Chen Zhou : Citation Profile

Erasmus Universiteit Rotterdam (83% share)
de Nederlandsche Bank (17% share)

13

H index

15

i10 index

600

Citations

RESEARCH PRODUCTION:

25

Articles

24

Papers

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 40
   Journals where Chen Zhou has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 15 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh286
   Updated: 2025-12-20    RAS profile: 2022-04-19    
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Relations with other researchers

Works with:

Einmahl, John (3)

Patton, Andrew (2)

Sojli, Elvira (2)

Schenk-Hoppé, Klaus (2)

van Kervel, Vincent (2)

Hurlin, Christophe (2)

Alexeev, Vitali (2)

Ranaldo, Angelo (2)

Ferrara, Gerardo (2)

Jurkatis, Simon (2)

Hjalmarsson, Erik (2)

Sarno, Lucio (2)

Wong, Wing-Keung (2)

Johannesson, Magnus (2)

Füllbrunn, Sascha (2)

Reitz, Stefan (2)

Harris, Jeffrey (2)

Deev, Oleg (2)

Gerritsen, Dirk (2)

Bjønnes, Geir (2)

Bouri, Elie (2)

Palan, Stefan (2)

Dimpfl, Thomas (2)

Patel, Vinay (2)

Schwarz, Marco (2)

Renault, Thomas (2)

Lajaunie, Quentin (2)

Xiu, Dacheng (2)

Frijns, Bart (2)

Huang, Wenqian (2)

Caporin, Massimiliano (2)

Lof, Matthijs (2)

Mihet, Roxana (2)

Bos, Charles (2)

Heath, Davidson (2)

Foucault, Thierry (2)

Taylor, Nick (2)

Davies, Ryan (2)

Liew, Chee (2)

Abudy, Menachem (2)

Degryse, Hans (2)

Wilhelmsson, Anders (2)

Pelizzon, Loriana (2)

Prokopczuk, Marcel (2)

Dumitrescu, Ariadna (2)

Putnins, Talis (2)

Ødegaard, Bernt (2)

Gehrig, Thomas (2)

Theissen, Erik (2)

Söderlind, Paul (2)

Rakowski, David (2)

Menkveld, Albert (2)

Ait-Sahalia, Yacine (2)

Adrian, Tobias (2)

Zhang, S. Sarah (2)

Holzmeister, Felix (2)

Dreber, Anna (2)

Vilkov, Grigory (2)

Colliard, Jean-Edouard (2)

Schuerhoff, Norman (2)

CAPELLE-BLANCARD, Gunther (2)

Regis, Luca (2)

Frömmel, Michael (2)

Kassner, Bernhard (2)

Smales, Lee (2)

Xia, Shuo (2)

Horenstein, Alex (2)

Shachar, Or (2)

Kearney, Fearghal (2)

Nielsson, Ulf (2)

Stefanova, Denitsa (2)

Talavera, Oleksandr (2)

LINTON, OLIVER (2)

Roy, Saurabh (2)

Pasquariello, Paolo (2)

FERROUHI, EL MEHDI (2)

Rinne, Kalle (2)

Brownlees, Christian (2)

Moinas, Sophie (2)

Walther, Thomas (2)

Roy, Saurabh (2)

Chernov, Mikhail (2)

Tonks, Ian (2)

Hautsch, Nikolaus (2)

Bohorquez Correa, Santiago (2)

Pastor, Lubos (2)

Scaillet, Olivier (2)

Korajczyk, Robert (2)

Voigt, Stefan (2)

Lopez-Lira, Alejandro (2)

Vogel, Sebastian (2)

Park, Andreas (2)

Verousis, Thanos (2)

He, Xuezhong (Tony) (2)

Jalkh, Naji (2)

Deku, Solomon (2)

Wolff, Christian (2)

Gorbenko, Arseny (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Chen Zhou.

