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de Vries, Casper G.


 SSRN Author Rank: 5,207 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
5,264
Total
Citations
203
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 This Paper | Open PDF in Browser |
European Parliament - Policy Department Economic and Scientific Policy, 2007
Number of Pages in PDF File: 91
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
666
(23,379)
 

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
599
(27,112)
96

3.  
Systemic Risk and Diversification Across European Banks and Insurers | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Banking & Finance, Vol. 37, 2013, p. 773-785, Tinbergen Institute Discussion Paper No. 2005-110/2
Number of Pages in PDF File: 38
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
408
(44,597)
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
395
(46,413)
9

5.  
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
378
(48,993)
 

6.   Incl. Electronic Paper
Baye, Michael R.
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
363
(51,463)
17

7.  
Credit Rationing Effects of Credit Value-at-Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 2004-032/2
Number of Pages in PDF File: 18
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
308
(62,478)
 

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
302
(63,870)
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
290
(66,825)
 

10.  
Portfolio Selection with Heavy Tails | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. TI 05-009/2
Number of Pages in PDF File: 33
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
175
(111,812)
7

11.   Incl. Electronic Paper
Teulings, Coen N.
University of Amsterdam
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
13 Jan 04
Last Revised:
02 Sep 04
173
(112,945)
19

12.  
The Herodotus Paradox | Show Abstract | Download This Paper | Open PDF in Browser |
CESifo Working Paper Series No. 3135
Number of Pages in PDF File: 26
Baye, Michael R.
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
134
(140,766)
 

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
(153,495)
 

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
115
(158,458)
 

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
111
(162,694)
 

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
102
(172,785)
 

17.  
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
91
(186,574)
 

18.  
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
84
(196,211)
2

19.  
Auctions with Numerous Bidders | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. TI 05-031/2
Number of Pages in PDF File: 30
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
82
(199,146)
1

20.  
Fundamental Volatility is Regime Specific | Show Abstract | Download This Paper | Open PDF in Browser |
NRG Working Paper No. 06-04
Number of Pages in PDF File: 36
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
(235,277)
 

21.  
World Equity Premium Based Risk Aversion Estimates | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 10-007/2
Number of Pages in PDF File: 11
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
(245,401)
 

22.  
The Downside Risk of Heavy Tails Induces Low Diversification | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper 10-082/2
Number of Pages in PDF File: 64
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
55
(247,480)
 

23.  
The Extent of Internet Auction Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Tinbergen Institute Discussion Paper No. 08-041/2
Number of Pages in PDF File: 31
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
49
(260,917)
 

24.   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
(265,680)
 

25.  
On Agricultural Commodities' Extreme Price Risk | Show Abstract | Download This Paper | Open PDF in Browser |
De Nederlandsche Bank Working Paper No. 403
Number of Pages in PDF File: 33
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
32
(306,892)
 

26.  
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
17
(367,408)
 

27.  
Babus, Ana
Imperial College London
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
27 Aug 10
16
(371,787)
 

28.   Incl. Electronic Paper
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Wang, Xuedong
Erasmus University Rotterdam (EUR) - Erasmus School of Economics
Posted:
30 May 15
Last Revised:
14 Jul 15
14
(381,141)
 

29.  
Money and the Nation State: The Financial Revolution, Government and the World Monetary System (Book Review) | Show Abstract | Add to Cart |
The Economic Journal, Vol. 114, pp. F546-F547, November 2004
Number of Pages in PDF File: 2
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
26 Oct 04
11
(394,997)
 

30.  
General Accounting, Solidarity and Pension Losses | Show Abstract | Add to Cart |
CEPR Discussion Paper No. 4209
Number of Pages in PDF File: 20
de Vries, Casper G.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Teulings, Coen N.
University of Amsterdam
Posted:
10 Feb 04
10
(399,509)
18

31.  
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
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
 

32.   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
 

33.  
Differences between Foreign Exchange Rate Regimes: The View from the Tails | Show Abstract |
Journal of International Money and Finance, Vol. 11, No. 5, 1992
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
 

34.   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
 

35.  
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
 

36.  
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
 


Records 1 - 36 of 36 matches
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