Kyle Moore

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

P.O. Box 1738

3000 DR Rotterdam, NL 3062 PA

Netherlands

SCHOLARLY PAPERS

4

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CITATIONS
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4

Scholarly Papers (4)

'Too Big to Fail' or 'Too Non-Traditional to Fail'?: The Determinants of Banks' Systemic Importance

Number of pages: 34 Posted: 29 Jan 2012 Last Revised: 27 Mar 2013
Kyle Moore and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 238 (107,854)
Citation 3

Abstract:

too big to fail, too connected to fail, determinants of systemic importance, systemically important financial institution, systemic risk, systemic importance, multivariate extreme value theory

Identifying Systemically Important Financial Institutions: Size and Other Determinants

De Nederlandsche Bank Working Paper No. 347
Number of pages: 39 Posted: 12 Jul 2012 Last Revised: 19 Oct 2012
Kyle Moore and Chen Zhou
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and De Nederlandsche Bank
Downloads 118 (201,725)
Citation 3

Abstract:

2.

Corporate Social Responsibility and Downside Equity Tail Risk

Number of pages: 41 Posted: 12 Dec 2013
Dolf Diemont, Aloy Soppe and Kyle Moore
University of Oxford - St. Catherine's College, Erasmus University Rotterdam (EUR) - Erasmus School of Law and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 114 (175,637)

Abstract:

tail risk, risk management, corporate social responsibility, panel data, pricing factors

3.

The Drivers of Downside Equity Tail Risk

Number of pages: 36 Posted: 27 Mar 2013
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 104 (189,904)

Abstract:

Extreme Value Theory, Hypothesis Testing, Tail Index, Tail Risk

4.

The Cross-Section of Tail Risks in Stock Returns

Number of pages: 23 Posted: 27 Mar 2013
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Erasmus University Rotterdam (EUR), Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and De Nederlandsche Bank
Downloads 84 (220,203)
Citation 1

Abstract:

Heavy-tail distribution, safety-first utility, asset pricing