Witte, Mark David ; Arioldi, Davide. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:8:p:2560-2592.

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2021Advantageous Smallness in Contests. (2021). Amegashie, Atsu J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9419.

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2022Optimal and Fair Prizing in Sequential Round-Robin Tournaments: Experimental Evidence. (2022). Sahm, Marco ; March, Christoph ; Lauber, Arne. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9651.

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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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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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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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2021Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002042.

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2021Does licensing improve welfare with rent dissipation?. (2021). Ko, Chiu Yu ; Yu, Chiu ; Ding, Rong. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002443.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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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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2022Predictability 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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2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

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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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2022Estimation and inference about tail features with tail censored data. (2022). Xiao, Zhijie ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:363-387.

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2022A nonparametric copula approach to conditional Value-at-Risk. (2022). Dunn, Richard ; Geenens, Gery. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:19-37.

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2022Breaking-up should not be hard to do! Designing contracts to avoid wars of attrition. (2022). van Essen, Matt ; Brown, Alexander L. In: European Economic Review. RePEc:eee:eecrev:v:143:y:2022:i:c:s0014292122000204.

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2022Competition between friends and foes. (2022). Mill, Wladislaw ; Morgan, John. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s0014292122000964.

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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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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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2022Tail risk, systemic risk and spillover risk of crude oil and precious metals. (2022). Benjasak, Chonlakan ; Kumpamool, Chamaiporn ; Chaudhry, Sajid M ; Ahmed, Rizwan. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002298.

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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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2021Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

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2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Zhang, Zhiwen ; Chen, Wang. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100185x.

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2021What do we know about the second moment of financial markets?. (2021). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002180.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?. (2022). Szulczyk, Kenneth R ; Faff, Robert ; Cheema, Muhammad A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002691.

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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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2022The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015). (2022). Nguyenhuu, Tam. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001999.

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2022More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies. (2022). Pereira, Javier ; Jeong, Jiin ; Fung, Kennard. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005079.

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2022Does bank income diversification affect systemic risk: New evidence from dual banking systems. (2022). Yamani, Ehab ; Maghyereh, Aktham Issa. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001180.

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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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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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2021The multiplayer Colonel Blotto game. (2021). Jayanti, Siddhartha ; Edelman, Benjamin L ; Boix-Adsera, Enric. In: Games and Economic Behavior. RePEc:eee:gamebe:v:129:y:2021:i:c:p:15-31.

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2021Sequential round-robin tournaments with multiple prizes. (2021). Sahm, Marco ; Lauber, Arne ; Laica, Christoph. In: Games and Economic Behavior. RePEc:eee:gamebe:v:129:y:2021:i:c:p:421-448.

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2021Multi-prize contests with risk-averse players. (2021). Wu, Zenan ; Wang, Xiruo ; Fu, Qiang. In: Games and Economic Behavior. RePEc:eee:gamebe:v:129:y:2021:i:c:p:513-535.

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2021Spite vs. risk: Explaining overbidding in the second-price all-pay auction. (2021). Mill, Wladislaw ; Kirchkamp, Oliver. In: Games and Economic Behavior. RePEc:eee:gamebe:v:130:y:2021:i:c:p:616-635.

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2022Invariant equilibria and classes of equivalent games. (2022). Bagh, Adib ; Lepore, Jason J ; Allison, Blake A. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:448-462.

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2022Simple equilibria in general contests. (2022). Gürtler, Oliver ; Giebe, Thomas ; Bastani, Spencer ; Gurtler, Oliver. In: Games and Economic Behavior. RePEc:eee:gamebe:v:134:y:2022:i:c:p:264-280.

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2021Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank. (2021). Neumann, Christian ; Fendel, Ralf. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028319302066.

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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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2022Price competition with a stake in your rival. (2022). Shelegia, Sandro ; Hervas-Drane, Andres. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:84:y:2022:i:c:s0167718722000388.

