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de Vries, Casper G.


 SSRN Author Rank: 4,809 by Downloads
 Professor
 

Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)


 P.O. Box 1738
 3000 DR Rotterdam, NL 3062 PA
 Netherlands
 +31 10 408 8956 (Phone)
 +31 10 408 9147 (Fax)
 email address
 

Tinbergen Institute


 Burg. Oudlaan 50
 Rotterdam, 3062 PA
 Netherlands
 +31 10 408 8956 (Phone)
 +31 10 408 9147 (Fax)
 

CESifo (Center for Economic Studies and Ifo Institute)


 Poschinger Str. 5
 Munich, DE-81679
 Germany
 HOME PAGE: http://www.CESifo.de

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. de Vries, Casper G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,152
Total
Citations
202
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Hedge Funds and Financial Stability | Show Abstract | Download |
European Parliament - Policy Department Economic and Scientific Policy, 2007
Accepted Paper Series
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
16 Apr 08
Last Revised:
14 Aug 09
660
(21,157)
 

2.   Incl. Electronic Paper
Hartmann, Philipp
European Central Bank (ECB)
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
05 Jul 01
Last Revised:
03 Aug 05
593
(24,527)
96

3.  
Systemic Risk and Diversification Across European Banks and Insurers | Show Abstract | Download |
Journal of Banking & Finance, Vol. 37, 2013, p. 773-785, Tinbergen Institute Discussion Paper No. 2005-110/2
Accepted Paper Series
Slijkerman, Jan Frederik
AEGON Asset Management
Schoenmaker, Dirk
Duisenberg School of Finance
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
15 Dec 05
Last Revised:
21 Feb 13
404
(40,572)
3

4.   Incl. Electronic Paper
Hyung, Namwon
University of Seoul - Department of Economics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
24 Jan 05
Last Revised:
29 Jul 10
392
(42,098)
9

5.  
The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations | Show Abstract | Download |
Economic Policy Review, Vol. 4, No. 3, October 1998
Working Paper Series
Danielsson, Jon
London School of Economics - Systemic Risk Centre
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Jorgensen, Bjorn
London School of Economics & Political Science (LSE) - Department of Accounting
Posted:
16 Nov 07
375
(44,419)
 

6.   Incl. Electronic Paper
Baye, Michael R.
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Kovenock, Dan
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
28 Jan 01
Last Revised:
24 Aug 05
360
(46,603)
16

7.  
Credit Rationing Effects of Credit Value-at-Risk | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 2004-032/2
Working Paper Series
Slijkerman, Jan Frederik
AEGON Asset Management
Smant, D. J. C.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
22 Mar 04
302
(57,556)
 

8.   Incl. Electronic Paper
Hartmann, Philipp
European Central Bank (ECB)
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
19 Oct 05
Last Revised:
11 Jan 06
301
(57,775)
31

9.   Incl. Electronic Paper
Di Cesare, Antonio
Bank of Italy
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
02 May 11
Last Revised:
20 Aug 14
278
(63,171)
 

10.  
Portfolio Selection with Heavy Tails | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. TI 05-009/2
Working Paper Series
Hyung, Namwon
University of Seoul - Department of Economics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
24 Jan 05
174
(101,861)
7

11.   Incl. Electronic Paper
Teulings, Coen N.
University of Amsterdam - SEO Economic Research
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
13 Jan 04
Last Revised:
02 Sep 04
171
(103,457)
19

12.  
The Herodotus Paradox | Show Abstract | Download |
CESifo Working Paper Series No. 3135
Working Paper Series
Baye, Michael R.
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
Kovenock, Dan
Indiana University - Kelley School of Business - Department of Business Economics & Public Policy
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
31 Jul 10
121
(138,828)
 

13.  
Bernoth, Kerstin
German Institute for Economic Research (DIW Berlin)
von Hagen, Jürgen
University of Bonn - Institute of Economic Policy
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
02 Mar 07
120
(139,698)
 

14.  
van Foreest, Pieter W.
Erasmus University Rotterdam (EUR) - Department of Economics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
07 Feb 02
113
(146,249)
 

15.   Incl. Electronic Paper
Hartmann, Philipp
European Central Bank (ECB)
Straetmans, Stefan
University of Maastricht - Limburg Institute of Financial Economics (LIFE)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
12 May 04
Last Revised:
19 May 04
110
(150,101)
 

16.  
Moore, Kyle
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Sun, Pengfei
Erasmus University Rotterdam (EUR)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
27 Mar 13
96
(164,120)
 

