Casper G. de Vries
Names
| first: |
Casper |
| middle: |
G. |
| last: |
de Vries |
Identifer
Contact
Affiliations
-
Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
Research profile
author of:
- Value-at-Risk and Extreme Returns (RePEc:adr:anecst:y:2000:i:60:p:239-270)
by Jon Danielsson & Casper G. De Vries - Rigging the Lobbying Process: An Application of the All-Pay Auction (RePEc:aea:aecrev:v:83:y:1993:i:1:p:289-94)
by Baye, Michael R & Kovenock, Dan & de Vries, Casper G - Fiat Exchange in Finite Economies (RePEc:aub:autbar:310.95)
by Kovenock, D. & de Vries, C.G. - The All-Pay Auction with Complete Information (RePEc:aub:autbar:311.95)
by Kovenock, D. & de Vries, C.G. - Challenges in Implementing Worst-Case Analysis (RePEc:bca:bocawp:18-47)
by Jon Danielsson & Lerby Ergun & Casper G. de Vries - Tail Index Estimation: Quantile-Driven Threshold Selection (RePEc:bca:bocawp:19-28)
by Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries - Covariates Hiding in the Tails (RePEc:bca:bocawp:21-45)
by Milian Bachem & Lerby Ergun & Casper de Vries - Risk measures for autocorrelated hedge fund returns (RePEc:bdi:wptemi:td_831_11)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - Abnormal returns, risk, and options in large data sets (RePEc:bla:stanee:v:52:y:1998:i:3:p:324-335)
by S. Caserta & J. DanÃÂÃÂelsson & C. G. De Vries - Tail Index and Quantile Estimation with Very High Frequency Data (RePEc:ces:ceswps:_116)
by Casper De Vries & Jon Danielsson & Casper G, de Vries - The Herodotus Paradox (RePEc:ces:ceswps:_3135)
by Michael R. Baye & Dan Kovenock J. & Casper De Vries & Casper G, de Vries - World Equity Premium Based Risk Aversion Estimates (RePEc:ces:ceswps:_3152)
by Lorenzo C. G. Pozzi & Casper De Vries & Jorn Zenhorst & Casper G, de Vries - Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach (RePEc:ces:ceswps:_373)
by Michael R. Baye & Dan Kovenock & Casper De Vries & Casper G, de Vries - Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates (RePEc:ces:ceswps:_5421)
by Casper De Vries & Xuedong Wang & Casper G, de Vries - Asset-based lending (RePEc:ces:ceswps:_7662)
by Suzanne H. Bijkerk & Casper G, de Vries - The All-pay Auction with Complete Information (RePEc:ces:ceswps:_90)
by Michael R. Baye & Dan Kovenock & Casper De Vries & Casper G, de Vries - The Impact of Competition on Prices with Numerous Firms (RePEc:chu:wpaper:13-07)
by Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries - Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk (RePEc:chu:wpaper:13-13)
by Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou - Mixed Strategy Trade Equilibria (RePEc:cje:issued:v:25:y:1992:i:2:p:281-93)
by Michael R. Baye & Casper G. De Vries - Asset Market Linkages in Crisis Periods (RePEc:cpr:ceprdp:2916)
by de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan - Generational Accounting, Solidarity and Pension Losses (RePEc:cpr:ceprdp:4209)
by de Vries, Casper & Teulings, Coen - Fundamentals and Joint Currency Crises (RePEc:cpr:ceprdp:4338)
by de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan - The Forward Premium Puzzle and Latent Factors Day by Day (RePEc:cpr:ceprdp:7772)
by de Vries, Casper & von Hagen, Jurgen & Bernoth, Kerstin - Estimating a Latent Risk Premium in Exchange Rate Futures (RePEc:diw:diwwpp:dp1733)
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries - Currency Futures' Risk Premia and Risk Factors (RePEc:diw:diwwpp:dp1866)
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries - The Forward Premium Puzzle and Latent Factors Day by Day (RePEc:diw:diwwpp:dp989)
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries - Asset market linkages in crisis periods (RePEc:ecb:ecbwps:200171)
by Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper - Fundamentals and joint currency crises (RePEc:ecb:ecbwps:2004324)
by Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper - Banking system stability: a cross-Atlantic perspective (RePEc:ecb:ecbwps:2005527)
by Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper - Global stochastic properties of dynamic models and their linear approximations (RePEc:eee:dyncon:v:34:y:2010:i:5:p:817-824)
by Babus, Ana & de Vries, Casper G. - Simulating and calibrating diversification against black swans (RePEc:eee:dyncon:v:36:y:2012:i:8:p:1162-1175)
by Hyung, Namwon & de Vries, Casper G. - Simulating currency substitution bias (RePEc:eee:ecolet:v:28:y:1988:i:3:p:269-272)
by Boon, Martin & Kool, Clemens & De Vries, Casper - Comparing downside risk measures for heavy tailed distributions (RePEc:eee:ecolet:v:92:y:2006:i:2:p:202-208)
by Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G. - Heavy tails of OLS (RePEc:eee:econom:v:172:y:2013:i:2:p:205-221)
by Mikosch, Thomas & de Vries, Casper G. - Fat tails, VaR and subadditivity (RePEc:eee:econom:v:172:y:2013:i:2:p:283-291)
by Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G. - On the relation between GARCH and stable processes (RePEc:eee:econom:v:48:y:1991:i:3:p:313-324)
by de Vries, Casper G. - International trade and exchange rate volatility (RePEc:eee:eecrev:v:36:y:1992:i:6:p:1311-1321)
by Viaene, Jean-Marie & de Vries, Casper G. - New evidence on the effectiveness of foreign exchange market intervention (RePEc:eee:eecrev:v:39:y:1995:i:3-4:p:501-508)
by Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G. - Portfolio selection with heavy tails (RePEc:eee:empfin:v:14:y:2007:i:3:p:383-400)
by Hyung, Namwon & de Vries, Casper G. - Heavy tails and currency crises (RePEc:eee:empfin:v:17:y:2010:i:2:p:241-254)
by Hartmann, P. & Straetmans, S. & de Vries, C.G. - A note on the relationship between GARCH and symmetric stable processes (RePEc:eee:empfin:v:2:y:1995:i:3:p:253-264)
by Groenendijk, Patrick A. & Lucas, Andre & de Vries, Casper G. - Portfolio selection with limited downside risk (RePEc:eee:empfin:v:7:y:2000:i:3-4:p:247-269)
by Jansen, Dennis W. & Koedijk, Kees G. & de Vries, Casper G. - It takes two to tango: Equilibria in a model of sales (RePEc:eee:gamebe:v:4:y:1992:i:4:p:493-510)
by Baye, Michael R. & Kovenock, Dan & de Vries, Casper G. - The Herodotus paradox (RePEc:eee:gamebe:v:74:y:2012:i:1:p:399-406)
by Baye, Michael R. & Kovenock, Dan & de Vries, Casper G. - Fixing soft margins (RePEc:eee:inecon:v:34:y:1993:i:3-4:p:359-374)
by Kofman, Paul & de Vaal, Albert & de Vries, Casper G. - Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (RePEc:eee:insuma:v:38:y:2006:i:1:p:39-56)
by Geluk, J.L. & De Vries, C.G. - The customs union argument for a monetary union (RePEc:eee:jbfina:v:14:y:1990:i:5:p:877-887)
by van Marrewijk, Charles & de Vries, Casper G. - Incentives for effective risk management (RePEc:eee:jbfina:v:26:y:2002:i:7:p:1407-1425)
by Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G. - The simple economics of bank fragility (RePEc:eee:jbfina:v:29:y:2005:i:4:p:803-825)
by De Vries, C.G. - Systemic risk and diversification across European banks and insurers (RePEc:eee:jbfina:v:37:y:2013:i:3:p:773-785)
by Slijkerman, Jan Frederik & Schoenmaker, Dirk & de Vries, Casper G. - The number of active bidders in internet auctions (RePEc:eee:jetheo:v:148:y:2013:i:4:p:1726-1736)
by de Haan, Laurens & de Vries, Casper G. & Zhou, Chen - The impact of competition on prices with numerous firms (RePEc:eee:jetheo:v:165:y:2016:i:c:p:1-24)
by Gabaix, Xavier & Laibson, David & Li, Deyuan & Li, Hongyi & Resnick, Sidney & de Vries, Casper G. - Differences between foreign exchange rate regimes: The view from the tails (RePEc:eee:jimfin:v:11:y:1992:i:5:p:462-473)
by Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G. - Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation (RePEc:eee:jmvana:v:76:y:2001:i:2:p:226-248)
by Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G. - An experimental examination of rational rent-seeking (RePEc:eee:poleco:v:14:y:1998:i:4:p:783-800)
by Potters, Jan & de Vries, Casper G. & van Winden, Frans - Endogeneity in European money demand (RePEc:eee:poleco:v:16:y:2000:i:4:p:587-609)
