Casper G. de Vries : rechercher sur Z-Library

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1

Microstructure des marchés financiers / Financial Market Microstructure || Value-at-Risk and Extreme Returns

Jon Danielsson and Casper G. De Vries

Journal:

Annales d'Économie et de Statistique

Année:

2000

Langue:

english

Fichier:

PDF, 3.23 MB

english, 2000

2

Fat tails, VaR and subadditivity

Daníelsson, Jón, Jorgensen, Bjørn N., Samorodnitsky, Gennady, Sarma, Mandira, de Vries, Casper G.

Journal:

Journal of Econometrics

Année:

2013

Langue:

english

Fichier:

PDF, 374 KB

english, 2013

3

The customs union argument for a monetary union

Charles van Marrewijk, Casper G. de Vries

Journal:

Journal of Banking & Finance

Année:

1990

Langue:

english

Fichier:

PDF, 655 KB

english, 1990

4

Systemic risk and diversification across European banks and insurers

Slijkerman, Jan Frederik, Schoenmaker, Dirk, de Vries, Casper G.

Journal:

Journal of Banking & Finance

Année:

2013

Langue:

english

Fichier:

PDF, 456 KB

english, 2013

5

Incentives for effective risk management

Jón Danı́elsson, Bjørn N. Jorgensen, Casper G. de Vries

Journal:

Journal of Banking & Finance

Année:

2002

Langue:

english

Fichier:

PDF, 153 KB

english, 2002

6

On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective

Dennis W. Jansen and Casper G. de Vries

Journal:

Review of Economics and Statistics

Année:

1991

Langue:

english

Fichier:

PDF, 263 KB

english, 1991

7

The impact of competition on prices with numerous firms

Gabaix, Xavier, Laibson, David, Li, Deyuan, Li, Hongyi, Resnick, Sidney, de Vries, Casper G.

Journal:

Journal of Economic Theory

Année:

2016

Langue:

english

Fichier:

PDF, 450 KB

english, 2016

8

Changes in renal, bone, lipid, and inflammation markers in HIV-1 patients after combination antiretroviral therapy simplification to dolutegravir monotherapy

Wijting, Ingeborg EA, Rokx, Casper, Zillikens, Maria C, Smits, Sandra AA, de Vries-Sluijs, Theodora EMS, Schurink, Carolina AM, Bax, Hannelore I, van der Ende, Marchina E, van Gorp, Eric CM, Nouwen, J

Journal:

International Journal of STD & AIDS

Année:

2019

Langue:

english

Fichier:

PDF, 406 KB

english, 2019

9

On the relation between GARCH and stable processes

Casper G. de Vries

Journal:

Journal of Econometrics

Année:

1991

Langue:

english

Fichier:

PDF, 757 KB

english, 1991

10

Generational Accounting, Solidarity and Pension Losses

Coen N. Teulings, Casper G. De Vries

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 147 KB

english, 2006

11

Money and the Nation State: The Financial Revolution, Government and the World Monetary System

Casper G. De Vries

Journal:

The Economic Journal

Année:

2004

Langue:

english

Fichier:

PDF, 38 KB

english, 2004

12

The tail index of exchange rate returns

Kees G. Koedijk, Marcia M.A. Schafgans, Casper G. de Vries

Journal:

Journal of International Economics

Année:

1990

Langue:

english

Fichier:

PDF, 1004 KB

english, 1990

13

Fixing soft margins

Paul Kofman, Albert de Vaal, Casper G. de Vries

Journal:

Journal of International Economics

Année:

1993

Langue:

english

Fichier:

PDF, 1000 KB

english, 1993

14

Comparing downside risk measures for heavy tailed distributions

Jón Daníelsson, Bjørn N. Jorgensen, Mandira Sarma, Casper G. de Vries

Journal:

Economics Letters

Année:

2006

Langue:

english

Fichier:

PDF, 101 KB

english, 2006

15

Simulating and calibrating diversification against black swans

Namwon Hyung, Casper G. de Vries

Journal:

Journal of Economic Dynamics and Control

Année:

2012

Langue:

english

Fichier:

PDF, 294 KB

english, 2012

16

Tail index and quantile estimation with very high frequency data

Jón Daníelsson, Casper G. de Vries

Journal:

Journal of Empirical Finance

Année:

1997

Langue:

english

Fichier:

PDF, 815 KB

english, 1997

17

The all-pay auction with complete information

Michael R. Baye, Dan Kovenock, Casper G. de Vries

Journal:

Economic Theory

Année:

1996

Langue:

english

Fichier:

PDF, 898 KB

english, 1996

18

Mixed Strategy Trade Equilibria

Michael R. Baye and Casper G. De Vries

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Année:

1992

Langue:

english

Fichier:

PDF, 350 KB

english, 1992

19

Convolutions of heavy-tailed random variables and applications to portfolio diversification and MA(1) time series

Geluk, Jaap L., Peng, Liang, de Vries, Casper G.