17.  
World Equity Premium Based Risk Aversion Estimates | Show Abstract | Download |
CESifo Working Paper No. 3152
Working Paper Series
Pozzi, Lorenzo
Erasmus University Rotterdam (EUR)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zenhorst, Jorn
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
12 Aug 10
88
(173,774)
 

18.  
Auctions with Numerous Bidders | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. TI 05-031/2
Working Paper Series
Caserta, Silvia
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
14 Apr 05
80
(184,413)
1

19.  
Moore, Kyle
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Sun, Pengfei
Erasmus University Rotterdam (EUR)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen
De Nederlandsche Bank
Posted:
27 Mar 13
74
(193,164)
2

20.  
Fundamental Volatility is Regime Specific | Show Abstract | Download |
NRG Working Paper No. 06-04
Working Paper Series
Arnold, Ivo J.M.
Nyenrode University
MacDonald, Ronald
University of Strathclyde in Glasgow - Department of Economics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
21 Apr 06
61
(214,498)
 

21.  
World Equity Premium Based Risk Aversion Estimates | Show Abstract | Download |
Tinbergen Institute Discussion Paper 10-007/2
Working Paper Series
Pozzi, Lorenzo
Erasmus University Rotterdam (EUR)
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zenhorst, Jorn
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
10 Jan 10
56
(223,847)
 

22.  
The Downside Risk of Heavy Tails Induces Low Diversification | Show Abstract | Download |
Tinbergen Institute Discussion Paper 10-082/2
Working Paper Series
Hyung, Namwon
University of Seoul - Department of Economics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
31 Aug 10
54
(227,756)
 

23.   Incl. Electronic Paper
Bernoth, Kerstin
German Institute for Economic Research (DIW Berlin)
Hagen, Jürgen von
University of Bonn
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
12 Apr 10
Last Revised:
22 Oct 11
47
(242,452)
 

24.  
The Extent of Internet Auction Markets | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 08-041/2
Working Paper Series
de Haan, Laurens
Erasmus University Rotterdam (EUR) - Department of Econometrics
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Zhou, Chen
De Nederlandsche Bank
Posted:
22 Apr 08
47
(242,452)
 

25.  
On Agricultural Commodities' Extreme Price Risk | Show Abstract | Download |
De Nederlandsche Bank Working Paper No. 403
Working Paper Series
van Oordt, Maarten R.C.
De Nederlandsche Bank
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
03 Dec 13
26
(299,775)
 

26.  
Global Stochastic Properties of Dynamic Models and Their Linear Approximations | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 10-081/2
Working Paper Series
Babus, Ana
Imperial College London
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
27 Aug 10
16
(340,476)
 

27.  
Di Cesare, Antonio
Bank of Italy
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Jul 14
12
(357,816)
 

28.  
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Oct 04
11
(362,107)
 

29.  
General Accounting, Solidarity and Pension Losses | Show Abstract | Download |
CEPR Discussion Paper No. 4209
Working Paper Series
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Teulings, Coen N.
University of Amsterdam - SEO Economic Research
Posted:
10 Feb 04
10
(366,385)
18

30.  
The Stability of the Australian Banking System | Show Abstract |
THE BANKING CRISIS HANDBOOK, G. Gregoriou, ed., pp. 397-416, Chapter 21, CRC Press, Chapman-Hall/Taylor and Francis
Accepted Paper Series
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
04 Aug 09
Last Revised:
03 Feb 10
 

31.   Incl. Electronic Paper
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Mizrach, Bruce
Rutgers University, Department of Economics
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
29 Oct 00
Last Revised:
26 Feb 08
 

32.  
Differences between Foreign Exchange Rate Regimes: The View from the Tails | Show Abstract |
Journal of International Money and Finance, Vol. 11, No. 5, 1992
Accepted Paper Series
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Stork, Philip A.
VU University Amsterdam - Faculty of Economics and Business Administration
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Feb 08
 

33.   Incl. Electronic Paper
Koedijk, Kees C. G.
Tilburg University - Department of Finance
Stork, Philip A.
MeesPierson Investment Bank
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
20 Dec 99
Last Revised:
08 Mar 08
 

34.  
Dacorogna, Michel M.
SCOR Switzerland
Müller, Ulrich A.
Olsen & Associates
Pictet, Olivier V.
Pictet Asset Management
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
10 Oct 98
 

35.  
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Danielsson, Jon
London School of Economics - Systemic Risk Centre
Posted:
08 Jan 97
 


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