12
H index
14
i10 index
552
Citations
Cato Institute | 12 H index 14 i10 index 552 Citations RESEARCH PRODUCTION: 29 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kevin Dowd. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Money, Credit and Banking | 6 |
Economic Journal | 4 |
Insurance: Mathematics and Economics | 3 |
Journal of Macroeconomics | 3 |
Oxford Economic Papers | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 9 |
Year | Title of citing document |
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2020 | An application of geographically weighted quantile LASSO to weather index insurance design. (2020). Miquelluti, David J ; Ozaki, Vitor. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304288. Full description at Econpapers || Download paper |
2020 | Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611. Full description at Econpapers || Download paper |
2020 | The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process. (2020). Xu, Xiao. In: Papers. RePEc:arx:papers:2005.10661. Full description at Econpapers || Download paper |
2020 | Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911. Full description at Econpapers || Download paper |
2021 | A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675. Full description at Econpapers || Download paper |
2021 | Optimal management of DC pension fund under relative performance ratio and VaR constraint. (2021). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2103.04352. Full description at Econpapers || Download paper |
2020 | Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver. (2020). Bianchi, Robert J ; MacDonald, Kirsten L ; Drew, Michael E. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3851-3873. Full description at Econpapers || Download paper |
2020 | Denoised Inflation: A New Measure of Core Inflation. (2020). Iqbal, Javaid ; Hanif, Muhammad Nadim ; Salam, Muhammad Abdus ; Ali, Syed Hamza. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:2:p:131-154. Full description at Econpapers || Download paper |
2020 | Back testing fan charts of activity and inflation: the Chilean case. (2020). Gatty, Andres ; Fornero, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:881. Full description at Econpapers || Download paper |
2020 | Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86. Full description at Econpapers || Download paper |
2020 | Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?. (2020). Te, EN ; Basu, Anup K ; Wiafe, Osei K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:241-255. Full description at Econpapers || Download paper |
2020 | Assessing downside and upside risk spillovers across conventional and socially responsible stock markets. (2020). Cheffou, Abdoulkarim Idi ; Jawadi, Nabila ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:200-210. Full description at Econpapers || Download paper |
2020 | Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. (2020). Zheng, Harry ; Dong, Yinghui. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:2:p:341-356. Full description at Econpapers || Download paper |
2020 | Can deep learning predict risky retail investors? A case study in financial risk behavior forecasting. (2020). Kim, A ; Johnson, J. E. V., ; Sung, M.-C., ; Ma, T ; Lessmann, S ; Yang, Y. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:217-234. Full description at Econpapers || Download paper |
2020 | Simple explicit formula for near-optimal stochastic lifestyling. (2020). Černý, Aleš ; Melicherik, Igor . In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:769-778. Full description at Econpapers || Download paper |
2020 | Optimal investment–consumption problem: Post-retirement with minimum guarantee. (2020). Dadashi, Hassan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:160-181. Full description at Econpapers || Download paper |
2021 | A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems. (2021). Castaneda, Ranu ; Chavez-Bedoya, Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:97:y:2021:i:c:p:7-23. Full description at Econpapers || Download paper |
2020 | Unequal returns: Using the Atkinson index to measure financial risk. (2020). Fischer, Thomas ; Lundtofte, Frederik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300868. Full description at Econpapers || Download paper |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81. Full description at Econpapers || Download paper |
2020 | On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722. Full description at Econpapers || Download paper |
2020 | Government-Cheerleading Bias in Money and Banking Textbooks. (2020). Thrasher, Benjamin R ; Watts, Tyler ; Curott, Nicholas A. In: Econ Journal Watch. RePEc:ejw:journl:v:17:y:2020:i:1:p:98-151. Full description at Econpapers || Download paper |
2020 | Assessing the Sustainability of China’s Basic Pension Funding for Urban and Rural Residents. (2020). Xian, Xinghui ; Su, Changhao ; Sun, Lanying. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2833-:d:340637. Full description at Econpapers || Download paper |
2020 | Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | The super-alertness of central banks. (2020). Cachanosky, Nicolas ; Salter, Alexander W. In: The Review of Austrian Economics. RePEc:kap:revaec:v:33:y:2020:i:1:d:10.1007_s11138-019-00436-1. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | A Stackelberg Game of Backward Stochastic Differential Equations with Applications. (2020). Shi, Jingtao ; Zheng, Yueyang. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:10:y:2020:i:4:d:10.1007_s13235-019-00341-z. Full description at Econpapers || Download paper |
