IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

Chen Zhou

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
http://people.few.eur.nl/zhou
Amsterdam, Netherlands
http://www.dnb.nl/

:

Postbus 98, 1000 AB Amsterdam
RePEc:edi:dnbgvnl (more details at EDIRC)
Rotterdam, Netherlands
http://www.econometric-institute.org/

: 010 - 40 81278
010 - 40 89162
Burgemeester Oudlaan 50, 3062 PA Rotterdam
RePEc:edi:eieurnl (more details at EDIRC)
in new window
  1. Maarten van Oordt & Chen Zhou, 2016. "Estimating Systematic Risk Under Extremely Adverse Market Conditions," Staff Working Papers 16-22, Bank of Canada.
  2. Gabriele Galati & Zion Gorgi & Richhild Moessner & Chen Zhou, 2016. "Deflation risk in the euro area and central bank credibility," DNB Working Papers 509, Netherlands Central Bank, Research Department.
  3. Maarten van Oordt & Chen Zhou, 2015. "Systemic risk of European banks: Regulators and markets," DNB Working Papers 478, Netherlands Central Bank, Research Department.
  4. Jon Danielsson & Chen Zhou, 2015. "Why risk is so hard to measure," LSE Research Online Documents on Economics 62002, London School of Economics and Political Science, LSE Library.
  5. Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.
  6. Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C., 2014. "Statistics of Heteroscedastic Extremes," Discussion Paper 2014-015, Tilburg University, Center for Economic Research.
  7. Kyle Moore & Chen Zhou, 2014. "The determinants of systemic importance," LSE Research Online Documents on Economics 59289, London School of Economics and Political Science, LSE Library.
  8. Maarten van Oordt & Chen Zhou, 2013. "Systematic tail risk," DNB Working Papers 400, Netherlands Central Bank, Research Department.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Kyle Moore & Chen Zhou, 2012. "Identifying systemically important financial institutions: size and other determinants," DNB Working Papers 347, Netherlands Central Bank, Research Department.
  15. Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & 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.
  16. Maarten van Oordt & Chen Zhou, 2011. "Systematic risk under extremely adverse market condition," DNB Working Papers 281, Netherlands Central Bank, Research Department.
  17. Maarten R.C. van Oordt & Chen Zhou, 2011. "The simple econometrics of tail dependence," DNB Working Papers 296, Netherlands Central Bank, Research Department.
  18. Gus, Garita & Chen, Zhou, 2011. "Averting Currency Crises: The Pros and Cons of Financial Openness," MPRA Paper 30218, University Library of Munich, Germany.
  19. 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.
  20. 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.
  21. Christian Huurman & Francesco Ravazzolo & Chen Zhou, 2010. "The power of weather," DNB Working Papers 236, Netherlands Central Bank, Research Department.
  22. Garita, Gus & Zhou, Chen, 2009. "Can Financial Openness Help Avoid Currency Crises?," MPRA Paper 23166, University Library of Munich, Germany, revised 07 Jun 2010.
  23. Gus Garita & Chen Zhou, 2009. "Can Open Capital Markets Help Avoid Currency Crises?," DNB Working Papers 205, Netherlands Central Bank, Research Department.
  24. Chen Zhou, 2009. "Are banks too big to fail?," DNB Working Papers 232, Netherlands Central Bank, Research Department.
  25. Gabriele Galati & Steven Poelhekke & Chen Zhou, 2009. "Did the crisis affect inflation expectations?," DNB Working Papers 222, Netherlands Central Bank, Research Department.
  26. 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.
  27. 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.
  28. Laurens de Haan & Casper de Vries & Chen Zhou, 2008. "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers 08-041/2, Tinbergen Institute.
  29. 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.
  1. Laurens Haan & C├ęcile Mercadier & Chen Zhou, 2016. "Adapting extreme value statistics to financial time series: dealing with bias and serial dependence," Finance and Stochastics, Springer, vol. 20(2), pages 321-354, April.
  2. van Oordt, Maarten R. C. & Zhou, Chen, 2016. "Systematic Tail Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(02), pages 685-705, April.
  3. John H. J. Einmahl & Laurens Haan & Chen Zhou, 2016. "Statistics of heteroscedastic extremes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 31-51, 01.
  4. Juan-Juan Cai & John H. J. Einmahl & Laurens Haan & Chen Zhou, 2015. "Estimation of the marginal expected shortfall: the mean when a related variable is extreme," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(2), pages 417-442, 03.
  5. Sun, Pengfei & Zhou, Chen, 2014. "Diagnosing the distribution of GARCH innovations," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 287-303.
  6. Chen Zhou & Nikola Tarashev, 2013. "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
  7. Zhou, Chen, 2013. "The impact of imposing capital requirements on systemic risk," Journal of Financial Stability, Elsevier, vol. 9(3), pages 320-329.
  8. 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.
  9. van Oordt, Maarten R.C. & Zhou, Chen, 2012. "The simple econometrics of tail dependence," Economics Letters, Elsevier, vol. 116(3), pages 371-373.
  10. 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.
  11. Huurman, Christian & Ravazzolo, Francesco & Zhou, Chen, 2012. "The power of weather," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3793-3807.
  12. 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.
  13. Zhou, Chen, 2010. "Dependence structure of risk factors and diversification effects," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 531-540, June.
  14. 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.
  15. 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.
  16. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 24 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 (18) 2007-05-26 2010-02-05 2010-08-14 2011-03-19 2011-05-30 2012-07-23 2013-03-30 2013-03-30 2013-03-30 2013-05-22 2013-06-04 2013-12-29 2014-11-12 2014-12-29 2015-02-05 2015-05-30 2015-08-19 2016-05-21. Author is listed
  2. NEP-BAN: Banking (10) 2010-02-05 2010-08-14 2011-03-19 2011-05-30 2012-07-23 2013-03-30 2013-06-04 2014-11-12 2015-02-05 2015-08-19. Author is listed
  3. NEP-CBA: Central Banking (7) 2008-12-21 2009-10-17 2011-08-09 2012-07-23 2013-03-30 2015-08-19 2016-04-09. Author is listed
  4. NEP-MON: Monetary Economics (6) 2008-12-21 2009-03-07 2009-10-17 2011-04-23 2011-08-09 2016-04-09. Author is listed
  5. NEP-MAC: Macroeconomics (5) 2008-12-21 2009-03-07 2009-10-17 2011-08-09 2016-04-09. Author is listed
  6. NEP-EEC: European Economics (4) 2008-12-21 2009-10-17 2015-08-19 2016-04-09
  7. NEP-ECM: Econometrics (3) 2011-05-30 2014-12-29 2016-05-21
  8. NEP-ENE: Energy Economics (2) 2007-05-26 2010-02-05
  9. NEP-FMK: Financial Markets (2) 2010-08-14 2015-08-19
  10. NEP-FOR: Forecasting (2) 2007-05-26 2010-02-05
  11. NEP-IFN: International Finance (2) 2009-03-07 2011-04-23
  12. NEP-OPM: Open Economy Macroeconomics (2) 2009-03-07 2011-04-23
  13. NEP-REG: Regulation (2) 2010-02-05 2010-08-14
  14. NEP-UPT: Utility Models & Prospect Theory (2) 2013-03-30 2013-03-30
  15. NEP-BEC: Business Economics (1) 2010-08-14

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, Chen Zhou 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.