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2022Asymptotic analysis of portfolio diversification. (2022). Zhou, Chen ; Yang, Fan ; Tan, Ken Seng ; Cui, Hengxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:302-325.

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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 structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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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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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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2021Incentives and motivation in dynamic contests. (2021). Schmutzler, Armin ; Klein, Arnd Heinrich. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:194-216.

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2021All-pay auctions versus lotteries as provisional fixed-prize fundraising mechanisms: Theory and evidence. (2021). Matros, Alexander ; Duffy, John. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:434-464.

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2022Playing with money. (2022). Wright, Randall ; Sultanum, Bruno ; Norman, Peter ; Korenok, Oleg ; Davis, Douglas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1221-1239.

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2022On equilibrium existence in generalized multi-prize nested lottery contests. (2022). Zhu, Yuxuan ; Wu, Zenan ; Fu, Qiang. In: Journal of Economic Theory. RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121001940.

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2022The limits of meritocracy. (2022). Vardy, Felix ; Tumlinson, Justin ; Morgan, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:201:y:2022:i:c:s0022053122000047.

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2022Uncertain product availability in search markets. (2022). Atayev, Atabek. In: Journal of Economic Theory. RePEc:eee:jetheo:v:204:y:2022:i:c:s0022053122001144.

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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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2021Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule. (2021). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001418.

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2022International determinants of asymmetric dependence in investment returns. (2022). Sinagl, Petra ; Alcock, Jamie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002278.

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

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2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

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2022Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001271.

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2022Pure strategy Nash Equilibrium in 2-contestant generalized lottery Colonel Blotto games. (2022). Zheng, Jie ; Li, Xinmi. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:103:y:2022:i:c:s0304406822000970.

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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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2021Your failure is my opportunity—Effects of elimination in contests. (2021). Seel, Christian ; Pieroth, Ferdinand ; Mendel, Moritz. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406821000331.

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2021Risk preference heterogeneity in group contests. (2021). Jindapon, Paan ; Brookins, Philip. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406821000379.