Is cited by:

Moessner, Richhild (15)

Nautz, Dieter (12)

STUPFLER, Gilles (9)

Ravazzolo, Francesco (7)

Einmahl, John (7)

Rossini, Luca (7)

Lucas, Andre (6)

Gianfreda, Angelica (6)

Dovern, Jonas (6)

Huber, Christoph (6)

Galati, Gabriele (6)

Cites to:

de Vries, Casper (50)

Hartmann, Philipp (21)

Straetmans, Stefan (16)

Jansen, Dennis (15)

Acharya, Viral (14)

Bollerslev, Tim (12)

Zhou, Hao (10)

Tarashev, Nikola (9)

Rochet, Jean (8)

Ho, Teck (8)

Misiorek, Adam (8)

Main data

Where Chen Zhou has published?

Journals with more than one article published# docs
Journal of Multivariate Analysis3
Journal of Empirical Finance2
International Journal of Central Banking2
Journal of the Royal Statistical Society Series B2
Economics Letters2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Chen Zhou (2025 and 2024)

YearTitle of citing document
2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025The Efficient Tail Hypothesis: An Extreme Value Perspective on Market Efficiency. (2025). Huser, Raphael ; Jiang, Junshu ; Richards, Jordan ; Bolin, David. In: Papers. RePEc:arx:papers:2408.06661.

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2024A simple but powerful tail index regression. (2024). Rodrigues, Paulo ; Nicolau, Joao. In: Papers. RePEc:arx:papers:2409.13531.

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2024Tail Risk Analysis for Financial Time Series. (2024). Zhou, Chen ; Kiriliouk, Anna. In: Papers. RePEc:arx:papers:2409.18643.

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2024On the mean-field limit of diffusive games through the master equation: extreme value analysis. (2024). Bayraktar, Erhan ; Kolliopoulos, Nikolaos. In: Papers. RePEc:arx:papers:2410.18869.

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2024Estimation of the Adjusted Standard-deviatile for Extreme Risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Papers. RePEc:arx:papers:2411.07203.

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2024Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks. (2024). STUPFLER, Gilles ; Yang, Fan ; Mao, Tiantian. In: Papers. RePEc:arx:papers:2411.07212.

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2024Asymptotics of Sum of Heavy-tailed Risks with Copulas. (2024). Zhang, YI ; Yang, Fan. In: Papers. RePEc:arx:papers:2411.09657.

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2024Dynamic Measures of Sovereign Systemic Risk. (2024). Radev, Deyan. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:3-24.

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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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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2024Estimation of the adjusted standard‐deviatile for extreme risks. (2024). Yang, Fan ; Mao, Tiantian ; Chen, Haoyu. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:643-671.

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2024Estimation of the conditional tail moment for Weibull‐type distributions. (2024). Qin, Jing ; Guillou, Armelle ; Goegebeur, Yuri. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:4:p:1782-1815.

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2024An Intelligent Approach for Predicting Stock Market Movements in Emerging Markets Using Optimized Technical Indicators and Neural Networks. (2024). Eduardo, Sanchez-Gutierrez Maximo ; Rocio, Sagaceta-Mejia Alma ; Alberto, Fresan-Figueroa Julian. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:14:n:1019.

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2024Enhancing Operational Risk Management in the Mauritian Banking Sector: A Structured Approach. (2024). Abbana, Sharanam ; Ramdani, Lovena ; Marimuthu, Ferina. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-1.

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2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2025Forecasting the European Union allowance price tail risk with the integrated deep belief and mixture density networks. (2025). Wu, Ran. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925007994.

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2024Interpreting an escape from an eviction trap as a social account: A Gramscian reading of a credit union’s policies in support of social housing tenants. (2024). Carlisle, Liam ; Lee, Bill. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235423000308.

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2024Modelling non-stationarity in asymptotically independent extremes. (2024). Murphy-Barltrop, C. J. R., ; Wadsworth, J L. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324001099.

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2025Extremal local linear quantile regression for nonlinear dependent processes. (2025). Wang, Huixia Judy ; He, Fengyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000040.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025Inflation shocks and the New Keynesian model: When should central banks fear inflation expectations?. (2025). Mazzocchi, Ronny ; Tamborini, Roberto ; Gobbi, Lucio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001482.

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2024Panel quantile regression for extreme risk. (2024). Zhou, Yinggang ; Leng, Xuan ; Peng, Liang. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000204.

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2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2025Portfolio default losses driven by idiosyncratic risks. (2025). Yang, Yang ; Tong, Zhiwei ; Chen, Shaoying. In: European Journal of Operational Research. RePEc:eee:ejores:v:320:y:2025:i:3:p:765-776.

