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Casper G. de Vries

Personal Details

First Name:Casper
Middle Name:G.
Last Name:de Vries
Suffix:
RePEc Short-ID:pde225
http://people.few.eur.nl/cdevries/
Dept of Economics, H8-33 Erasmus Universiteit Rotterdam PO Box 1738 3000DR Rotterdam Netherlands
Terminal Degree:1983 Department of Economics; Krannert School of Management; Purdue University (from RePEc Genealogy)

Affiliation

Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.few.eur.nl/few/

: 31 10 4081111

Postbus 1738, 3000 DR Rotterdam
RePEc:edi:feeurnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Danielsson, Jon & Ergun, Lerby M. & Haan, Laurens de & Vries, Casper G. de, 2016. "Tail index estimation: quantile driven threshold selection," LSE Research Online Documents on Economics 66193, London School of Economics and Political Science, LSE Library.
  2. Jonathan A. Attey & Casper G. de Vries, 2016. "Monetary Policy in the Presence of Random Wage Indexation," Tinbergen Institute Discussion Papers 16-086/VI, Tinbergen Institute.
  3. Casper de Vries & Xuedong Wang, 2015. "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 15-066/VI, Tinbergen Institute.
  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. Maarten van Oordt & Philip Stork & Casper de Vries, 2013. "On agricultural commodities' extreme price risk," DNB Working Papers 403, Netherlands Central Bank, Research Department.
  6. 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.
  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. 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.
  9. 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.
  10. Michael R. Baye & Dan Kovenock J. & Casper De Vries, 2010. "The Herodotus Paradox," CESifo Working Paper Series 3135, CESifo Group Munich.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. J.L. Geluk & L. de Haan & C.G. de Vries, 2007. "Weak & Strong Financial Fragility," Tinbergen Institute Discussion Papers 07-023/2, Tinbergen Institute.
  17. 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.
  18. Thomas Mikosch & Casper G. de Vries, 2006. "Tail Probabilities for Regression Estimators," Tinbergen Institute Discussion Papers 06-085/2, Tinbergen Institute.
  19. Phornchanok Cumperayot & Casper G. de Vries, 2006. "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers 06-086/2, Tinbergen Institute.
  20. Namwon Hyung & Casper G. de Vries, 2005. "Portfolio Selection with Heavy Tails," Tinbergen Institute Discussion Papers 05-009/2, Tinbergen Institute, revised 04 Oct 2006.
  21. Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005. "Banking System Stability: A Cross-Atlantic Perspective," NBER Working Papers 11698, National Bureau of Economic Research, Inc.
  22. 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.
  23. 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.
  24. 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.
  25. Jan Frederik Slijkerman & Dirk Schoenmaker & Casper de Vries, 2005. "Risk Diversification by European Financial Conglomerates," Tinbergen Institute Discussion Papers 05-110/2, Tinbergen Institute.
  26. 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.
  27. Namwon Hyung & Casper G. de Vries, 2005. "Portfolio Diversification Effects of Downside Risk," Tinbergen Institute Discussion Papers 05-008/2, Tinbergen Institute.
  28. de Vries, Casper G & Hartmann, Philipp & Straetmans, Stefan, 2004. "Fundamentals and Joint Currency Crises," CEPR Discussion Papers 4338, C.E.P.R. Discussion Papers.
  29. C.G. de vries, 2004. "The simple economics of bank fragility," WO Research Memoranda (discontinued) 755, Netherlands Central Bank, Research Department.
  30. Ana Ferreira & Casper G. de Vries, 2004. "Optimal Confidence Intervals for the Tail Index and High Quantiles," Tinbergen Institute Discussion Papers 04-090/2, Tinbergen Institute.
  31. 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.
  32. de Vries, Casper G & Teulings, Coen N, 2004. "Generational Accounting, Solidarity and Pension Losses," CEPR Discussion Papers 4209, C.E.P.R. Discussion Papers.
  33. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
  34. 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.
  35. Namwon Hyung & Casper G. de Vries, 2001. "Portfolio Diversification Effects and Regular Variation in Financial Data," Tinbergen Institute Discussion Papers 01-070/2, Tinbergen Institute.
  36. Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
  37. Daníelsson, 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.
  38. 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.
  39. Jón Daníelsson & Casper G. de Vries, 1998. "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers 98-017/2, Tinbergen Institute.
  40. Jon Danielsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," FMG Discussion Papers dp298, Financial Markets Group.
  41. 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.
  42. Michael R. Baye & Dan Kovenock & Casper G. de Vries, 1997. "The Incidence of Overdissipation in Rent-Seeking Contests," Tinbergen Institute Discussion Papers 97-045/2, Tinbergen Institute.
  43. Casper De Vries & Jon Danielsson, 1996. "Tail Index and Quantile Estimation with Very High Frequency Data," CESifo Working Paper Series 116, CESifo Group Munich.
  44. 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).
  45. 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).
  46. 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).
  47. 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.
  48. 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.
  49. 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.
  50. 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.
  51. de Vries, C.G., 1990. "On the relation between GARCH and stable processes," Discussion Paper 1990-34, Tilburg University, Center for Economic Research.
  52. Viaene, J-M. & De Vries, C.G., 1989. "International Trade And Exchange Rate Volatility," Papers 8905, Erasmus University of Rotterdam - Institute for Economic Research.
  53. Dennis W. 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.
  54. Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries,, "undated". "The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets," Working Papers 1992-10-22, Olsen and Associates.