2020 | A robust behavioral portfolio selection: model with investor attitudes and biases. (2020). Seifi, Abbas ; Esfahanipour, Akbar ; Momen, Omid. In: Operational Research. RePEc:spr:operea:v:20:y:2020:i:1:d:10.1007_s12351-017-0330-9. Full description at Econpapers || Download paper |
2020 | Do the Capital Requirements Affect the Effectiveness of Monetary Policy from the Credit Channel?. (2020). Diao, Xiaoqiong. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_6. Full description at Econpapers || Download paper |
2020 | Effects of Index Insurance on Demand and Supply of Credit: Evidence from Ethiopia. (2020). Winkel, Anne ; Lensink, Robert ; Belissa, Temesgen. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:5:p:1511-1531. Full description at Econpapers || Download paper |
2021 | Is optimum always optimal? A revisit of the mean?variance method under nonlinear measures of dependence and non?normal liquidity constraints. (2021). , Mazin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:387-415. Full description at Econpapers || Download paper |
2020 | UPSIDE BETA RATIO: A PERFORMANCE MEASURE FOR POTENTIAL-SEEKING INVESTORS. (2020). Selvaraju, N ; Mondal, Dipankar. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:23:y:2020:i:02:n:s0219024920500144. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1992 | Models of Banking Instability: A Partial Review of the Literature. In: Journal of Economic Surveys. [Citation analysis] | article | 14 |
1996 | The Analytics of Bimetallism. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 4 |
1990 | Did Central Banks Evolve Naturally? A Review Essay of Charles Goodharts The Evolution of Central Banks. In: Scottish Journal of Political Economy. [Citation analysis] | article | 2 |
1993 | A New Model of the Gold Standard. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 6 |
1993 | Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas. In: Economic Journal. [Full Text][Citation analysis] | article | 79 |
1994 | A Proposal to End Inflation. In: Economic Journal. [Full Text][Citation analysis] | article | 10 |
1996 | Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
1996 | The Case for Financial Laissez-Faire. In: Economic Journal. [Full Text][Citation analysis] | article | 25 |
2006 | Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 83 |
1989 | A simple model of macroeconomic policy In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2001 | Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 45 |
2003 | Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 70 |
2006 | Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
2006 | Extreme spectral risk measures: An application to futures clearinghouse margin requirements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
2006 | Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
1991 | A note on the demand for non-durable goods In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
1995 | Deflating the productivity norm In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 3 |
2007 | Too good to be true? The (In)credibility of the UK inflation fan charts In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 8 |
2000 | Adjusting for risk:: An improved Sharpe ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 51 |
2003 | (UBS Pensions series 17) Long-Term Value at Risk In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1987 | Would a higher fiscal deficit stimulate the economy? In: Fiscal Studies. [Citation analysis] | article | 0 |
1990 | The Value of Time and the Transactions Demand for Money. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 7 |
1992 | The Monetary Economics of Henry Meulen. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 0 |
1994 | Competitive Banking, Bankers Clubs, and Bank Regulation. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 12 |
1995 | The Mechanics of Indirect Convertibility. In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 3 |
1997 | A Simple Model of the Gold Standard. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 22 |
2000 | Using Futures Prices to Control Inflation: Reply to Garrison and White. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 1 |
1992 | Optimal Financial Contracts. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 14 |
1996 | Costly Verification and Banking. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
2007 | The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2006 | Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2006 | Financial Risks and the Pension Protection Fund: Can it Survive Them? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2007 | Exponential Spectral Risk Measures In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | Intra-Day Seasonality in Foreign Exchange Market Transactions In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2007 | Estimating financial risk measures for futures positions: a non-parametric approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2007 | Evaluating the Precision of Estimators of Quantile-Based Risk Measures In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2006 | U.S. Core Inflation: A Wavelet Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
1992 | Consumer Demand, Full Income and Real Wages. In: Empirical Economics. [Citation analysis] | article | 0 |
1997 | Anarchy, Warfare, and Social Order: Comment on Hirshleifer. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 6 |
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