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2024Enforcement actions and systemic risk. (2024). Lee, Chien-Chiang ; Tian, Yiming ; Zhang, Xiaoming. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000104.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2024Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Monjazeb, Mohammadreza ; Amiri, Hossein ; Movahedi, Akram. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2025Can climate factors improve the forecasting of electricity price volatility? Evidence from Australia. (2025). Cao, Shanwei ; Zhai, Xiangyang ; Ji, Qiang ; Guo, Kun ; Liu, YU. In: Energy. RePEc:eee:energy:v:315:y:2025:i:c:s0360544224041100.

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2025Does digital transformation affect systemic risk? Evidence from the banking sector in China. (2025). Sun, Naili ; Xia, Yufei ; Li, Yawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002248.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Palwishah, Rana ; Kashif, Muhammad ; Ur, Mobeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Environmental policy stringency and bank risks: Does green economy matter?. (2024). Lee, Chien-Chiang ; Lin, Weizheng ; Hong, Pei-Hsuan ; Wang, Chih-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005562.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Deng, Yuanyue ; Li, Sijing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

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2024The spillover effects of U.S. uncertainties on the systemic tail risk of Chinese enterprises. (2024). Liu, Liping ; Xu, Jietian. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004690.

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2024Portfolio optimization by enhanced LinUCB. (2024). Guo, Xingjian ; Mirza, Sultan Sikandar ; Zhang, Qin ; Ni, HE. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012959.

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2024Extreme illiquidity and cross-sectional corporate bond returns. (2024). Chen, XI ; Wang, Junbo ; Wu, DI. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000132.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025The origin of financial instability and systemic risk: Do bank business models matter?. (2025). Bongini, Paola ; Ayadi, Rym ; Cucinelli, Doriana ; Casu, Barbara. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000324.

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2025Tail similarity. (2025). Asimit, Vali ; Yuan, Zhongyi ; Zhou, Feng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:26-44.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Multivariate crash risk in China. (2025). Zhao, Yang ; Qiao, Tongshuai ; Li, Donghui ; Han, Liyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002796.

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2024Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380.

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2024Latent model extreme value index estimation. (2024). Ilmonen, Pauliina ; Lietzen, Niko ; Viitasaari, Lauri ; Virta, Joni. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000071.

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2024On extreme quantile region estimation under heavy-tailed elliptical distributions. (2024). Ilmonen, Pauliina ; Viitasaari, Lauri ; Pere, Jaakko. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x24000216.

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2025Maximum likelihood estimation of elliptical tail. (2025). Lee, Sangyeol ; Kim, Moosup. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000897.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024Financial instability in Lebanon: Do the liquidity creation and performance of banks matter?. (2024). Fromentin, Vincent ; Maroun, George. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000644.

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2024Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Fang, YI ; Yuan, Yan ; Wang, Yanru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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2024Banking on resilience: EU macroprudential policy and systemic risk. (2024). Neill, Ashleigh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:678-699.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Extreme events and quantile time-frequency volatility connectedness across crude oil, green bonds and low-carbon equity markets. (2025). Wang, Jikai ; Qiao, Gaoxiu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001618.

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2024Dependent conditional tail expectation for extreme levels. (2024). Goegebeur, Yuri ; Qin, Jing ; Guillou, Armelle. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s030441492400036x.

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2025Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator. (2025). Li, Yizhou ; Polak, Pawe. In: Statistics & Probability Letters. RePEc:eee:stapro:v:223:y:2025:i:c:s0167715225000562.

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2024Does export underreporting contribute to the resource curse?. (2024). Janus, Thorsten. In: World Development. RePEc:eee:wdevel:v:181:y:2024:i:c:s0305750x24001517.

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2025Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2025). Yang, Xiye ; Neely, Christopher ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2025Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework. (2025). Li, Mengheng ; Kapoor, Gaurav ; Zhang, Wenjun ; Wichitaksorn, Nuttanan. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:2-:d:1562219.

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2025The Impact of Environmental Social and Governance Performance on Systematic Tail Risk of Chinese Corporations. (2025). Fu, Mingyue ; Jia, Yanyan. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:1854-:d:1596981.

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2024Reproducibility in Management Science. (2024). Ozkes, Ali ; Merkle, Christoph ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Fiar, Milo ; Katok, Elena. In: Post-Print. RePEc:hal:journl:hal-04370984.

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2025Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2025). Lucas, Andre ; Dinnocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Working Paper Series. RePEc:hhs:rbnkwp:0446.

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2024Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2025The Sources of Researcher Variation in Economics. (2025). Huntington-Klein, Nick ; Gallegos, Sebastian ; Portner, Claus C. In: IZA Discussion Papers. RePEc:iza:izadps:dp17744.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024Expected inflation and interest-rate dynamics in the COVID era: evidence from the time–frequency domain. (2024). Mutascu, Mihai ; Hegerty, Scott. In: Empirica. RePEc:kap:empiri:v:51:y:2024:i:2:d:10.1007_s10663-024-09610-6.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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2025Firm ownership and systemic risk: mechanism and evidence from China. (2025). Liu, Chenye ; Xu, Jiawen. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:2:d:10.1057_s41283-025-00159-7.

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2024The double-edged effect of bank liquidity creation efficiency on systemic risk: Evidence from China. (2024). Liu, Tingting ; Tan, Shuying ; Wang, Chan. In: PLOS ONE. RePEc:plo:pone00:0313208.

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2024Asymptotics for credit portfolio losses due to defaults in a multi-sector model. (2024). Zhang, Zhimin ; Yang, Yang ; Chen, Shaoying. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05934-5.

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2024Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework. (2024). Geiger, Gebhard. In: Annals of Operations Research. RePEc:spr:annopr:v:343:y:2024:i:1:d:10.1007_s10479-024-06259-z.

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2025Measuring risk contagion in financial networks with CoVaR. (2025). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00564-6.

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2024Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8.

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2024Joint extreme Value-at-Risk and Expected Shortfall dynamics with a single integrated tail shape parameter. (2024). Lucas, Andre ; D'Innocenzo, Enzo ; Zhang, Xin ; Schwaab, Bernd. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240069.

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2025Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029.

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2025Accurate Estimates of Ultimate 100-Meter Records. (2025). Einmahl, John ; He, YI. In: Discussion Paper. RePEc:tiu:tiucen:0bc0a105-4324-4d73-990b-34b11efd14f4.

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2024Extreme Value Inference for General Heterogeneous Data. (2024). Einmahl, John ; He, YI. In: Discussion Paper. RePEc:tiu:tiucen:5d01cb7e-d528-406d-8c24-c004b13014bb.

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2024Tail Copula Estimation for Heteroscedastic Extremes. (2024). Einmahl, John ; Zhou, C. In: Discussion Paper. RePEc:tiu:tiucen:6bcb09c5-8b19-48b8-9320-b80e0d9db36b.

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2025Accurate Estimates of Ultimate 100-Meter Records. (2025). He, YI ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:0bc0a105-4324-4d73-990b-34b11efd14f4.

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2024Extreme Value Inference for General Heterogeneous Data. (2024). He, YI ; Einmahl, John. In: Other publications TiSEM. RePEc:tiu:tiutis:5d01cb7e-d528-406d-8c24-c004b13014bb.

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2024Tail Copula Estimation for Heteroscedastic Extremes. (2024). Einmahl, John ; Zhou, C. In: Other publications TiSEM. RePEc:tiu:tiutis:6bcb09c5-8b19-48b8-9320-b80e0d9db36b.

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2024AI and Financial Systemic Risk in the Global Market. (2024). Nagayasu, Jun ; Tian, Jingyi. In: TUPD Discussion Papers. RePEc:toh:tupdaa:55.

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2024Modeling the Volatility of Returns on Investment Units of Voluntary Pension Funds in Serbia. (2024). Kristina, Stevanovi ; Ognjen, Radovi ; Ivan, Radojkovi. In: Economic Themes. RePEc:vrs:ecothe:v:62:y:2024:i:4:p:541-560:n:1007.

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2024Climate change and credit risk in rural financial institutions: A study based on transition risk. (2024). Wang, Chao ; Sheng, Tianxiang ; Ma, Qianting. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:4208-4226.