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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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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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1990The All-Pay Auction with Complete Information.(1990) In: Other publications TiSEM.
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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: The 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: Working Papers.
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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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2010World Equity Premium based Risk Aversion Estimates.(2010) In: Tinbergen Institute Discussion Papers.
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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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2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates In: CESifo Working Paper Series.
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2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates.(2015) In: Tinbergen Institute Discussion Papers.
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2019Asset-based lending In: CESifo Working Paper Series.
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2019Asset-Based Lending.(2019) In: Tinbergen Institute Discussion Papers.
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2013The Impact of Competition on Prices with Numerous Firms In: Working Papers.
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2016The impact of competition on prices with numerous firms.(2016) In: Journal of Economic Theory.
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2013Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers.
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1992Mixed Strategy Trade Equilibria. In: Canadian Journal of Economics.
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2001Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers.
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2001Asset market linkages in crisis periods.(2001) In: Working Paper Series.
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2001Asset market linkages in crisis periods.(2001) In: Proceedings.
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2001Asset Market Linkages in Crisis Periods..(2001) In: Quebec a Montreal - Recherche en gestion.
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2001Asset Market Linkages in Crisis Periods.(2001) In: Tinbergen Institute Discussion Papers.
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2004Asset Market Linkages in Crisis Periods.(2004) In: The Review of Economics and Statistics.
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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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2004Fundamentals and joint currency crises.(2004) In: Working Paper Series.
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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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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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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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1988Simulating currency substitution bias In: Economics Letters.
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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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2013Heavy tails of OLS In: Journal of Econometrics.
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2013Fat tails, VaR and subadditivity 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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2010Heavy tails and currency crises In: Journal of Empirical Finance.
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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: Econometric Institute Research Papers.
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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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1990The customs union argument for a monetary union In: Journal of Banking & Finance.
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2002Incentives for effective risk management In: Journal of Banking & Finance.
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2001Incentives for Effective Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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2005The simple economics of bank fragility In: Journal of Banking & Finance.
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2013Systemic risk and diversification across European banks and insurers In: Journal of Banking & Finance.
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2013The number of active bidders in internet auctions In: Journal of Economic Theory.
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1992Differences between foreign exchange rate regimes: The view from the tails In: Journal of International Money and Finance.
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2001Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation In: Journal of Multivariate Analysis.
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2000Using a bootstrap method to choose the sample fraction in tail index estimation.(2000) In: Econometric Institute Research Papers.
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1997Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation.(1997) In: Tinbergen Institute Discussion Papers.
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1998An experimental examination of rational rent-seeking In: European Journal of Political Economy.
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2000Endogeneity in European money demand In: European Journal of Political Economy.
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1989Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes In: Stochastic Processes and their Applications.
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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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1998The value of value at risk: statistical, financial, and regulatory considerations (summary) In: Economic Policy Review.
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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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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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1992Optimal Localized Production Experience and Schooling. In: International Economic Review.
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1995Piecemeal versus Precipitous Factor Market Integration. In: International Economic Review.
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2008Contests with Rank-Order Spillovers In: Working Papers.
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2012Contests with rank-order spillovers.(2012) In: Economic Theory.
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2009Contests with Rank-Order Spillovers.(2009) In: Tinbergen Institute Discussion Papers.
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1998An EMS target zone model in discrete time In: Journal of Applied Econometrics.
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1991The Limiting Distribution of Extremal Exchange Rate Returns. In: Journal of Applied Econometrics.
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2008Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation In: Annals of Finance.
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2003The Forex Regime and EMU Expansion In: Open Economies Review.
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2002The Forex Regime and EMU Expansion.(2002) In: Tinbergen Institute Discussion Papers.
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1994The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates. In: Public Choice.
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1999The Incidence of Overdissipation in Rent-Seeking Contests. In: Public Choice.
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1997The Incidence of Overdissipation in Rent-Seeking Contests.(1997) In: Tinbergen Institute Discussion Papers.
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2013The drivers of downside equity tail risk In: MPRA Paper.
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2013The cross-section of tail risks in stock returns In: MPRA Paper.
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2011Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations In: Review of Business and Economic Literature.
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1998Beyond the Sample: Extreme Quantile and Probability Estimation In: Tinbergen Institute Discussion Papers.
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1998The EURO, Prudent Coherence? In: Tinbergen Institute Discussion Papers.
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1998A Hybrid Joint Moment Ratio Test for Financial Time Series In: Tinbergen Institute Discussion Papers.
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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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2001Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation In: Tinbergen Institute Discussion Papers.
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2001Portfolio Diversification Effects and Regular Variation in Financial Data In: Tinbergen Institute Discussion Papers.
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2004Credit Rationing Effects of Credit Value-at-Risk In: Tinbergen Institute Discussion Papers.
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2004Optimal Confidence Intervals for the Tail Index and High Quantiles In: Tinbergen Institute Discussion Papers.
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2005Portfolio Diversification Effects of Downside Risk In: Tinbergen Institute Discussion Papers.
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2005Auctions with Numerous Bidders In: Tinbergen Institute Discussion Papers.
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2005Risk Diversification by European Financial Conglomerates In: Tinbergen Institute Discussion Papers.
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2006Tail Probabilities for Regression Estimators In: Tinbergen Institute Discussion Papers.
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2006Large Swings in Currencies driven by Fundamentals In: Tinbergen Institute Discussion Papers.
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2007Weak & Strong Financial Fragility In: Tinbergen Institute Discussion Papers.
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2008The Extent of Internet Auction Markets In: Tinbergen Institute Discussion Papers.
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2016Monetary Policy in the Presence of Random Wage Indexation In: Tinbergen Institute Discussion Papers.
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1988Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles. In: The Review of Economics and Statistics.
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