Kevin Dowd : Citation Profile


Are you Kevin Dowd?

Cato Institute
University of Nottingham
University of Nottingham

11

H index

14

i10 index

475

Citations

RESEARCH PRODUCTION:

30

Articles

10

Papers

RESEARCH ACTIVITY:

   20 years (1987 - 2007). See details.
   Cites by year: 23
   Journals where Kevin Dowd has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 5 (1.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdo21
   Updated: 2019-04-20    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)

Mitchell, Olivia (11)

cotter, john (10)

Buiter, Willem (9)

Zhang, Wei-Bin (8)

Berstein, Solange (6)

Fuentes, Olga (6)

Dus, Ivica (6)

Menoncin, Francesco (6)

Czudaj, Robert (5)

Beckmann, Joscha (5)

Cites to:

cotter, john (13)

Blake, David (8)

Cecchetti, Stephen (6)

Artzner, Philippe (5)

Acerbi, Carlo (4)

Lo, Andrew (4)

Broussard, John (3)

Danielsson, Jon (3)

Goetzmann, William (2)

gourieroux, christian (2)

Brown, Jeffrey (2)

Main data


Where Kevin Dowd has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking6
Economic Journal4
Journal of Macroeconomics3
Insurance: Mathematics and Economics3
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 (2018 and 2017)


YearTitle of citing document
2017Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level. (2017). Kato, Takashi. In: Papers. RePEc:arx:papers:1711.07335.

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2018Coexistence of several currencies in presence of increasing returns to adoption. (2018). Lamarche-Perrin, Alex ; Jensen, Pablo ; Andr'e Orl'ean, . In: Papers. RePEc:arx:papers:1801.04218.

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

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2019Kernel Based Estimation of Spectral Risk Measures. (2019). Sen, Rituparna ; Biswas, Suparna . In: Papers. RePEc:arx:papers:1903.03304.

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2017Indirect Convertibility, Equity-Based Banking and Financial Stability. (2017). Cronin, David. In: Economic Affairs. RePEc:bla:ecaffa:v:37:y:2017:i:3:p:357-364.

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2018Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Platanakis, Emmanouil ; Oikonomou, Ioannis. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:379-401.

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2017The effects of age pension on retirement drawdown choices. (2017). Wiafe, Osei K ; Chen, John ; Basu, Anup K. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:81-87.

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2018Spectral measures of risk for international futures markets: A comparison of extreme value and Lévy models. (2018). Mozumder, Sharif ; Dempsey, Michael ; Choudhry, Taufiq. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:248-261.

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2017Efficient option risk measurement with reduced model risk. (2017). Mitra, Sovan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:163-174.

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2017Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model. (2017). Li, Danping ; Yi, BO ; Zhao, Hui ; Rong, Ximin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:6-20.

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2017Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk. (2017). Chen, Zheng ; Sun, Jingyun ; Zeng, Yan ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:75:y:2017:i:c:p:137-150.

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2017Mean–variance target-based optimisation for defined contribution pension schemes in a stochastic framework. (2017). Menoncin, Francesco ; Vigna, Elena. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:172-184.

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2018Valuation of longevity-linked life annuities. (2018). Bravo, Jorge ; el Mekkaoui, Najat. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:212-229.

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2018Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee. (2018). Tang, Mei-Ling ; Wu, Ting-Pin ; Lai, Gene C ; Chen, Son-Nan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:87-104.

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2018Optimal investment management for a defined contribution pension fund under imperfect information. (2018). Zhang, Ling ; Yao, Haixiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:79:y:2018:i:c:p:210-224.

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2018Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. (2018). Wang, Pei ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:67-83.

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2018Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance. (2018). Josa-Fombellida, Ricardo ; Rincon-Zapatero, Juan Pablo ; Lopez-Casado, Paula. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:73-86.

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2018A theory of self-enforcing monetary constitutions with reference to the Suffolk System, 1825–1858. (2018). Salter, Alexander William ; Young, Andrew T. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:156:y:2018:i:c:p:13-22.

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2017Monetary policy rules in light of the great recession. (2017). Sumner, Scott. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:54:y:2017:i:pa:p:90-99.

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2018The effectiveness of central bank forward guidance under inflation and price-level targeting. (2018). Cole, Stephen. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:146-161.

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2018Coexistence of several currencies in presence of increasing returns to adoption. (2018). Orléan, André ; Jensen, Pablo ; Orlean, Andre ; Lamarche-Perrin, Alex. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:496:y:2018:i:c:p:612-619.

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2018Thou should not panic! Let calmness fight the Crocodile Bite. (2018). Ayub, Usman ; Ahmed, Junaid ; Shafique, Attayah ; Zakaria, Muhammad ; Qaddus, Uzma. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:302-315.

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2018Would a free banking system stabilize NGDP growth?. (2018). Salter, Alexander William ; Young, Andrew T. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:21-25.

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2017A Portfolio Approach to Assessing an Auto-Enrolment Pension Scheme for Ireland. (2017). Gallagher, Liam ; Ryan, Fionnuala . In: The Economic and Social Review. RePEc:eso:journl:v:48:y:2017:i:4:p:515-548.

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2018The Italian Pension Gap: A Stochastic Optimal Control Approach. (2018). Milazzo, Alessandro ; Vigna, Elena. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:48-:d:143783.

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2018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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2018Coexistence of several currencies in presence of increasing returns to adoption. (2018). Orléan, André ; Jensen, Pablo ; Lamarche-Perrin, Alex. In: Working Papers. RePEc:hal:wpaper:hal-01531277.

