Casper G. de Vries : Citation Profile


Are you Casper G. de Vries?

Erasmus Universiteit Rotterdam

26

H index

44

i10 index

3751

Citations

RESEARCH PRODUCTION:

54

Articles

104

Papers

1

Chapters

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 96
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 52 (1.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde225
   Updated: 2024-01-16    RAS profile: 2023-09-13    
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Relations with other researchers


Works with:

von Hagen, Juergen (2)

Bernoth, Kerstin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Casper G. de Vries.

Is cited by:

Sheremeta, Roman (146)

Sela, Aner (145)

Konrad, Kai (133)

Kovenock, Dan (125)

Chowdhury, Subhasish (48)

Zhou, Chen (42)

Amegashie, J. Atsu (40)

Dahm, Matthias (34)

cotter, john (32)

Roberson, Brian (26)

Morath, Florian (24)

Cites to:

gourieroux, christian (25)

Scaillet, Olivier (25)

Jansen, Dennis (24)

Sarno, Lucio (20)

Campbell, John (18)

Kovenock, Dan (17)

Baye, Michael (16)

Hartmann, Philipp (16)

Straetmans, Stefan (13)

Chinn, Menzie (13)

Verdelhan, Adrien (13)

Main data


Where Casper G. de Vries has published?


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

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute37
CESifo Working Paper Series / CESifo7
Purdue University Economics Working Papers / Purdue University, Department of Economics5
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Paper Series / European Central Bank3
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research3
Staff Working Papers / Bank of Canada3
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy3
MPRA Paper / University Library of Munich, Germany2
Working Papers / Chapman University, Economic Science Institute2
Working Papers / Business School - Economics, University of Glasgow2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Casper G. de Vries (2024 and 2023)


YearTitle of citing document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305.

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2023Competition in Signaling. (2021). Vaccari, Federico. In: Papers. RePEc:arx:papers:2103.05317.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Equilibria of Attacker-Defender Games. (2022). , Zsombor ; Gross, Jorg. In: Papers. RePEc:arx:papers:2202.10072.

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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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2023Contests as Optimal Mechanisms under Signal Manipulation. (2023). Qiu, Xiaoyun ; Li, Yingkai. In: Papers. RePEc:arx:papers:2302.09168.

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2023The Dynamics of Instability. (2023). Gonçalves, Duarte ; Gonccalves, Duarte ; Barilla, C'Esar. In: Papers. RePEc:arx:papers:2303.07285.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Wunderlich, Ralf ; Auer, Benjamin R ; Lamert, Kerstin. In: Papers. RePEc:arx:papers:2311.15635.

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2023Is Money Essential? An Experimental Approach. (2023). Wright, Randall ; Sultanum, Bruno ; Puzzello, Daniela ; Norman, Peter ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-39.

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2023.

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2023Chamberlin without differentiation: Soft capacity constrained price competition with free entry. (2023). Drouhin, Nicolas ; Cabondhersin, Marielaure. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:1:p:118-126.

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2023Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition. (2023). Selcuk, Cemil. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/18.

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2023External Balance Sheets and the COVID-19 Crisis.. (2023). Juvenal, Luciana ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt00p8f01t.

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2023Spite in Litigation. (2023). Stabler, Jonathan ; Mill, Wladislaw. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10290.

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2023Tax Uncertainty and Welfare-Improving Tax Disputes. (2023). Hashimzade, Nigar. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10392.

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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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2023Durable goods, price indexes and quality change: an application to automobile prices in Italy, 1988-1998. (2002). Tomat, G. M.. In: Working Paper Series. RePEc:ecb:ecbwps:20020118.

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2023Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613.

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2023PELVE: Probability Equivalent Level of VaR and ES. (2023). Wang, Ruodu ; Li, Hengxin. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:353-370.

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2023Designing contests between heterogeneous contestants: An experimental study of tie-breaks and bid-caps in all-pay auctions. (2023). Szech, Nora ; Sheremeta, Roman M ; Llorente-Saguer, Aniol. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292122002070.

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2023How Trump triumphed: Multi-candidate primaries with buffoons. (2023). Castanheira, Micael ; Schotter, Andrew ; Leutgeb, Johannes ; Huck, Steffen. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s0014292123001356.

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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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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x.

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2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

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2023Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649.

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2023Who are the vectors of contagion? Evidence from emerging markets. (2023). Munera, Daimer J ; Agudelo, Diego A. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001151.

