Kyle Thomas Moore
Personal Details
First Name: | Kyle |
Middle Name: | Thomas |
Last Name: | Moore |
Suffix: | |
RePEc Short-ID: | pmo795 |
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Affiliation
(50%) Capaciteitsgroep Algemene Economie
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Rotterdam, Netherlandshttp://www.few.eur.nl/few//index.cfm/site/Erasmus%20School0f0.000000E+00conomics/pageid/6FA3409B-A995-84C6-AD843D684EAEBC03/
RePEc:edi:aeeurnl (more details at EDIRC)
(50%) Tinbergen Instituut
Amsterdam, Netherlandshttp://www.tinbergen.nl/
RePEc:edi:tinbenl (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Moore, Kyle & Zhou, Chen, 2014. "The determinants of systemic importance," LSE Research Online Documents on Economics 59289, London School of Economics and Political Science, LSE Library.
- 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.
- 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.
- 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.
- 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.
Articles
- Dolf Diemont & Kyle Moore & Aloy Soppe, 2016. "The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk," Journal of Business Ethics, Springer, vol. 137(2), pages 213-229, August.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Moore, Kyle & Zhou, Chen, 2014.
"The determinants of systemic importance,"
LSE Research Online Documents on Economics
59289, London School of Economics and Political Science, LSE Library.
Cited by:
- Mateusz Mokrogulski, 2019. "Macroprudential policy in Poland," Proceedings of Economics and Finance Conferences 9511877, International Institute of Social and Economic Sciences.
- Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
- Mihir Dash, 2021. "Non-Performing Loans and Systemic Risk of Indian Banks," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 10(1), pages 10-20, April.
- 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.
Cited by:
- Georges Hübner & Thomas Lejeune, 2015. "Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon," Working Paper Research 289, National Bank of Belgium.
- Dolf Diemont & Kyle Moore & Aloy Soppe, 2016. "The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk," Journal of Business Ethics, Springer, vol. 137(2), pages 213-229, August.
- Cui, Hengxin & Tan, Ken Seng & Yang, Fan & Zhou, Chen, 2022. "Asymptotic analysis of portfolio diversification," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 302-325.
- Hübner, Georges & Lejeune, Thomas, 2021. "Mental accounts with horizon and asymmetry preferences," Economic Modelling, Elsevier, vol. 103(C).
- 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.
Cited by:
- Qin, Xiao & Zhou, Chunyang, 2019. "Financial structure and determinants of systemic risk contribution," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Giordana, Gastón & Ziegelmeyer, Michael, 2020.
"Stress testing household balance sheets in Luxembourg,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 115-138.
- Gaston Giordana & Michael Ziegelmeyer, 2018. "Stress testing household balance sheets in Luxembourg," BCL working papers 121, Central Bank of Luxembourg.
- Giordana, Gaston & Ziegelmeyer, Michael, 2019. "Stress testing household balance sheets in Luxembourg," Working Paper Series 2254, European Central Bank.
- Gastón Andrés Giordana & Ingmar Schumacher, 2017.
"An Empirical Study on the Impact of Basel III Standards on Banks’ Default Risk: The Case of Luxembourg,"
JRFM, MDPI, vol. 10(2), pages 1-21, April.
- Gaston Giordana & Ingmar Schumacher, 2012. "An Empirical Study on the Impact of Basel III Standards on Banks? Default Risk: The Case of Luxembourg," BCL working papers 79, Central Bank of Luxembourg.
- Gurgone, Andrea & Iori, Giulia, 2020. "Macroprudential capital buffers in heterogeneous banking networks: Insights from an ABM with liquidity crises," BERG Working Paper Series 164, Bamberg University, Bamberg Economic Research Group.
- Van Son Lai & Xiaoxia Ye, 2020. "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(8), pages 1873-1907, December.
- Iryna Yanenkova & Yuliia Nehoda & Svetlana Drobyazko & Andrii Zavhorodnii & Lyudmyla Berezovska, 2021. "Modeling of Bank Credit Risk Management Using the Cost Risk Model," JRFM, MDPI, vol. 14(5), pages 1-15, May.
- X. Qin & X. Zhu, 2014. "Too non-traditional to fail? Determinants of systemic risk for BRICs banks," Applied Economics Letters, Taylor & Francis Journals, vol. 21(4), pages 261-264, March.
- Van Son Lai & Xiaoxia Ye, 2019. "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Working Papers 2019-012, Department of Research, Ipag Business School.
- Masciantonio, Sergio, 2013. "Identifying, ranking and tracking systemically important financial institutions (SIFIs), from a global, EU and Eurozone perspective," MPRA Paper 46788, University Library of Munich, Germany.
