IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Casper G. de Vries

This is information that was supplied by Casper de Vries in registering through RePEc. If you are Casper G. de Vries , 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:Casper
Middle Name:G.
Last Name:de Vries
Suffix:
RePEc Short-ID:pde225
Email:
Homepage:http://people.few.eur.nl/cdevries/
Postal Address:Dept of Economics, H8-33 Erasmus Universiteit Rotterdam PO Box 1738 3000DR Rotterdam Netherlands
Phone:
Location: Rotterdam, Netherlands
Homepage: http://www.few.eur.nl/few/
Email:
Phone: 31 10 4081111
Fax:
Postal: Postbus 1738, 3000 DR Rotterdam
Handle: RePEc:edi:feeurnl (more details at EDIRC)
in new window

  1. 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.
  2. 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.
  3. Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.
  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. Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries, 2013. "The Impact of Competition on Prices with Numerous Firms," Working Papers 13-07, Chapman University, Economic Science Institute.
  6. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk measures for autocorrelated hedge fund returns," Temi di discussione (Economic working papers) 831, Bank of Italy, Economic Research and International Relations Area.
  7. Michael R. Baye & Dan Kovenock J. & Casper De Vries, 2010. "The Herodotus Paradox," CESifo Working Paper Series 3135, CESifo Group Munich.
  8. Lorenzo C. G. Pozzi & Casper De Vries & Jorn Zenhorst, 2010. "World Equity Premium Based Risk Aversion Estimates," CESifo Working Paper Series 3152, CESifo Group Munich.
  9. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2010. "The Forward Premium Puzzle and Latent Factors Day by Day," Discussion Papers of DIW Berlin 989, DIW Berlin, German Institute for Economic Research.
  10. Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2008. "Contests with Rank-Order Spillovers," Working Papers 2008-20, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  11. Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2007. "IMF Support and Inter-regime Exchange rate Volatility," Working Papers 2007_37, Business School - Economics, University of Glasgow.
  12. Kerstin Bernoth & Juergen von Hagen & Casper de Vries, 2007. "The Forward Premium Puzzle: new evidence from futures contracts," DNB Working Papers 125, Netherlands Central Bank, Research Department.
  13. Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group.
  14. Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
  15. Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Subadditivity Re–Examined: the Case for Value-at-Risk," FMG Discussion Papers dp549, Financial Markets Group.
  16. Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2005. "Fundamental Volatility is Regime Specific," Working Papers 2005_22, Business School - Economics, University of Glasgow.
  17. Einmahl, J.H.J. & Foppen, W. & Laseroms, O. & de Vries, C.G., 2005. "VaR stress for highly non-linear portfolios," Other publications TiSEM 5181b877-7819-4330-97d6-0, Tilburg University, School of Economics and Management.
  18. Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 0527, European Central Bank.
  19. C.G. de vries, 2004. "The simple economics of bank fragility," WO Research Memoranda (discontinued) 755, Netherlands Central Bank, Research Department.
  20. de Vries, Casper G & Teulings, Coen N, 2004. "Generational Accounting, Solidarity and Pension Losses," CEPR Discussion Papers 4209, C.E.P.R. Discussion Papers.
  21. Geluk, J.L. & de Vries, C.G., 2004. "Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities," Econometric Institute Research Papers EI 2004-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  22. de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2004. "Fundamentals and Joint Currency Crises," CEPR Discussion Papers 4338, C.E.P.R. Discussion Papers.
  23. de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2001. "Asset Market Linkages in Crisis Periods," CEPR Discussion Papers 2916, C.E.P.R. Discussion Papers.
  24. Danielsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G., 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Research Papers EI 2000-19/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  25. Michael R. Baye & Dan Kovenock & Casper De Vries, 2000. "Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach," CESifo Working Paper Series 373, CESifo Group Munich.
  26. Potters, J.J.M. & de Vries, C.G. & van Winden, F.A.A.M., 1998. "An experimental examination of rational rentseeking," Other publications TiSEM 496ad30e-8453-4c83-a5e1-5, Tilburg University, School of Economics and Management.
  27. Jon Danielsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," FMG Discussion Papers dp298, Financial Markets Group.
  28. Kovenock, D. & de Vries, C.G., 1995. "Fiat Exchange in Finite Economies," UFAE and IAE Working Papers 310.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  29. De Vries, C.G. & Leuven, K.U., 1994. "Stylized Facts of Nominal Exchange Rate Returns," Papers 94-002, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
  30. Koedijk, K.G. & Stork, P.A. & de Vries, C., 1994. "Between Realignments and Intervention: the Belgian Franc in the European Monetary System," Papers 94-001, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
  31. Baye, M.R. & Kovenock, D. & De Vries, C.G., 1993. "The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates," Papers 10-93-9, Pennsylvania State - Department of Economics.
  32. Baye, M.R. & Gillette, A. & De Vries, C.G., 1993. "Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist," Papers 10-93-10a, Pennsylvania State - Department of Economics.
  33. Baye, M.R. & Kovenock, D. & De Vries, C., 1992. "The All-Pay Auction with Complete Information," Papers 8-92-1, Pennsylvania State - Department of Economics.
  34. Baye, M.R. & Kovenock, D. & De Vries, C.G., 1992. "Rigging the Lobbying Process: An Application of the All- Pay Auction," Papers 9-92-2, Pennsylvania State - Department of Economics.
  35. de Vries, C.G., 1990. "On the relation between GARCH and stable processes," Discussion Paper 1990-34, Tilburg University, Center for Economic Research.
  36. Viaene, J-M. & De Vries, C.G., 1989. "International Trade And Exchange Rate Volatility," Papers 8905, Erasmus University of Rotterdam - Institute for Economic Research.
  37. Dennis Jansen & Casper de Vries, 1988. "On the frequency of large stock returns: putting booms and busts into perspective," Working Papers 1989-006, Federal Reserve Bank of St. Louis.