by Arnold, Ivo J. M. & de Vries, Casper G. - Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes (RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224)
by de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G. - Consistent measures of risk (RePEc:ehl:lserod:24517)
by Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G. - Subadditivity re–examined: the case for value-at-risk (RePEc:ehl:lserod:24668)
by Danielsson, Jon & Jorgensen, Bjørn N. & Mandira, Sarma & Samorodnitsky, Gennady & Vries, C. G. de - Comparing downside risk measures for heavy tailed distribution (RePEc:ehl:lserod:24671)
by Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de - Tail index estimation: quantile driven threshold selection (RePEc:ehl:lserod:66193)
by Danielsson, Jon & Ergun, Lerby M. & Haan, Laurens de & Vries, Casper G. de - VaR stress tests for highly non‐linear portfolios (RePEc:eme:jrfpps:15265940510633451)
by John H.J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries - Using a bootstrap method to choose the sample fraction in tail index estimation (RePEc:ems:eureir:1652)
by Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G. - Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (RePEc:ems:eureir:1800)
by Geluk, J.L. & de Vries, C.G. - Asset market linkages in crisis periods (RePEc:fip:fedhpr:727)
by Casper G. De Vries & Philipp Hartman & Stefan Straetmans - On the frequency of large stock returns: putting booms and busts into perspective (RePEc:fip:fedlwp:1989-006)
by Casper G. De Vries & Dennis W. Jansen - The value of value at risk: statistical, financial, and regulatory considerations (summary) (RePEc:fip:fednep:y:1998:i:oct:p:107-108:n:v.4no.3)
by Jón Daníelsson & Casper G. De Vries & Bjorn N. Jorgensen - Beyond the Sample: Extreme Quantile and Probability Estimation (RePEc:fmg:fmgdps:dp298)
by Jon Danielsson & Casper G. de Vries - Subadditivity Re–Examined: the Case for Value-at-Risk (RePEc:fmg:fmgdps:dp549)
by Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson - Comparing Downside Risk Measures for Heavy Tailed Distributions (RePEc:fmg:fmgdps:dp551)
by Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson - Consistent Measures of Risk (RePEc:fmg:fmgdps:dp565)
by Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson - International Trade And Exchange Rate Volatility (RePEc:fth:erroec:8905)
by Viaene, J-M. & De Vries, C.G. - Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist (RePEc:fth:pensta:10-93-10a)
by Baye, M.R. & Gillette, A. & De Vries, C.G. - The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates (RePEc:fth:pensta:10-93-9)
by Baye, M.R. & Kovenock, D. & De Vries, C.G. - The All-Pay Auction with Complete Information (RePEc:fth:pensta:8-92-1)
by Baye, M.R. & Kovenock, D. & De Vries, C. - Rigging the Lobbying Process: An Application of the All- Pay Auction (RePEc:fth:pensta:9-92-2)
by Baye, M.R. & Kovenock, D. & De Vries, C.G. - Between Realignments and Intervention: the Belgian Franc in the European Monetary System (RePEc:fth:purkib:94-001)
by Koedijk, K.G. & Stork, P.A. & de Vries, C. - Stylized Facts of Nominal Exchange Rate Returns (RePEc:fth:purkib:94-002)
by De Vries, C.G. & Leuven, K.U. - Asset Market Linkages in Crisis Periods (RePEc:fth:uqamge:71)
by Hartmann, P. & Straetmans, S. & De Vries, C.G. - Fundamental Volatility is Regime Specific (RePEc:gla:glaewp:2005_22)
by Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries - IMF Support and Inter-regime Exchange rate Volatility (RePEc:gla:glaewp:2007_37)
by Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries - International Growth with Free Trade in Equities and Goods: A Comment (RePEc:ier:iecrev:v:24:y:1983:i:3:p:761-69)
by de Vries, C G - Optimal Localized Production Experience and Schooling (RePEc:ier:iecrev:v:33:y:1992:i:1:p:91-110)
by van Marrewijk, Charles & de Vries, Casper G & Withagen, Cees - Piecemeal versus Precipitous Factor Market Integration (RePEc:ier:iecrev:v:36:y:1995:i:3:p:569-82)
