Kevin Dowd : Citation Profile

Are you Kevin Dowd?

Cato Institute
University of Nottingham
University of Nottingham

12

H index

14

i10 index

552

Citations

RESEARCH PRODUCTION:

29

Articles

10

Papers

RESEARCH ACTIVITY:

   20 years (1987 - 2007). See details.
   Cites by year: 27
   Journals where Kevin Dowd has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 5 (0.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo21
   Updated: 2021-04-17    RAS profile: 2007-06-22    
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Relations with other researchers

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:

Blake, David (18)

Zhang, Wei-Bin (11)

Mitchell, Olivia (11)

cotter, john (10)

Buiter, Willem (9)

Menoncin, Francesco (6)

Fuentes, Olga (6)

Dus, Ivica (6)

Berstein, Solange (6)

Webb, Anthony (6)

Beckmann, Joscha (5)

Cites to:

cotter, john (13)

Blake, David (8)

Cecchetti, Stephen (6)

Artzner, Philippe (5)

Acerbi, Carlo (4)

Lo, Andrew (4)

Danielsson, Jon (3)

Broussard, John (3)

Goetzmann, William (2)

merton, robert (2)

Poterba, James (2)

Main data

Where Kevin Dowd has published?

Journals with more than one article published# docs
Journal of Money, Credit and Banking6
Economic Journal4
Insurance: Mathematics and Economics3
Journal of Macroeconomics3
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany9

Recent works citing Kevin Dowd (2021 and 2020)

YearTitle of citing document
2020An 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.

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2020Optimal investment-consumption problem post-retirement with a minimum guarantee. (2018). Dadashi, Hassan. In: Papers. RePEc:arx:papers:1803.00611.

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2020The 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.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langren, Nicolas ; Chen, Wen. In: Papers. RePEc:arx:papers:2007.09911.

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2021A Framework of Multivariate Utility Optimization with General Benchmarks. (2021). Zhang, Litian ; Liang, Zongxia ; Liu, Yang. In: Papers. RePEc:arx:papers:2101.06675.

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2021Optimal 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.

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2020Equity 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.

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2020Denoised 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.

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2020Back 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.

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2020Living 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.

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2020Portfolio 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.

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2020Assessing 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.

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2020Optimal 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.

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2020Can 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.

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2020Simple 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.

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2020Optimal 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.

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2021A 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.

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2020Unequal 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.

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2021Pandemic-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.

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2020On 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.

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2020Government-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.

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2020Assessing 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.

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2020Deep neural network for optimal retirement consumption in defined contribution pension system. (2020). Langrene, Nicolas ; Chen, Wen. In: Working Papers. RePEc:hal:wpaper:hal-02909818.

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2020.

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2020The 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.

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2020.

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2020A 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.

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2020A 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.

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2020Do 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.

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2020Effects 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.

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2021Is 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.

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2020UPSIDE 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.

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Works by Kevin Dowd:

YearTitleTypeCited
1992 Models of Banking Instability: A Partial Review of the Literature. In: Journal of Economic Surveys.
[Citation analysis]		article14
1996The Analytics of Bimetallism. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article4
1990Did Central Banks Evolve Naturally? A Review Essay of Charles Goodharts The Evolution of Central Banks. In: Scottish Journal of Political Economy.
[Citation analysis]		article2
1993A New Model of the Gold Standard. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article6
1993Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas. In: Economic Journal.
[Full Text][Citation analysis]		article79
1994A Proposal to End Inflation. In: Economic Journal.
[Full Text][Citation analysis]		article10
1996Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply. In: Economic Journal.
[Full Text][Citation analysis]		article0
1996The Case for Financial Laissez-Faire. In: Economic Journal.
[Full Text][Citation analysis]		article25
2006Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article83
1989A simple model of macroeconomic policy In: Economic Modelling.
[Full Text][Citation analysis]		article0
2001Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article45
2003Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article70
2006Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article13
2006Extreme spectral risk measures: An application to futures clearinghouse margin requirements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article37
2006Extreme 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
1991A note on the demand for non-durable goods In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1995Deflating the productivity norm In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article3
2007Too good to be true? The (In)credibility of the UK inflation fan charts In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
2000Adjusting for risk:: An improved Sharpe ratio In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article51
2003(UBS Pensions series 17) Long-Term Value at Risk In: FMG Discussion Papers.
[Full Text][Citation analysis]		paper0
1987Would a higher fiscal deficit stimulate the economy? In: Fiscal Studies.
[Citation analysis]		article0
1990The Value of Time and the Transactions Demand for Money. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article7
1992The Monetary Economics of Henry Meulen. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
1994Competitive Banking, Bankers Clubs, and Bank Regulation. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article12
1995The Mechanics of Indirect Convertibility. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article3
1997A Simple Model of the Gold Standard. In: Journal of Money, Credit and Banking.
[Citation analysis]		article22
2000Using Futures Prices to Control Inflation: Reply to Garrison and White. In: Journal of Money, Credit and Banking.
[Citation analysis]		article1
1992Optimal Financial Contracts. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article14
1996Costly Verification and Banking. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article0
2007The 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]		paper3
2006Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2006Financial Risks and the Pension Protection Fund: Can it Survive Them? In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2007Exponential Spectral Risk Measures In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Intra-Day Seasonality in Foreign Exchange Market Transactions In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2007Estimating financial risk measures for futures positions: a non-parametric approach In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2007Evaluating the Precision of Estimators of Quantile-Based Risk Measures In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2006U.S. Core Inflation: A Wavelet Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper13
1992Consumer Demand, Full Income and Real Wages. In: Empirical Economics.
[Citation analysis]		article0
1997Anarchy, Warfare, and Social Order: Comment on Hirshleifer. In: Journal of Political Economy.
[Full Text][Citation analysis]		article6

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