    RePEc:dgr:uvatin:20110084 is not listed on IDEAS
    RePEc:dgr:uvatin:20050009 is not listed on IDEAS
    RePEc:dgr:uvatin:19980016 is not listed on IDEAS
    RePEc:dgr:uvatin:20010069 is not listed on IDEAS
    RePEc:dgr:uvatin:20040032 is not listed on IDEAS
    RePEc:dgr:uvatin:19980070 is not listed on IDEAS
  38. Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries,, . "The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets," Working Papers 1992-10-22, Olsen and Associates.
    RePEc:dgr:uvatin:20100007 is not listed on IDEAS
    RePEc:dgr:uvatin:20080041 is not listed on IDEAS
    RePEc:dgr:uvatin:19990021 is not listed on IDEAS
    RePEc:dgr:uvatin:20090066 is not listed on IDEAS
    RePEc:dgr:uvatin:20040090 is not listed on IDEAS
    RePEc:dgr:uvatin:20010070 is not listed on IDEAS
    RePEc:dgr:uvatin:20050008 is not listed on IDEAS
    RePEc:dgr:uvatin:20050031 is not listed on IDEAS
    RePEc:dgr:uvatin:20020010 is not listed on IDEAS
    RePEc:dgr:uvatin:20000103 is not listed on IDEAS
    RePEc:dgr:uvatin:20030094 is not listed on IDEAS
    RePEc:dgr:uvatin:20060085 is not listed on IDEAS
    RePEc:dgr:uvatin:20050110 is not listed on IDEAS
    RePEc:dgr:uvatin:19970045 is not listed on IDEAS
    RePEc:dgr:nijrep:2006-04 is not listed on IDEAS
    RePEc:dgr:uvatin:20060086 is not listed on IDEAS
    RePEc:dgr:uvatin:19980017 is not listed on IDEAS
    RePEc:dgr:uvatin:20100082 is not listed on IDEAS
    RePEc:dgr:uvatin:20010094 is not listed on IDEAS
    RePEc:dgr:uvatin:19990088 is not listed on IDEAS
    RePEc:dgr:uvatin:20040102 is not listed on IDEAS
    RePEc:dgr:uvatin:20010071 is not listed on IDEAS
    RePEc:dgr:uvatin:19970016 is not listed on IDEAS
    RePEc:dgr:uvatin:19980107 is not listed on IDEAS
    RePEc:dgr:uvatin:20070023 is not listed on IDEAS
    RePEc:dgr:uvatin:19980104 is not listed on IDEAS
    RePEc:dgr:uvatin:20070033 is not listed on IDEAS
    RePEc:dgr:uvatin:20100090 is not listed on IDEAS
    RePEc:dgr:uvatin:20100081 is not listed on IDEAS
  1. Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
  2. Mikosch, Thomas & de Vries, Casper G., 2013. "Heavy tails of OLS," Journal of Econometrics, Elsevier, vol. 172(2), pages 205-221.
  3. 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.
  4. Slijkerman, Jan Frederik & Schoenmaker, Dirk & de Vries, Casper G., 2013. "Systemic risk and diversification across European banks and insurers," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 773-785.
  5. Ivo Arnold & Ronald MacDonald & Casper Vries, 2012. "IMF Support and Inter-Regime Exchange Rate Volatility," Open Economies Review, Springer, vol. 23(1), pages 193-211, February.
  6. Michael Baye & Dan Kovenock & Casper Vries, 2012. "Contests with rank-order spillovers," Economic Theory, Springer, vol. 51(2), pages 315-350, October.
  7. Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 2012. "The Herodotus paradox," Games and Economic Behavior, Elsevier, vol. 74(1), pages 399-406.
  8. Hyung, Namwon & de Vries, Casper G., 2012. "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1162-1175.
  9. J.A. Attey & C.G. De Vries, 2011. "Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 394-405, December.
  10. Hartmann, P. & Straetmans, S. & de Vries, C.G., 2010. "Heavy tails and currency crises," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 241-254, March.
  11. Babus, Ana & de Vries, Casper G., 2010. "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
  12. Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008. "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, vol. 4(3), pages 345-367, July.
  13. Hyung, Namwon & de Vries, Casper G., 2007. "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 383-400, June.
  14. Coen Teulings & Casper Vries, 2006. "Generational Accounting, Solidarity and Pension Losses," De Economist, Springer, vol. 154(1), pages 63-83, 03.
  15. Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
  16. Geluk, J.L. & De Vries, C.G., 2006. "Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 39-56, February.
  17. John H.J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries, 2005. "VaR stress tests for highly non-linear portfolios," Journal of Risk Finance, Emerald Group Publishing, vol. 6(5), pages 382-387, November.
