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Chen Zhou

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This is information that was supplied by Chen Zhou in registering through RePEc. If you are Chen Zhou , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Chen
Middle Name:
Last Name: Zhou
Suffix:

RePEc Short-ID: pzh286

Email:
Homepage: http://people.few.eur.nl/zhou
Postal Address:
Phone:

Affiliation

(80%) de Nederlandsche Bank
Location: Amsterdam, Netherlands
Homepage: http://www.dnb.nl/
Email:
Phone:
Fax:
Postal: Postbus 98, 1000 AB Amsterdam
Handle: RePEc:edi:dnbgvnl (more details at EDIRC)
(20%) Capaciteitsgroep Algemene Economie
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Location: Rotterdam, Netherlands
Homepage: http://www.few.eur.nl/few//index.cfm/site/Erasmus%20School0f0.000000E+00conomics/pageid/6FA3409B-A995-84C6-AD843D684EAEBC03/
Email:
Phone: +31.10.40.81461
Fax: +31.10.40.89161
Postal: Postbus 1738, kamer H8-5, 3000 DR ROTTERDAM
Handle: RePEc:edi:aeeurnl (more details at EDIRC)

Works

as in new window

Working papers

  1. Einmahl, J.H.J. & Haan, L.F.M. de & Zhou, C., 2014. "Statistics of Heteroscedastic Extremes," Discussion Paper 2014-015, Tilburg University, Center for Economic Research.
  2. Maarten van Oordt & Chen Zhou, 2013. "Systematic tail risk," DNB Working Papers 400, Netherlands Central Bank, Research Department.
  3. Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013. "The drivers of downside equity tail risk," MPRA Paper 45591, University Library of Munich, Germany.
  4. Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013. "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers 13-13, Chapman University, Economic Science Institute.
  5. Moore, Kyle & Zhou, Chen, 2013. ""Too big to fail" or "Too non-traditional to fail"?: The determinants of banks' systemic importance," MPRA Paper 45589, University Library of Munich, Germany.
  6. Xiao Qin & Chen Zhou, 2013. "Systemic Risk Allocation for Systems with A Small Number of Banks," DNB Working Papers 378, Netherlands Central Bank, Research Department.
  7. Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013. "The cross-section of tail risks in stock returns," MPRA Paper 45592, University Library of Munich, Germany.
  8. Kyle Moore & Chen Zhou, 2012. "Identifying systemically important financial institutions: size and other determinants," DNB Working Papers 347, Netherlands Central Bank, Research Department.
  9. Cai, J. & Einmahl, J.H.J. & Haan, L.F.M. de & Zhou, C., 2012. "Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme," Discussion Paper 2012-080, Tilburg University, Center for Economic Research.
  10. Maarten R.C. van Oordt & Chen Zhou, 2011. "The simple econometrics of tail dependence," DNB Working Papers 296, Netherlands Central Bank, Research Department.
  11. Gabriele Galati & John Lewis & Steven Poelhekke & Chen Zhou, 2011. "Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?," DNB Working Papers 304, Netherlands Central Bank, Research Department.
  12. Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.
  13. Gus, Garita & Chen, Zhou, 2011. "Averting Currency Crises: The Pros and Cons of Financial Openness," MPRA Paper 30218, University Library of Munich, Germany.
  14. Chen Zhou, 2010. "Why the micro-prudential regulation fails? The impact on systemic risk by imposing a capital requirement," DNB Working Papers 256, Netherlands Central Bank, Research Department.
  15. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2010. "The power of weather," DNB Working Papers 236, Netherlands Central Bank, Research Department.
  16. Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
  17. Gus Garita & Chen Zhou, 2009. "Can Open Capital Markets Help Avoid Currency Crises?," DNB Working Papers 205, Netherlands Central Bank, Research Department.
  18. Garita, Gus & Zhou, Chen, 2009. "Can Financial Openness Help Avoid Currency Crises?," MPRA Paper 23166, University Library of Munich, Germany, revised 07 Jun 2010.
  19. Gabriele Galati & Steven Poelhekke & Chen Zhou, 2009. "Did the crisis affect inflation expectations?," DNB Working Papers 222, Netherlands Central Bank, Research Department.
  20. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2008. "The power of weather. Some empirical evidence on predicting day-ahead power prices through weather forecasts," Working Paper 2008/08, Norges Bank.
  21. Laurens de Haan & Casper de Vries & Chen Zhou, 2008. "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers 08-041/2, Tinbergen Institute.
  22. Gabriele Galati & Steven Poelhekke & Chen Zhou, 2008. "Did the anchor of inflation expectations in the euro area turn adrift?," DNB Working Papers 191, Netherlands Central Bank, Research Department.
  23. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2007. "The Power of Weather: Some Empirical Evidence on Predicting Day-ahead Power Prices through Day-ahead Weather Forecasts," Tinbergen Institute Discussion Papers 07-036/4, Tinbergen Institute.
    RePEc:pdn:wpaper:59 is not listed on IDEAS

Articles

  1. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
  2. de Haan, Laurens & de Vries, Casper G. & Zhou, Chen, 2013. "The number of active bidders in internet auctions," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1726-1736.
  3. Chen Zhou & Nikola Tarashev, 2013. "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
  4. Ferreira, Ana & de Haan, Laurens & Zhou, Chen, 2012. "Exceedance probability of the integral of a stochastic process," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 241-257.
  5. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.
  6. Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
  7. Gabriela Galati & Steven Poelhekke & Chen Zhou, 2011. "Did the Crisis Affect Inflation Expectations?," International Journal of Central Banking, International Journal of Central Banking, vol. 7(1), pages 167-207, March.
  8. Zhou, Chen, 2010. "The extent of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 971-983, April.
  9. Chen Zhou, 2010. "Are Banks Too Big to Fail? Measuring Systemic Importance of Financial Institutions," International Journal of Central Banking, International Journal of Central Banking, vol. 6(34), pages 205-250, December.
  10. Zhou, Chen, 2010. "Dependence structure of risk factors and diversification effects," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 531-540, June.
  11. Zhou, Chen, 2009. "Existence and consistency of the maximum likelihood estimator for the extreme value index," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 794-815, April.

NEP Fields

22 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (8) 2010-02-05 2010-08-14 2011-03-19 2011-05-30 2012-07-23 2012-10-27 2013-03-30 2013-06-04. Author is listed
  2. NEP-BEC: Business Economics (1) 2010-08-14
  3. NEP-CBA: Central Banking (5) 2008-12-21 2009-10-17 2011-08-09 2012-07-23 2013-03-30. Author is listed
  4. NEP-DCM: Discrete Choice Models (1) 2014-03-08
  5. NEP-ECM: Econometrics (5) 2007-05-26 2011-05-30 2012-10-27 2013-04-20 2014-03-08. Author is listed
  6. NEP-EEC: European Economics (2) 2008-12-21 2009-10-17
  7. NEP-ENE: Energy Economics (2) 2007-05-26 2010-02-05
  8. NEP-FMK: Financial Markets (1) 2010-08-14
  9. NEP-FOR: Forecasting (3) 2007-05-26 2010-02-05 2013-04-20
  10. NEP-IFN: International Finance (2) 2009-03-07 2011-04-23
  11. NEP-MAC: Macroeconomics (4) 2008-12-21 2009-03-07 2009-10-17 2011-08-09
  12. NEP-MON: Monetary Economics (5) 2008-12-21 2009-03-07 2009-10-17 2011-04-23 2011-08-09. Author is listed
  13. NEP-OPM: Open Economy Macroeconomics (2) 2009-03-07 2011-04-23
  14. NEP-REG: Regulation (2) 2010-02-05 2010-08-14
  15. NEP-RMG: Risk Management (14) 2007-05-26 2010-02-05 2010-08-14 2011-03-19 2011-05-30 2012-07-23 2012-10-27 2013-03-30 2013-03-30 2013-03-30 2013-05-22 2013-06-04 2013-12-29 2014-03-08. Author is listed
  16. NEP-UPT: Utility Models & Prospect Theory (2) 2013-03-30 2013-03-30

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