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2024Heterogeneity in Effect Size Estimates: Empirical Evidence and Practical Implications. (2024). Johannesson, Magnus ; Holzmeister, Felix ; Dreber, Anna ; Böhm, Robert ; Bohm, Robert ; Kirchler, Michael ; Huber, Jurgen. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:102.

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2025The Sources of Researcher Variation in Economics. (2025). Williams, Kevin ; Ward, Zachary ; Tagat, Anirudh ; Szczygielski, Krzysztof ; Spantig, Lisa ; Salamanca, Nicolas ; Samahita, Margaret ; Roy, Jayjit ; Reuter, Anna ; Reimão, Maira ; Rayamajhee, Veeshan ; Pugatch, Todd ; Putman, Daniel ; Pörtner, Claus ; Porcher, Simon ; McCarthy, Ian ; Marcus, Jan ; Long, Dede ; LaFave, Daniel ; Klotzbücher, Valentin ; Kim, Sie Won ; Huntington-Klein, Nick ; Holzmeister, Felix ; Henningsen, Arne ; Henderson, Daniel ; Gay, Victor ; Gallegos, Sebastian ; Gamino, Aaron ; Fumarco, Luca ; Fitzpatrick, Anne ; Feld, Jan ; de Gendre, Alexandra ; Crawfurd, Lee ; Buisson, Florent ; Brehm, Margaret ; Bhai, Moiz ; Bech-Wysocka, Katarzyna ; Berniell, Inés ; Avdeev, Stanislav ; Angenendt, David ; Antón, José Ignacio ; Akbulut-Yuksel, Mevlude ; Deer, Lachlan ; Najam, Rafiuddin ; Wang, Yue ; Prtner, Claus C ; Ropovik, Ivan ; Baker, Bradley J ; Fradkin, Andrey ; Andresen, Martin Eckhoff ; Pitknen, Visa ; Smith, Brock ; Cullinan, John ; Ozer, Gorkem Turgut ; Hill, Andrew J ; Waters, Tom ; Adamkovic, Matus ; Gazeaud, Jules ; Mogge, Lukas ; Bandara, Imesh Nuwan ; Kronenberg, Christoph ; Naumann, Elias ; Sorensen, Lucy C ; Petroulakis, Filippos ; Herns, Ystein ; Weber, Ellerie ; Acharya, Yubraj ; Gayaker, Savas ; Merkus, Erik ; Bansal, Avijit ; Fiala, Nathan ; Klotzbcher, Valentin ; Miller, Klaus M ; Brun, Martn ; Paudel, Jayash ; Herman, Clment ; Weinberg, Stephen E ; Collins, Matthew ; Ahmad, Imtiaz ; Meinzen-Dick, Laura ; Bartram, David ; Feyman, Yevgeniy ; Huysmans, Martijn ; Burli, Pralhad ; Peukert, Christian ; Henry, Junita ; Weissmller, Kristina S ; Clement, Jeffrey ; Adema, Joop ; Gauriot, Romain ; Samudra, Aparna ; Karney, Daniel H ; Camp, Andrew M ; Prakash, Manab ; Westheide, Christian ; Reimao, Maira Emy ; Chen, Weiwei ; Mari, Gabriele ; Sanogo, Vassiki ; Bennett, Christopher Troy ; Farquharson, Christine ; Kameshwara, Kalyan Kumar ; Berha, Andu ; Tastan, Huseyin ; Cerutti, Nicola ; Heller, Blake H ; Arenas, Andreu ; Galrraga, Julio ; Sariyev, Orkhan ; Falken, Grace ; Kaire, Jos ; Agasa, Lameck Ondieki ; Trombetta, Martin ; Harris, Mark N ; Ricks, Michael David ; Antn, Jos-Ignacio ; Schaak, Henning ; Bhattacharya, Shreya ; Fages, Diego Marino ; Jakobsson, Niklas ; Venkatesan, Madhavi ; Goldhaber, Dan ; Rios-Avila, Fernando ; Aslim, Erkmen Giray ; Ligey, Maxime ; Segel, Joel E ; Duquette, Nicolas J ; Jain, Anil K ; Vernet, Antoine ; Girardi, Daniele ; Zahid, Muhammad Umer ; Rodriguez, Abel ; Lee, Ryan ; Wagner, Gary A ; Sievertsen, Hans Henrik ; Bjoerkheim, Markus ; Dorsey-Palmateer, Reid ; Nmadu, Job Nda ; Imtiaz, Saad M ; Volkov, Eden ; Woahid, S M ; Gilpin, Gregory ; Zanoli, Raffaele ; Roeckert, Julian ; Bacher-Hicks, Andrew ; French, Evaewero ; Lang, David ; Smet, Mike ; Bloem, Jeffrey R. In: I4R Discussion Paper Series. RePEc:zbw:i4rdps:209.