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2023Subjectivity in conventional tail measures: An exploratory model with risks & biases’. (2023). Majumder, Debasish. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003239.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023Network effects on risk co-movements: A network quantile autoregression-based analysis. (2023). Zhu, Xiaonan ; Shu, Lei ; Gao, YU ; Chen, YU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004427.

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2023Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation. (2023). Faias, Jose Afonso. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000593.

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2023On monotone pure-strategy Bayesian-Nash equilibria of a generalized contest. (2023). Prokopovych, Pavlo ; Yannelis, Nicholas C. In: Games and Economic Behavior. RePEc:eee:gamebe:v:140:y:2023:i:c:p:348-362.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2023A multifractal model of asset (in)variances. (2023). Grobys, Klaus. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000355.

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2023External Balance Sheets and the COVID-19 Crisis. (2023). Juvenal, Luciana ; Hale, Galina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622001662.

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2023Initially contestable property rights and Coase: Evidence from the lab. (2023). Nguyen, Mai Phuong ; MacKenzie, Ian A ; Friesen, Lana. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:120:y:2023:i:c:s0095069623000608.

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2023Symmetry in n-player games. (2023). Plan, Asaf. In: Journal of Economic Theory. RePEc:eee:jetheo:v:207:y:2023:i:c:s0022053122001399.

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2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023‘Born this Way’? Prenatal exposure to testosterone may determine behavior in competition and conflict. (2023). Espín, Antonio ; Chowdhury, Subhasish ; Brañas-Garza, Pablo ; Nieboer, Jeroen ; Espin, Antonio M ; Braas-Garza, Pablo. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:96:y:2023:i:c:s0167487023000247.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

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2023Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x.

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2023Delivery in the city: Differentiated products competition among New York restaurants. (2023). Schiff, Nathan ; Dai, Tianran ; Cosman, Jacob. In: Journal of Urban Economics. RePEc:eee:juecon:v:134:y:2023:i:c:s0094119022000857.

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2023Ability grouping in contests. (2023). Xiao, Jun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:104:y:2023:i:c:s0304406822001185.

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2023The role of the second prize in all-pay auctions with two heterogeneous prizes. (2023). Sela, Aner ; Levi, Ofer ; Lagziel, David ; Cohen, Chen. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406823000137.

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2023Information sharing decisions in all-pay auctions with correlated types. (2023). Wang, Zhewei ; Ma, Hongkun ; Lu, Jingfeng. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:107:y:2023:i:c:s0304406823000605.

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2023Strategic manipulations in round-robin tournaments. (2023). Sela, Aner ; Megidish, Reut ; Krumer, Alex. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:122:y:2023:i:c:p:50-57.

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2023Does corporate diversification strategy affect stock price crash risk?. (2023). , Eric ; Shen, Jianghua ; Wang, Qian. In: International Journal of Production Economics. RePEc:eee:proeco:v:258:y:2023:i:c:s0925527323000269.

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2023Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs. (2023). Zulfiqar, Noshaba ; Wee, Jung Bum ; Bouri, Elie ; Ghosh, Bikramaditya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000715.

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2023Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

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2023Born this way? Prenatal exposure to testosterone may determine behavior in competition and conflict. (2023). Nieboer, Jeroen ; Espin, Antonio M ; Chowdhury, Subhasish M ; Braas-Garza, Pablo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118581.

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2023How Deep was the September 2001 Stock Market Crisis? Putting Recent Events on the American and French Markets into Perspective with an Index of Market Shocks. (2002). Maillet, Bertrand ; Michel, Thierry . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp417.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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2023Nonparametric Identification and Estimation of Contests with Uncertainty. (2023). Shakhgildyan, Ksenia. In: Working Papers. RePEc:igi:igierp:690.

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2023Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309.

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2023Diversification and Systemic Risk of Networks Holding Common Assets. (2023). Liu, Taoxiong ; Huang, Yajing. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10211-9.

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2023Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5.

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2023Mis-judging merit: the effects of adjudication errors in contests. (2023). Stanca, Luca ; Gamba, Astrid. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:3:d:10.1007_s10683-022-09785-4.

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2023Contests with revisions. (2023). Mago, Shakun D ; Dechenaux, Emmanuel. In: Experimental Economics. RePEc:kap:expeco:v:26:y:2023:i:4:d:10.1007_s10683-023-09803-z.

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2023Deterrence, settlement, and litigation under adversarial versus inquisitorial systems. (2023). Thoni, Christian ; Massenot, Baptiste ; Maraki, Maria ; Guerra, Alice. In: Public Choice. RePEc:kap:pubcho:v:196:y:2023:i:3:d:10.1007_s11127-022-01001-4.

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2023Rent dissipation in large population Tullock contests. (2023). Sultana, Rezina ; Lahkar, Ratul. In: Public Choice. RePEc:kap:pubcho:v:197:y:2023:i:1:d:10.1007_s11127-023-01103-7.

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2023Information Favoritism and Scoring Bias in Contests. (2023). Wu, Zenan ; Fu, Qiang ; Fang, Hanming ; Deng, Shanglyu. In: PIER Working Paper Archive. RePEc:pen:papers:23-002.

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2023Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach. (2023). Souk, Jana ; Montero, Jose-Maria ; el Khoury, Rim ; Naimy, Viviane. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:135-168.

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2023Why Fixed-Price Policy Prevails: The Effect of Trade Frictions and Competition. (2023). Gokpinar, Bilal ; Selcuk, Cemil. In: MPRA Paper. RePEc:pra:mprapa:117287.

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2023Asymmetric Impact of Exchange Rate Volatility on Commodity Trade Between Pakistan and China. (2023). Ullah, Sana ; Usman, Ahmed ; Bahmani-Oskooee, Mohsen. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:3:p:510-534.

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2023Information Uncertainty. (2023). Roy, Santanu. In: Departmental Working Papers. RePEc:smu:ecowpa:2306.

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2023Adverse selection and bounded rationality: an impossibility theorem. (2023). Yamashita, Takuro ; Murooka, Takeshi. In: The Japanese Economic Review. RePEc:spr:jecrev:v:74:y:2023:i:3:d:10.1007_s42973-022-00119-w.

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2023The interaction of emotions and cost-shifting rules in civil litigation. (2023). Rodrigues-Neto, Jose A ; Chen, Ben. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:3:d:10.1007_s00199-022-01426-4.

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2023Equilibrium existence and expected payoffs in all-pay auctions with constraints. (2023). Pastine, Ivan. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01433-5.

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2023Nested Tullock contests with nonmonotone prizes. (2023). Zhou, Lixue ; Wang, Zhewei ; Lu, Jingfeng. In: International Journal of Game Theory. RePEc:spr:jogath:v:52:y:2023:i:1:d:10.1007_s00182-022-00820-5.

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2023All-pay matching contests. (2023). Sela, Aner. In: International Journal of Game Theory. RePEc:spr:jogath:v:52:y:2023:i:2:d:10.1007_s00182-022-00831-2.

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2023The dynamics of instability. (2023). Gonçalves, Duarte ; Gonalves, Duarte ; Barilla, Cesar. In: Theoretical Economics. RePEc:the:publsh:5295.

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2023Contests with sequential entry and incomplete information. (2023). Deng, Shanglyu ; Zhu, Yuxuan ; Wu, Zenan ; Fu, Qiang. In: Theoretical Economics. RePEc:the:publsh:5367.

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2023How Trump Triumphed: Multi-Candidate Primaries with Buffoons. (2023). Huck, Steffen ; Leutgeb, Johannes ; Schotter, Andrew ; de Moura, Micael Castanheira. In: ULB Institutional Repository. RePEc:ulb:ulbeco:2013/357969.

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2023Heterogeneity, leveling the playing field, and affirmative action in contests. (2023). Mukherjee, Anwesha ; Estevegonzalez, Patricia ; Chowdhury, Subhasish M. In: Southern Economic Journal. RePEc:wly:soecon:v:89:y:2023:i:3:p:924-974.

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Works by Casper G. de Vries:


YearTitleTypeCited
2000Value-at-Risk and Extreme Returns In: Annals of Economics and Statistics.
[Full Text][Citation analysis]
article110
1998Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110
paper
1993Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review.
[Full Text][Citation analysis]
article433
1992Rigging the Lobbying Process: An Application of the All- Pay Auction..(1992) In: Pennsylvania State - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 433
paper
1991RIGGING THE LOBBYING PROCESS: AN APPLICATION OF THE ALL- PAY AUCTION..(1991) In: Purdue University Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 433
paper
1995Fiat Exchange in Finite Economies. In: UFAE and IAE Working Papers.
[Citation analysis]
paper21
1995Fiat Exchange in Finite Economies..(1995) In: Purdue University Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 21
paper
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