Journal:

Advances in Applied Probability

Année:

2000

Langue:

english

Fichier:

PDF, 131 KB

english, 2000

20

A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform.by Michael D. Bordo; Barry Eichengreen

Review by: Casper G. de Vries

Journal:

The Economic Journal

Année:

1994

Langue:

english

Fichier:

PDF, 196 KB

english, 1994

21

Monetary Policy in an Integrated World Economy: Symposium 1995by Horst Siebert;The Macroeconomics of International Currencies: Theory, Policy and Evidenceby Paul Mizen; Eric J. Pentecost

Review by: Casper G. de Vries

Journal:

The Economic Journal

Année:

1998

Langue:

english

Fichier:

PDF, 224 KB

english, 1998

22

The All-Pay Auction with Complete Information

Michael R. Baye, Dan Kovenock and Casper G. de Vries

Journal:

Economic Theory

Année:

1996

Langue:

english

Fichier:

PDF, 1.70 MB

english, 1996

23

An EMS target zone model in discrete time

Kees G. Koedijk, Philip A. Stork, Casper G. De Vries

Journal:

Journal of Applied Econometrics

Année:

1998

Langue:

english

Fichier:

PDF, 216 KB

english, 1998

24

Global stochastic properties of dynamic models and their linear approximations

Ana Babus, Casper G. de Vries

Journal:

Journal of Economic Dynamics and Control

Année:

2010

Langue:

english

Fichier:

PDF, 171 KB

english, 2010

25

The solution to the Tullock rent-seeking game when R>2: Mixed-strategy equilibria and mean dissipation rates

Michael R. Baye, Dan Kovenock, Casper G. de Vries

Journal:

Année:

1994

Langue:

english

Fichier:

PDF, 1.18 MB

english, 1994

26

Book reviews

J. Pen, Casper G. de Vries, Dirk J. Wolfson, Henk Jager, Jakob de Haan, Bert van Selm, Peter A. G. van Bergeijk, Bas Bakker, Jan Jacobs, Gerard Kuper, Boe Thio, A. Buitendam, Joop de Kort

Journal:

Année:

1994

Langue:

english

Fichier:

PDF, 1.75 MB

english, 1994

27

Reviews

J. Pen, Hendrik P. van Dalen, A. H. E. M. Wellink, J. A. Kregel, Joh de Vries, Casper van Ewijk, P. Keizer, R. J. de Groof, C. G. M. Sterks, F. A. A. M. van Winden, Peter A. G. van Bergeijk, H. -J. Wa

Journal:

Année:

1991

Langue:

english

Fichier:

PDF, 2.46 MB

english, 1991

28

On the design of invoicing practices in international trade

Jean-Marie Viaene, Casper G. De Vries

Journal:

Open Economies Review

Année:

1992

Langue:

english

Fichier:

PDF, 428 KB

english, 1992

29

An oligopoly model of free banking: Theory and tests

Michael R. Baye, Paul De Grauwe, Casper G. de Vries

Journal:

Année:

1993

Langue:

english

Fichier:

PDF, 992 KB

english, 1993

30

Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation

Jón Daníelsson, Bjørn N. Jorgensen, Casper G. de Vries, Xiaoguang Yang

Journal:

Annals of Finance

Année:

2008

Langue:

english

Fichier:

PDF, 331 KB

english, 2008

31

Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

Casper G. de Vries, Chen Zhou

Journal:

Année:

2006

Langue:

english

Fichier:

PDF, 170 KB

english, 2006

32

The expected payoff to Internet auctions

Laurens de Haan, Casper G. de Vries, Chen Zhou

Journal:

Année:

2009

Langue:

english

Fichier:

PDF, 388 KB

english, 2009

33

IMF Support and Inter-Regime Exchange Rate Volatility

Ivo J. M. Arnold, Ronald MacDonald, Casper G. de Vries

Journal:

Open Economies Review

Année:

2012

Langue:

english

Fichier:

PDF, 1.08 MB

english, 2012

34

Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes

Laurens de Haan, Sidney I. Resnick, Holger Rootzén, Casper G. de Vries

Journal:

Stochastic Processes and their Applications

Année:

1989

Langue:

english

Fichier:

PDF, 625 KB

english, 1989

35

Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach

Michael R. Baye, Dan Kovenock, Casper G. de Vries

Journal:

The Economic Journal

Année:

2005

Langue:

english

Fichier:

PDF, 173 KB

english, 2005

36

Extremal Forex Returns in Extremely Large Data Sets

Michel M. Dacorogna, Ulrich A. Müller, Olivier V. Pictet, Casper G. de Vries

Journal:

Année:

2001

Langue:

english

Fichier:

PDF, 135 KB

english, 2001

37

The incidence of overdissipation in rent-seeking contests

Michael R. Baye, Dan Kovenock, Casper G. de Vries

Journal:

Année:

1999

Langue:

english

Fichier:

PDF, 105 KB

english, 1999

38

FIAT EXCHANGE IN FINITE ECONOMIES

Dan Kovenock, Casper G. De Vries

Journal:

Economic Inquiry

Année:

2002

Langue:

english

Fichier:

PDF, 131 KB

english, 2002

39

Elevated levels of serum lipoprotein(a) and apolipoprotein(a) phenotype are not related to pre-eclampsia

Casper B. Leerink, Cynthia V. S. de Vries, Fiona R. M. Van der Klis

Journal:

Acta Obstetricia et Gynecologica Scandinavica

Année:

1997

Langue:

english

Fichier:

PDF, 342 KB

english, 1997

40

The limiting distribution of extremal exchange rate returns

Martien C. A. B. Hols, Casper G. De Vries

Journal:

Journal of Applied Econometrics

Année:

1991

Langue:

english

Fichier:

PDF, 1.04 MB

english, 1991

41

Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist

Michael R. Baye, Ann Gillette, Casper G. de Vries

Journal:

Journal of Economics

Année:

1994

Langue:

english

Fichier:

PDF, 1.21 MB

english, 1994

42

Endogeneity in European money demand

Ivo J.M. Arnold, Casper G. de Vries

Journal:

European Journal of Political Economy

Année:

2000

Langue:

english

Fichier:

PDF, 177 KB

english, 2000

43

An experimental examination of rational rent-seeking

Jan Potters, Casper G de Vries, Frans van Winden

Journal:

European Journal of Political Economy

Année:

1998

Langue:

english

Fichier:

PDF, 864 KB

english, 1998

44

Signalling in plant embryos during the establishment of the polar axis

Casper Vroemen, Sacco de Vries, Ralph Quatrano

Journal:

Seminars in Cell & Developmental Biology

Année:

1999

Langue:

english

Fichier:

PDF, 273 KB

english, 1999

45

International trade and exchange rate volatility

Jean-Marie Viaene, Casper G. de Vries

Journal:

European Economic Review

Année:

1992

Langue:

english

Fichier:

PDF, 1.50 MB

english, 1992

46

New evidence on the effectiveness of foreign exchange market intervention

Kees G. Koedijk, Bruce Mizrach, Philip A. Stork, Casper G. de Vries

Journal:

European Economic Review

Année:

1995

Langue:

english

Fichier:

PDF, 502 KB

english, 1995

47

Differences between foreign exchange rate regimes: The view from the tails

Kees G. Koedijk, Philip A. Stork, Casper G. de Vries

Journal:

Journal of International Money and Finance

Année:

1992

Langue:

english

Fichier:

PDF, 899 KB

english, 1992

48

It takes two to tango: Equilibria in a model of sales

Michael R Baye, Dan Kovenock, Casper G de Vries

Journal:

Games and Economic Behavior

Année:

1992

Langue:

english

Fichier:

PDF, 931 KB

english, 1992

49

A note on the relationship between GARCH and symmetric stable processes

Patrick A. Groenendijk, André Lucas, Casper G. de Vries

Journal:

Journal of Empirical Finance

Année:

1995

Langue:

english

Fichier:

PDF, 599 KB

english, 1995

50

The Herodotus paradox

Michael R. Baye, Dan Kovenock, Casper G. de Vries

Journal:

Games and Economic Behavior

Année:

2012

Langue:

english

Fichier:

PDF, 163 KB

english, 2012