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2024A note on the use of syndicated loan data. (2024). Tonzer, Lena ; Muller, Isabella ; Noth, Felix. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022.

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Works by Chen Zhou:

YearTitleTypeCited
2016Estimating Systematic Risk Under Extremely Adverse Market Conditions In: Staff Working Papers.
[Full Text][Citation analysis]		paper9
2019Estimating Systematic Risk under Extremely Adverse Market Conditions.(2019) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013Looking at the tail: price-based measures of systemic importance In: BIS Quarterly Review.
[Full Text][Citation analysis]		article4
2015Estimation of the marginal expected shortfall: the mean when a related variable is extreme In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article42
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2012Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme.(2012) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2016Statistics of heteroscedastic extremes In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article38
2014Statistics of Heteroscedastic Extremes.(2014) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2014Statistics of Heteroscedastic Extremes.(2014) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2008The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts In: Working Paper.
[Full Text][Citation analysis]		paper1
2013Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
2022TAIL DEPENDENCE OF OLS In: Econometric Theory.
[Full Text][Citation analysis]		article1
2016Systematic Tail Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article61
2012The power of weather In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article49
2012The simple econometrics of tail dependence In: Economics Letters.
[Full Text][Citation analysis]		article9
2018Deflation risk in the euro area and central bank credibility In: Economics Letters.
[Full Text][Citation analysis]		article14
2014Diagnosing the distribution of GARCH innovations In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article16
2018The decomposition of jump risks in individual stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2013The impact of imposing capital requirements on systemic risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article17
2010Dependence structure of risk factors and diversification effects In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article20
2021Systemic risk allocation using the asymptotic marginal expected shortfall In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2013The number of active bidders in internet auctions In: Journal of Economic Theory.
[Full Text][Citation analysis]		article3
2009Existence and consistency of the maximum likelihood estimator for the extreme value index In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article9
2010The extent of the maximum likelihood estimator for the extreme value index In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article5
2012Exceedance probability of the integral of a stochastic process In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2014The determinants of systemic importance In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2015Why risk is so hard to measure In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper8
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2010Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions In: International Journal of Central Banking.
[Full Text][Citation analysis]		article89
2011Did the Crisis Affect Inflation Expectations? In: International Journal of Central Banking.
[Full Text][Citation analysis]		article89
2021Non-Standard Errors In: Working Papers.
[Full Text][Citation analysis]		paper14
2010Can Financial Openness Help Avoid Currency Crises? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011Averting Currency Crises: The Pros and Cons of Financial Openness In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Too big to fail or Too non-traditional to fail?: The determinants of banks systemic importance In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2013The drivers of downside equity tail risk In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2013The cross-section of tail risks in stock returns In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2016Adapting extreme value statistics to financial time series: dealing with bias and serial dependence In: Finance and Stochastics.
[Full Text][Citation analysis]		article15
2019Risk Theory: A Heavy Tail Approach. In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
2021Trends in Extreme Value Indices In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article11
2021Testing the Multivariate Regular Variation Model In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article6
2018Testing the Multivariate Regular Variation Model.(2018) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Testing the Multivariate Regular Variation Model.(2018) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2007The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2008The Extent of Internet Auction Markets In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Extreme Value Statistics in Semi-Supervised Models In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2021Extreme Value Statistics in Semi-Supervised Models.(2021) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Spatial Dependence and Space-Time Trend in Extreme Events In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2020Spatial Dependence and Space-Time Trend in Extreme Events.(2020) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Systemic risk and bank business models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article32

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