- 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.
Cited by:
- Dolf Diemont & Kyle Moore & Aloy Soppe, 2016. "The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk," Journal of Business Ethics, Springer, vol. 137(2), pages 213-229, August.
Articles
- Dolf Diemont & Kyle Moore & Aloy Soppe, 2016.
"The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk,"
Journal of Business Ethics, Springer, vol. 137(2), pages 213-229, August.
Cited by:
- Ozge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini, 2021.
"Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?,"
Papers
2106.15466, arXiv.org, revised Jun 2022.
- Özge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini, 2022. "Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1782-1798, September.
- Bannier, Christina E. & Bofinger, Yannik & Rock, Björn, 2019. "Doing safe by doing good: ESG investing and corporate social responsibility in the U.S. and Europe," CFS Working Paper Series 621, Center for Financial Studies (CFS).
- Manuela Gomez‐Valencia & Maria Alejandra Gonzalez‐Perez & Ana Maria Gomez‐Trujillo, 2021. "The “Six Ws” of sustainable development risks," Business Strategy and the Environment, Wiley Blackwell, vol. 30(7), pages 3131-3144, November.
- Henk Berkman & Michelle Li & Helen Lu, 2021. "Trust and the value of CSR during the global financial crisis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4955-4965, September.
- Ford, Jansson M. & Gehricke, Sebastian A. & Zhang, Jin E., 2022. "Option traders are concerned about climate risks: ESG ratings and short-term sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
- Wu, Chia-Ming & Hu, Jin-Li, 2019. "Can CSR reduce stock price crash risk? Evidence from China's energy industry," Energy Policy, Elsevier, vol. 128(C), pages 505-518.
- Chowdhury, Hasibul & Hodgson, Allan & Pathan, Shams, 2020. "Do external labour market incentives constrain bad news hoarding? The CEO's industry tournament and crash risk reduction," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Wei Shi & Kevin Veenstra, 2021. "The Moderating Effect of Cultural Values on the Relationship Between Corporate Social Performance and Firm Performance," Journal of Business Ethics, Springer, vol. 174(1), pages 89-107, November.
- Mohamed Arouri & Mathieu Gomes & Kuntara Pukthuanthong, 2019.
"Corporate social responsibility and M&A uncertainty,"
Post-Print
hal-02056009, HAL.
- Arouri, Mohamed & Gomes, Mathieu & Pukthuanthong, Kuntara, 2019. "Corporate social responsibility and M&A uncertainty," Journal of Corporate Finance, Elsevier, vol. 56(C), pages 176-198.
- Iftekhar Hasan & Hui Li & Haizhi Wang & Yun Zhu, 2021. "Do Affiliated Bankers on Board Enhance Corporate Social Responsibility? US Evidence," Sustainability, MDPI, vol. 13(6), pages 1-27, March.
- Gregory, Richard Paul, 2022. "ESG activities and firm cash flow," Global Finance Journal, Elsevier, vol. 52(C).
- Jean McGuire & Jana Oehmichen & Michael Wolff & Roman Hilgers, 2019. "Do Contracts Make Them Care? The Impact of CEO Compensation Design on Corporate Social Performance," Journal of Business Ethics, Springer, vol. 157(2), pages 375-390, June.
- Jingyan Zhang & Jan De Spiegeleer & Wim Schoutens, 2021. "Implied Tail Risk and ESG Ratings," Mathematics, MDPI, vol. 9(14), pages 1-16, July.
- Hussain, Tanveer & Shams, Syed, 2022. "Pre-deal differences in corporate social responsibility and acquisition performance," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Dongyi Zhou & Rui Zhou, 2021. "ESG Performance and Stock Price Volatility in Public Health Crisis: Evidence from COVID-19 Pandemic," IJERPH, MDPI, vol. 19(1), pages 1-15, December.
- Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020. "Environmental disclosure and idiosyncratic risk in the European manufacturing sector," Energy Economics, Elsevier, vol. 87(C).
- Ozge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini, 2021.
"Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?,"
Papers
2106.15466, arXiv.org, revised Jun 2022.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 5 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.- NEP-RMG: Risk Management (5) 2013-03-30 2013-03-30 2013-03-30 2013-05-22 2015-02-05. Author is listed
- NEP-BAN: Banking (2) 2013-03-30 2015-02-05
- NEP-UPT: Utility Models & Prospect Theory (2) 2013-03-30 2013-03-30
- NEP-CBA: Central Banking (1) 2013-03-30
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