  18. De Vries, C.G., 2005. "The simple economics of bank fragility," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 803-825, April.
  19. P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
  20. Pieter van Foreest & Casper de Vries, 2003. "The Forex Regime and EMU Expansion," Open Economies Review, Springer, vol. 14(3), pages 285-298, July.
  21. Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002. "Incentives for effective risk management," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
  22. Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001. "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 226-248, February.
  23. Jon DANIELSSON & Casper G. DE VRIES, 2000. "Value-at-Risk and Extreme Returns," Annales d'Economie et de Statistique, ENSAE, issue 60, pages 239-270.
  24. Jansen, Dennis W. & Koedijk, Kees G. & de Vries, Casper G., 2000. "Portfolio selection with limited downside risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 247-269, November.
  25. Arnold, Ivo J. M. & de Vries, Casper G., 2000. "Endogeneity in European money demand," European Journal of Political Economy, Elsevier, vol. 16(4), pages 587-609, November.
  26. Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1999. " The Incidence of Overdissipation in Rent-Seeking Contests," Public Choice, Springer, vol. 99(3-4), pages 439-54, June.
  27. Potters, Jan & de Vries, Casper G. & van Winden, Frans, 1998. "An experimental examination of rational rent-seeking," European Journal of Political Economy, Elsevier, vol. 14(4), pages 783-800, November.
  28. Jon Danielsson & Casper G. de Vries & Bjorn N. Jorgensen, 1998. "The value of value at risk: statistical, financial, and regulatory considerations (summary)," Economic Policy Review, Federal Reserve Bank of New York, issue Oct, pages 107-108.
  29. Kees G. Koedijk & Philip A. Stork & Casper G. De Vries, 1998. "An EMS target zone model in discrete time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 31-48.
  30. Dan Kovenock & Michael R. Baye & Casper G. de Vries, 1996. "The all-pay auction with complete information (*)," Economic Theory, Springer, vol. 8(2), pages 291-305.
  31. Dellas, Harris & de Vries, Casper G, 1995. "Piecemeal versus Precipitous Factor Market Integration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(3), pages 569-82, August.
  32. Groenendijk, Patrick A. & Lucas, Andre & de Vries, Casper G., 1995. "A note on the relationship between GARCH and symmetric stable processes," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 253-264, September.
  33. Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G., 1995. "New evidence on the effectiveness of foreign exchange market intervention," European Economic Review, Elsevier, vol. 39(3-4), pages 501-508, April.
  34. Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1994. " The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates," Public Choice, Springer, vol. 81(3-4), pages 363-80, December.
  35. Kofman, Paul & de Vaal, Albert & de Vries, Casper G., 1993. "Fixing soft margins," Journal of International Economics, Elsevier, vol. 34(3-4), pages 359-374, May.
  36. Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1993. "Rigging the Lobbying Process: An Application of the All-Pay Auction," American Economic Review, American Economic Association, vol. 83(1), pages 289-94, March.
  37. Viaene, Jean-Marie & de Vries, Casper G., 1992. "International trade and exchange rate volatility," European Economic Review, Elsevier, vol. 36(6), pages 1311-1321, August.
  38. Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 1992. "It takes two to tango: Equilibria in a model of sales," Games and Economic Behavior, Elsevier, vol. 4(4), pages 493-510, October.
  39. Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G., 1992. "Differences between foreign exchange rate regimes: The view from the tails," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 462-473, October.
  40. Michael R. Baye & Casper G. De Vries, 1992. "Mixed Strategy Trade Equilibria," Canadian Journal of Economics, Canadian Economics Association, vol. 25(2), pages 281-93, May.
  41. van Marrewijk, Charles & de Vries, Casper G & Withagen, Cees, 1992. "Optimal Localized Production Experience and Schooling," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 91-110, February.