by Dellas, Harris & de Vries, Casper G - Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach (RePEc:iuk:wpaper:2004-24)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - Contests with Rank-Order Spillovers (RePEc:iuk:wpaper:2008-20)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - The Herodotus Paradox (RePEc:iuk:wpaper:2010-16)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - Generational Accounting, Solidarity and Pension Losses (RePEc:iza:izadps:dp961)
by Teulings, Coen & de Vries, Casper G. - An EMS target zone model in discrete time (RePEc:jae:japmet:v:13:y:1998:i:1:p:31-48)
by Kees G. Koedijk & Philip A. Stork & Casper G. De Vries - The Limiting Distribution of Extremal Exchange Rate Returns (RePEc:jae:japmet:v:6:y:1991:i:3:p:287-302)
by Hols, Martien C A B & de Vries, Casper G - Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (RePEc:kap:annfin:v:4:y:2008:i:3:p:345-367)
by Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang - Generational Accounting, Solidarity and Pension Losses (RePEc:kap:decono:v:154:y:2006:i:1:p:63-83)
by Coen Teulings & Casper Vries - The Forex Regime and EMU Expansion (RePEc:kap:openec:v:14:y:2003:i:3:p:285-298)
by Pieter van Foreest & Casper de Vries - IMF Support and Inter-Regime Exchange Rate Volatility (RePEc:kap:openec:v:23:y:2012:i:1:p:193-211)
by Ivo Arnold & Ronald MacDonald & Casper Vries - The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates (RePEc:kap:pubcho:v:81:y:1994:i:3-4:p:363-80)
by Baye, Michael R & Kovenock, Dan & de Vries, Casper G - The Incidence of Overdissipation in Rent-Seeking Contests (RePEc:kap:pubcho:v:99:y:1999:i:3-4:p:439-54)
by Baye, Michael R & Kovenock, Dan & de Vries, Casper G - Banking System Stability. A Cross-Atlantic Perspective (RePEc:nbr:nberch:9609)
by Philipp Hartmann & Stefan Straetmans & Casper de Vries - Banking System Stability: A Cross-Atlantic Perspective (RePEc:nbr:nberwo:11698)
by Philipp Hartmann & Stefan Straetmans & Casper G. De Vries - Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:oup:jfinec:v:13:y:2015:i:4:p:868-895.)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - The drivers of downside equity tail risk (RePEc:pra:mprapa:45591)
by Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen - The cross-section of tail risks in stock returns (RePEc:pra:mprapa:45592)
by Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen - Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk (RePEc:pui:dpaper:2)
by Charnchai Leuwattanachotinan & Casper G. de Vries - Rigging The Lobbying Process: An Application Of The All- Pay Auction (RePEc:pur:prukra:1002)
by Baye, M.R. & Kovenock, D. & De Vries, C.G. - The All-Pay Auction With Complete Information (RePEc:pur:prukra:1007)
by Baye, M.R. & Kovenock, D. & De Vries, C.G. - The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates (RePEc:pur:prukra:1039)
by Baye, M.R. & Kovenock, D. & De Vries, C.G. - Fiat Exchange in Finite Economies (RePEc:pur:prukra:1079)
by Kovenock, D. & De Vries, C.G. - Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach (RePEc:pur:prukra:1137)
by Baye, M.R. & Kovenock D. & De Vries, C.G. - Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations (RePEc:sen:rebelj:v:56:i:4:y:2011:p:394-405)
by J.A. Attey & C.G. De Vries - Contests with rank-order spillovers (RePEc:spr:joecth:v:51:y:2012:i:2:p:315-350)
by Michael Baye & Dan Kovenock & Casper Vries - The all-pay auction with complete information (*) (RePEc:spr:joecth:v:8:y:1996:i:2:p:291-305)
by Dan Kovenock & Michael R. Baye & Casper G. de Vries - Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation (RePEc:tin:wpaper:19970016)
by J. Danielsson & L. de Haan & L. Peng & C.G. de Vries - The Incidence of Overdissipation in Rent-Seeking Contests (RePEc:tin:wpaper:19970045)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - Beyond the Sample: Extreme Quantile and Probability Estimation (RePEc:tin:wpaper:19980016)
by Jón Daníelsson & Casper G. de Vries - Value-at-Risk and Extreme Returns (RePEc:tin:wpaper:19980017)
by Jón Daníelsson & