Casper G. de Vries : Citation Profile

Erasmus Universiteit Rotterdam

28

H index

45

i10 index

3914

Citations

RESEARCH PRODUCTION:

54

Articles

108

Papers

1

Chapters

RESEARCH ACTIVITY:

   39 years (1983 - 2022). See details.
   Cites by year: 100
   Journals where Casper G. de Vries has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 52 (1.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde225
   Updated: 2025-04-19    RAS profile: 2023-09-13    
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Relations with other researchers

Works with:

Bernoth, Kerstin (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:

Sela, Aner (149)

Sheremeta, Roman (146)

Konrad, Kai (137)

Kovenock, Dan (127)

Chowdhury, Subhasish (52)

Zhou, Chen (42)

Amegashie, J. Atsu (40)

cotter, john (35)

Dahm, Matthias (34)

Roberson, Brian (26)

Ewerhart, Christian (24)

Cites to:

Scaillet, Olivier (25)

gourieroux, christian (25)

Jansen, Dennis (23)

Sarno, Lucio (20)

Campbell, John (18)

Kovenock, Dan (17)

Hartmann, Philipp (16)

Baye, Michael (16)

Danielsson, Jon (13)

Verdelhan, Adrien (13)

Chinn, Menzie (13)

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
Journal of Economic Theory2
Economic Theory2
European Journal of Political Economy2
Journal of Economic Dynamics and Control2
Open Economies Review2
Games and Economic Behavior2
Journal of Applied Econometrics2
European Economic Review2
Public Choice2
Economics Letters2

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
Working Papers / Indiana University, Kelley School of Business, Department of Business Economics and Public Policy3
Staff Working Papers / Bank of Canada3
Working Papers / Business School - Economics, University of Glasgow2
MPRA Paper / University Library of Munich, Germany2
Working Papers / Chapman University, Economic Science Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Casper G. de Vries (2025 and 2024)

YearTitle of citing document
2024Competing 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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2024Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2024Contests as Optimal Mechanisms under Signal Manipulation. (2023). Qiu, Xiaoyun ; Li, Yingkai. In: Papers. RePEc:arx:papers:2302.09168.

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2025Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635.

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2024Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions. (2024). Selcuk, Cemil. In: Papers. RePEc:arx:papers:2404.08762.

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2025Sabotage and Free Riding in Contests with a Group-Specific Public-Good/Bad Prize. (2025). Lee, Dongwoo ; Baik, Kyung Hwan. In: Papers. RePEc:arx:papers:2502.08100.

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2024Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-46.

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2024The fatter the tail, the shorter the sail. (2024). Chaudhry, Sajid ; Alzugaiby, Basim ; Alsunbul, Saad ; Boujlil, Rhada. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:331-380.

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2024.

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2024Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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2024Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions. (2024). Selcuk, Cemil. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/26.

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2025Let’s (Not) Escalate This! Leadership and Communication in a Group Contest. (2025). Riedl, Arno ; Heine, Florian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11655.

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2025Round-Robin Tournaments in the Lab: Lottery Contests vs. All-Pay Auctions. (2025). March, Christoph ; Lauber, Arne ; Sahm, Marco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11677.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Herwartz, Helmut ; Trienens, Lasse. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2024Contests in two fronts. (2024). Floria, L M ; Moron-Vidal, J ; de Miguel-Arribas, A ; Moreno, Y ; Hernandez, L ; Gracia-Lazaro, C. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923013206.

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2024China’s public international investment: A strategic-trade-policy perspective. (2024). Konrad, Kai A. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001378.

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2024Tournaments and contracts under asymmetric information. (2024). Wang, Zhewei ; Gao, Rui ; Zhou, Lixue. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001822.

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2024Disclosure policies in all-pay auctions with affiliated values. (2024). Wang, Zijia ; Serena, Marco ; Chen, BO. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400227x.

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2024Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform. (2024). Zhang, Shunming ; Sun, Jianchun ; Huang, Helen Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000020.

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2024Consumer data and price discrimination by consideration sets. (2024). Chioveanu, Ioana. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000880.

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2024Sequential elimination in multi-stage all-pay auctions. (2024). Robertson, Matthew J. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003112.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2024Optimal disclosure in all-pay auctions with interdependent valuations. (2024). Chen, BO. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:204-222.

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2024The n-player Hirshleifer contest. (2024). Sun, Guang-Zhen ; Ewerhart, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:143:y:2024:i:c:p:300-320.

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2024An undecidable statement regarding zero-sum games. (2024). Fey, Mark. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:19-26.

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2024Winners effort in multi-battle team contests. (2024). Serena, Marco ; Barbieri, Stefano. In: Games and Economic Behavior. RePEc:eee:gamebe:v:145:y:2024:i:c:p:526-556.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2024Getting the right tail right: Modeling tails of health expenditure distributions. (2024). Ziebarth, Nicolas ; Karlsson, Martin ; Wang, Yulong. In: Journal of Health Economics. RePEc:eee:jhecon:v:97:y:2024:i:c:s0167629624000572.

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2024Correlated play in weakest-link and best-shot group contests. (2024). Topolyan, Iryna ; Barbieri, Stefano. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:110:y:2024:i:c:s0304406823001106.

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2024Dominance and technology war. (2024). Konrad, Kai A. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001374.

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2024Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Min, Baehyun ; Jung, Seoyoung ; Yoon, Soeun ; Jang, Minchul. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698.

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2025Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921.

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2024.

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2025Lets (Not) Escalate This! Leadership and Communication in a Group Contest. (2025). Riedl, Arno ; Heine, Florian. In: IZA Discussion Papers. RePEc:iza:izadps:dp17648.

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2024Market Ecology: Trading Strategies and Market Volatility. (2024). Li, Honggang ; Xing, Kun. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10562-z.

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2024Competition among public good providers for donor rewards. (2024). Walker, James M ; Blanco, Esther ; Struwe, Natalie. In: Experimental Economics. RePEc:kap:expeco:v:27:y:2024:i:1:d:10.1007_s10683-022-09766-7.

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2024BRIDGING TRADITION AND INNOVATION: A LITERATURE REVIEW ON PORTFOLIO OPTIMIZATION. (2024). Bolo, Marcel ; Rusu, Tefan. In: Annals of Faculty of Economics. RePEc:ora:journl:v:33:y:2024:i:1:p:337-344.

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2024Exchange Rate Movements and China-East Africa Trade Balance: A New Perspective From RMB. (2024). Sakouba, Ibrahim ; Ren, Pengyu. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:1:p:21582440241230805.

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2024Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z.

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2025Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y.

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2024Forecasting risk and return of listed real estate:. (2024). Brandt, Felix ; Lausberg, Carsten. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:10:y:2024:i:1:d:10.1365_s41056-024-00070-4.

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2024Centralized assignment of prizes and contestants. (2024). Serena, Marco ; Barbieri, Stefano. In: Social Choice and Welfare. RePEc:spr:sochwe:v:62:y:2024:i:1:d:10.1007_s00355-023-01483-1.

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2024The dynamics of instability. (2023). Gonçalves, Duarte ; Gonalves, Duarte ; Barilla, Cesar. In: Theoretical Economics. RePEc:the:publsh:5295.

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2024Contests 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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2024Personalized Pricing and Competition. (2022). Zhou, Jidong ; Rhodes, Andrew. In: TSE Working Papers. RePEc:tse:wpaper:126889.

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2025Round-Robin tournaments in the lab: Lottery contests vs. all-pay auctions. (2025). Lauber, Arne ; Sahm, Marco ; March, Christoph. In: BERG Working Paper Series. RePEc:zbw:bamber:311830.

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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]		article113
1998Value-at-Risk and Extreme Returns.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
1993Rigging the Lobbying Process: An Application of the All-Pay Auction. In: American Economic Review.
[Full Text][Citation analysis]		article449
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: 449		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: 449		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
1995The All-Pay Auction with Complete Information. In: UFAE and IAE Working Papers.
[Citation analysis]		paper691
1995The All-pay Auction with Complete Information.(1995) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 691		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 691		paper
1996The all-pay auction with complete information (*).(1996) In: Economic Theory.
[Citation analysis]
This paper has nother version. Agregated cites: 691		article
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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This paper has nother version. Agregated cites: 691		paper
2018Challenges in Implementing Worst-Case Analysis In: Staff Working Papers.
[Full Text][Citation analysis]		paper1
2019Tail Index Estimation: Quantile-Driven Threshold Selection In: Staff Working Papers.
[Full Text][Citation analysis]		paper12
2016Tail index estimation: quantile driven threshold selection.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 12		paper
2021Covariates Hiding in the Tails In: Staff Working Papers.
[Full Text][Citation analysis]		paper0
2011Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers).
[Full Text][Citation analysis]		paper1
2015Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 1		article
2011Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
1998Abnormal returns, risk, and options in large data sets In: Statistica Neerlandica.
[Full Text][Citation analysis]		article2
1998Abnormal Returns, Risk, and Options in Large Data Sets.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
1996Tail Index and Quantile Estimation with Very High Frequency Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper15
2010The Herodotus Paradox In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2012The Herodotus paradox.(2012) In: Games and Economic Behavior.
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This paper has nother version. Agregated cites: 4		article
2010The Herodotus Paradox.(2010) In: Working Papers.
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2010The Herodotus Paradox.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2010World Equity Premium Based Risk Aversion Estimates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2010World Equity Premium based Risk Aversion Estimates.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2000Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper111
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.
[Full Text][Citation analysis]		paper0
2015Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Asset-based lending In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2019Asset-Based Lending.(2019) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2013The Impact of Competition on Prices with Numerous Firms In: Working Papers.
[Full Text][Citation analysis]		paper62
2016The impact of competition on prices with numerous firms.(2016) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 62		article
2013Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
1992Mixed Strategy Trade Equilibria. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article7
2001Asset Market Linkages in Crisis Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper401
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.
[Full Text][Citation analysis]		paper46
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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This paper has nother version. Agregated cites: 46		article
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.
[Full Text][Citation analysis]		paper10
2004Fundamentals and joint currency crises.(2004) In: Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2010The Forward Premium Puzzle and Latent Factors Day by Day In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
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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This paper has nother version. Agregated cites: 5		paper
2018Estimating a Latent Risk Premium in Exchange Rate Futures In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2020Currency Futures Risk Premia and Risk Factors In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]		paper0
2005Banking system stability: a cross-Atlantic perspective In: Working Paper Series.
[Full Text][Citation analysis]		paper78
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.
[Full Text][Citation analysis]		article1
2010Global Stochastic Properties of Dynamic Models and their Linear Approximations.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2012Simulating and calibrating diversification against black swans In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
1988Simulating currency substitution bias In: Economics Letters.
[Full Text][Citation analysis]		article1
2006Comparing downside risk measures for heavy tailed distributions In: Economics Letters.
[Full Text][Citation analysis]		article21
2005Comparing downside risk measures for heavy tailed distribution.(2005) In: LSE Research Online Documents on Economics.
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.() In: .
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2013Heavy tails of OLS In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2013Fat tails, VaR and subadditivity In: Journal of Econometrics.
[Full Text][Citation analysis]		article53
1991On the relation between GARCH and stable processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
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.
[Full Text][Citation analysis]		article127
1989INTERNATIONAL TRADE AND EXCHANGE RATE VOLATILITY..(1989) In: Erasmus University of Rotterdam - Institute for Economic Research.
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This paper has nother version. Agregated cites: 127		paper
1995New evidence on the effectiveness of foreign exchange market intervention In: European Economic Review.
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