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2018Unequal Returns: Using the Atkinson Index to Measure Financial Risk. (2018). Fischer, Thomas ; Lundtofte, Frederik . In: Working Papers. RePEc:hhs:lunewp:2018_025.

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2018Is Bitcoin Intrinsically Worthless?. (2018). Luther, William. In: Journal of Private Enterprise. RePEc:jpe:journl:1460.

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2017The institutional rationale of central banking reconsidered. (2017). Paniagua, Pablo . In: Constitutional Political Economy. RePEc:kap:copoec:v:28:y:2017:i:3:d:10.1007_s10602-016-9223-9.

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2018Calculating the Efficient Frontier for the Portuguese Stock Market. (2018). Medeiros, Maria Teresa ; Bourdain, Daniel Alexandre. In: International Advances in Economic Research. RePEc:kap:iaecre:v:24:y:2018:i:4:d:10.1007_s11294-018-9705-9.

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2017Bitcoin and entrepreneurship: breaking the network effect. (2017). Cachanosky, Nicolas ; Nair, Malavika . In: The Review of Austrian Economics. RePEc:kap:revaec:v:30:y:2017:i:3:d:10.1007_s11138-016-0348-x.

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2017The Impact of Pension Funding Mechanisms on the Stability and Payoff from Swiss DC Pension Schemes: A Sensitivity Analysis. (2017). Muller, Philipp ; Wagner, Joel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:42:y:2017:i:3:d:10.1057_s41288-017-0048-1.

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2017MARKOWITZ EFFICIENT FRONTIER AND CAPITAL MARKET LINE – EVIDENCE FROM THE PORTUGUESE STOCK MARKET. (2017). Garcia, Teresa ; Borrego, Daniel . In: Portuguese Journal of Management Studies. RePEc:pjm:journl:v:xxii:y:2017:i:1:p:3-23.

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2017Impact of the Degree of Relative Risk Aversion, the Interest Rate and the Exchange Rate Depreciation on Economic Welfare in a Small Open Economy. (2017). Venegas-Martínez, Francisco ; Soriano-Morales, Yazmin Viridiana ; Venegas-Martinez, Francisco ; Vallejo-Jimenez, Benjamin . In: MPRA Paper. RePEc:pra:mprapa:76441.

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2017Frequency of Adjusting Asset Allocations in the Life-Cycle Pension Model: When Doing More Is Not Necessarily Better. (2017). Kudryavtsev, Andrey ; Azoulay, Yaniv ; Shahrabani, Shosh . In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:4:y:2017:i:1:p:13-33.

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2018Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. (2018). Temocin, Busra Zeynep ; Selcuk-Kestel, Sevtap A ; Korn, Ralf. In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2638-5.

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2018Measurement errors in stock markets. (2018). JAWADI, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi ; ben Ameur, Hachmi. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-016-2138-z.

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2018Constant proportion portfolio insurance in defined contribution pension plan management. (2018). Temocin, Busra Zeynep ; Selcuk-Kestel, Sevtap A ; Korn, Ralf. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2449-8.

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2017Optimal pension fund composition for an Italian private pension plan sponsor. (2017). Kopa, Milo ; Vitali, Sebastiano ; Moriggia, Vittorio. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0263-4.

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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]
article12
1992Is Banking a Natural Monopoly? In: Kyklos.
[Citation analysis]
article2
1996The Analytics of Bimetallism. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article3
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]
article5
1993Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas. In: Economic Journal.
[Full Text][Citation analysis]
article71
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.
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article0
1996The Case for Financial Laissez-Faire. In: Economic Journal.
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article26
2006Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article65
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]
article43
2003Pensionmetrics 2: stochastic pension plan design during the distribution phase In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article61
2006Mortality-dependent financial risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article11
2006Extreme spectral risk measures: An application to futures clearinghouse margin requirements In: Journal of Banking & Finance.
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article33
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: 33
paper
1991A note on the demand for non-durable goods In: Journal of Macroeconomics.
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article0
1995Deflating the productivity norm In: Journal of Macroeconomics.
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article3
2007Too good to be true? The (In)credibility of the UK inflation fan charts In: Journal of Macroeconomics.
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article5
2000Adjusting for risk:: An improved Sharpe ratio In: International Review of Economics & Finance.
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article38
2003(UBS Pensions series 17) Long-Term Value at Risk In: FMG Discussion Papers.
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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.
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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.
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article12
1995The Mechanics of Indirect Convertibility. In: Journal of Money, Credit and Banking.
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article3
1997A Simple Model of the Gold Standard. In: Journal of Money, Credit and Banking.
[Citation analysis]
article18
2000Using Futures Prices to Control Inflation: Reply to Garrison and White. In: Journal of Money, Credit and Banking.
[Citation analysis]
article0
1992Optimal Financial Contracts. In: Oxford Economic Papers.
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article12
1996Costly Verification and Banking. In: Oxford Economic Papers.
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article0
2007The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders In: MPRA Paper.
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paper3
2006Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements In: MPRA Paper.
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paper5
2006Financial Risks and the Pension Protection Fund: Can it Survive Them? In: MPRA Paper.
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paper1
2007Exponential Spectral Risk Measures In: MPRA Paper.
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paper0
2007Intra-Day Seasonality in Foreign Exchange Market Transactions In: MPRA Paper.
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paper2
2007Estimating financial risk measures for futures positions: a non-parametric approach In: MPRA Paper.
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paper6
2007Evaluating the Precision of Estimators of Quantile-Based Risk Measures In: MPRA Paper.
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paper1
2006U.S. Core Inflation: A Wavelet Analysis In: MPRA Paper.
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paper10
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.
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article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team