.
Zhou, Chen's
Scholarly Papers
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Aggregate Statistics
Total 250
Total Citations 0
1.
'Too Big to Fail' or 'Too Non-Traditional to Fail'?: The Determinants of Banks' Systemic Importance
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Moore, Kyle Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
29 Jan 12
Last Revised:
27 Mar 13
137(80,230)
Moore, Kyle Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
29 Jan 12
Last Revised:
27 Mar 13
137
too big to fail, too connected to fail, determinants of systemic importance, systemically important financial institution, systemic risk, systemic importance, multivariate extreme value theory
2.
The Power of Weather
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Huurman, Christian Financial Engineering Associates
Ravazzolo, Francesco Norges Bank
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
8(171,972)
Huurman, Christian Financial Engineering Associates
Ravazzolo, Francesco Norges Bank
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
8
Electricity prices, weather forecasts, point and density forecasts, GARCH models
3.
Moore, Kyle Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Sun, Pengfei Erasmus University Rotterdam
de Vries, Casper G. Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
58(186,822)
Extreme Value Theory, Hypothesis Testing, Tail Index, Tail Risk
4.
Garita, Gus
Zhou, Chen Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
47(205,855)
Exchange market pressure, systemic risk, capital flows