  42. Hols, Martien C A B & de Vries, Casper G, 1991. "The Limiting Distribution of Extremal Exchange Rate Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(3), pages 287-302, July-Sept.
  43. de Vries, Casper G., 1991. "On the relation between GARCH and stable processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 313-324, June.
  44. Jansen, Dennis W & de Vries, Casper G, 1991. "On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 18-24, February.
  45. van Marrewijk, Charles & de Vries, Casper G., 1990. "The customs union argument for a monetary union," Journal of Banking & Finance, Elsevier, vol. 14(5), pages 877-887, November.
  46. de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G., 1989. "Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes," Stochastic Processes and their Applications, Elsevier, vol. 32(2), pages 213-224, August.
  47. Boon, Martin & Kool, Clemens & De Vries, Casper, 1988. "Simulating currency substitution bias," Economics Letters, Elsevier, vol. 28(3), pages 269-272.
  48. de Vries, Casper G, 1988. "Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 512-15, August.
  49. de Vries, C G, 1983. "International Growth with Free Trade in Equities and Goods: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 761-69, October.
  1. Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-192 National Bureau of Economic Research, Inc.
46 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2013-12-15
  2. NEP-BEC: Business Economics (1) 2013-03-09
  3. NEP-CBA: Central Banking (4) 2006-05-27 2007-04-14 2007-11-17 2011-02-26
  4. NEP-CFN: Corporate Finance (1) 2006-05-27
  5. NEP-COM: Industrial Competition (1) 2013-03-09
  6. NEP-DGE: Dynamic General Equilibrium (1) 2011-02-26
  7. NEP-ECM: Econometrics (3) 1999-12-01 2004-10-21 2006-11-18
  8. NEP-EEC: European Economics (4) 2002-03-04 2005-10-22 2005-11-12 2006-01-24
  9. NEP-ETS: Econometric Time Series (1) 1999-12-01
  10. NEP-FIN: Finance (9) 1999-12-01 2001-10-16 2004-04-25 2004-06-13 2005-10-04 2005-10-22 2005-11-12 2006-01-24 2006-06-17. Author is listed
  11. NEP-FMK: Financial Markets (7) 2001-09-10 2005-11-12 2006-01-24 2006-05-27 2006-06-17 2007-03-24 2011-12-13. Author is listed
  12. NEP-GTH: Game Theory (4) 2009-01-24 2009-08-16 2010-11-27 2011-02-26
  13. NEP-IAS: Insurance Economics (1) 2006-01-24
  14. NEP-IFN: International Finance (10) 2001-09-10 2002-04-08 2004-06-13 2005-10-04 2006-05-27 2007-03-24 2007-04-14 2007-11-17 2010-04-11 2010-05-02. Author is listed
  15. NEP-IND: Industrial Organization (1) 2013-03-09
  16. NEP-MAC: Macroeconomics (4) 2004-01-08 2004-06-13 2006-11-04 2010-05-15
  17. NEP-MON: Monetary Economics (4) 1999-05-10 2002-03-04 2004-04-25 2006-05-27
  18. NEP-MST: Market Microstructure (1) 2007-04-14
  19. NEP-ORE: Operations Research (1) 2011-02-26
  20. NEP-PBE: Public Economics (3) 2004-01-08 2004-02-29 2004-08-23
  21. NEP-PKE: Post Keynesian Economics (1) 1999-05-10
  22. NEP-RMG: Risk Management (10) 2005-12-09 2005-12-09 2006-01-24 2006-06-17 2011-02-26 2011-12-13 2013-03-30 2013-03-30 2013-05-22 2013-12-15. Author is listed
  23. NEP-UPT: Utility Models & Prospect Theory (4) 2006-06-17 2010-05-15 2013-03-30 2013-03-30
This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Citations
  8. Number of Citations, Discounted by Citation Age
  9. Number of Citations, Weighted by Simple Impact Factor
  10. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Recursive Impact Factor
  12. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors
  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  19. h-index
  20. Number of Registered Citing Authors
  21. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  22. Number of Journal Pages
  23. Closeness measure in co-authorship network
  24. Betweenness measure in co-authorship network
  25. Breadth of citations across fields
  26. Wu-Index

Most cited item

    Most downloaded item (past 12 months)

    Access and download statistics for all items

    Co-authorship network on CollEc

    For general information on how to correct material on RePEc, see these instructions.

    To update listings or check citations waiting for approval, Casper de Vries should log into the RePEc Author Service

    To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

    To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

    Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.