Vries, Casper G. de 1955-
de vries
Vries, Casper G. de (Casper George), 1955-
Vries, Casper G. de
Casper G. de Vries
De Vries, Casper G
De Vries, Casper G. de
VIAF ID: 85290252 ( Personal )
Permalink: http://viaf.org/viaf/85290252
Preferred Forms
- 100 0 _ ‡a Casper G. de Vries
-
-
-
-
-
-
- 100 1 0 ‡a Vries, Casper G. de
-
- 100 1 _ ‡a Vries, Casper G. de ‡d 1955-
-
-
- 100 1 _ ‡a Vries, Casper G. de, ‡d 1955-....
- 100 1 _ ‡a Vries, Casper G. de ‡d 1955-
- 100 0 _ ‡a de vries
4xx's: Alternate Name Forms (23)
5xx's: Related Names (8)
- 510 2 _ ‡a Chapman University
- 510 2 _ ‡a Chapman University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Den Haag ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Duisenberg School of Finance (Amsterdam)
- 510 2 _ ‡a Duisenberg School of Finance ‡g Amsterdam ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Economics
- 510 2 _ ‡a Erasmus Universiteit Rotterdam / Faculteit der Economische Wetenschappen
- 510 2 _ ‡a Thesis Purdue University
Works
Title | Sources |
---|---|
Abnormal returns, risk, and options in large data sets | |
The all-pay auction with complete information | |
Asset market linkages in crisis periods | |
Auctions with numerous bidders | |
Banking system stability : a cross-Atlantic perspective | |
Between realignments and intervention : the Belgian Franc in the European Monetary System | |
Beyond the sample : extreme quantile and probability estimation | |
Comparative analysis of litigation systems : an auction-theoretic approach | |
Contests with rank-order spillovers | |
Convolutions of heavy tailed random variables and applications to portfolio diversification and MA(1) time series | |
Credit rationing effects of credit value-at-risk | |
The downside risk of heavy tails induces low diversification | |
An EMS target zone model in discrete time | |
Endogenous financial structure and the transmission of ECB policy | |
The Euro, prudent coherence? | |
Exchange rate volatility and international trade | |
The extent of internet auction markets | |
Fiat exchange in finite economies | |
Fixing soft margins | |
The Forex regime and EMU expansion | |
The Forward Premium Puzzle and Latent Factors Day by Day | |
The forward premium puzzle only emerges gradually | |
The forward risk premium, interest parity, welfare and official intervention | |
Fundamentals and joint currency crises | |
Geld en schuld de publieke rol van banken | |
Generational accounting, solidarity and pension losses | |
Global stochastic properties of dynamic models and their linear approximations | |
The Herodotus paradox | |
A hybrid joint moment ratio test for financial time series | |
Incentives for effective risk management | |
The incidence of overdissipation in rent-seeking contests | |
Large swings in currencies driven by fundamentals | |
Money and debt : the public role of banks | |
An oligopoly model of free banking : theory and tests | |
On the relation between GARCH and stable processes | |
Optimal confidence intervals for the tail index and high quantiles | |
Optimal localized production experience and schooling | |
Portfolio diversification effects and regular variation in financial data | |
Portfolio selection with heavy tails | |
Rigging the lobbying process, 1991: | |
Risk diversification by European financial conglomerates | |
Risk management and regulation in incomplete markets | |
Second order tail effects | |
The simple economics of bank fragility | |
The solution to the Tullock rent-seeking game when R > 2 : mixed-strategy equilibria and mean dissipation rates | |
Tail index and quantile estimation with very high frequency data | |
The tail index of exchange rate returns | |
Tail probalities for regression estimators | |
Target zone management: commodity boards and speculative raids | |
Theory and relevance of currency substitution with case studies for Canada and The Netherlands Antilles | |
Three essays on the interaction of international asset and commodity trade | |
Value-at-risk and extreme returns = Valeurs-à-risque et les rendements extrêmes | |
Valutasubstitutie in Canada en de Nederlandse Antillen | |
Vof OR VaR? Firm value and risk management | |
Weak and strong financial fragility | |
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities | |
Welfare implications of foreign exchange intervention, theory and measurement | |
Wisselkoersen en beleggen | |
World equity premium based risk aversion estimates |