Articles

  1. Gabaix, Xavier & Laibson, David & Li, Deyuan & Li, Hongyi & Resnick, Sidney & de Vries, Casper G., 2016. "The impact of competition on prices with numerous firms," Journal of Economic Theory, Elsevier, vol. 165(C), pages 1-24.
  2. Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2015. "Risk Measures for Autocorrelated Hedge Fund Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 13(4), pages 868-895.
  3. Mikosch, Thomas & de Vries, Casper G., 2013. "Heavy tails of OLS," Journal of Econometrics, Elsevier, vol. 172(2), pages 205-221.
  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. 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.
  6. 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.
  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. 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.
  9. Michael Baye & Dan Kovenock & Casper Vries, 2012. "Contests with rank-order spillovers," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(2), pages 315-350, October.
  10. 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.
  11. 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.
  12. 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.
  13. Hartmann, P. & Straetmans, S. & de Vries, C.G., 2010. "Heavy tails and currency crises," Journal of Empirical Finance, Elsevier, pages 241-254.
  14. 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.
  15. Hyung, Namwon & de Vries, Casper G., 2007. "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, pages 383-400.
  16. Coen Teulings & Casper Vries, 2006. "Generational Accounting, Solidarity and Pension Losses," De Economist, Springer, vol. 154(1), pages 63-83, March.
  17. 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.
  18. 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.
  19. De Vries, C.G., 2005. "The simple economics of bank fragility," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 803-825, April.
  20. 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.
  21. Pieter van Foreest & Casper de Vries, 2003. "The Forex Regime and EMU Expansion," Open Economies Review, Springer, vol. 14(3), pages 285-298, July.
  22. 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.
  23. 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.
  24. Jansen, Dennis W. & Koedijk, Kees G. & de Vries, Casper G., 2000. "Portfolio selection with limited downside risk," Journal of Empirical Finance, Elsevier, pages 247-269.
  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. Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
  27. 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 439-454, June.
  28. Jon Danielsson & Casper 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. 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.
  31. Dan Kovenock & Michael R. Baye & Casper G. de Vries, 1996. "The all-pay auction with complete information (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 291-305.
  32. 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 569-582, August.
  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. 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, pages 253-264.
  35. 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 363-380, December.
  36. Kofman, Paul & de Vaal, Albert & de Vries, Casper G., 1993. "Fixing soft margins," Journal of International Economics, Elsevier, pages 359-374.
  37. 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 289-294, March.
  38. 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.
  39. Michael R. Baye & Casper G. De Vries, 1992. "Mixed Strategy Trade Equilibria," Canadian Journal of Economics, Canadian Economics Association, vol. 25(2), pages 281-293, May.
  40. 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.
  41. 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.
  42. 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.
  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. 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.
  45. 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.
  46. 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.
  47. 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.
  48. Boon, Martin & Kool, Clemens & De Vries, Casper, 1988. "Simulating currency substitution bias," Economics Letters, Elsevier, vol. 28(3), pages 269-272.
  49. 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 512-515, August.
  50. 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 761-769, October.

Chapters

  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.

More information

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  14. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (9) 2005-12-09 2005-12-09 2006-01-24 2006-06-17 2011-12-13 2013-03-30 2013-03-30 2013-05-22 2013-12-15. Author is listed
  2. NEP-FIN: Finance (5) 2001-10-16 2004-06-13 2005-10-22 2006-01-24 2006-06-17. Author is listed
  3. NEP-IFN: International Finance (5) 2004-06-13 2007-03-24 2007-11-17 2010-04-11 2010-05-02. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2004-01-08 2004-06-13 2006-11-04 2015-06-05 2016-10-30. Author is listed
  5. NEP-FMK: Financial Markets (4) 2006-01-24 2006-06-17 2007-03-24 2011-12-13
  6. NEP-UPT: Utility Models & Prospect Theory (4) 2006-06-17 2010-05-15 2013-03-30 2013-03-30
  7. NEP-CBA: Central Banking (3) 2007-11-17 2015-06-05 2016-10-30
  8. NEP-ECM: Econometrics (2) 2004-10-21 2006-11-18
  9. NEP-EEC: European Economics (2) 2005-10-22 2006-01-24
  10. NEP-GTH: Game Theory (2) 2009-01-24 2010-11-27
  11. NEP-MON: Monetary Economics (2) 2015-06-05 2016-10-30
  12. NEP-PBE: Public Economics (2) 2004-01-08 2004-02-29
  13. NEP-AGR: Agricultural Economics (1) 2013-12-15
  14. NEP-BEC: Business Economics (1) 2013-03-09
  15. NEP-COM: Industrial Competition (1) 2013-03-09
  16. NEP-IAS: Insurance Economics (1) 2006-01-24
  17. NEP-IND: Industrial Organization (1) 2013-03-09

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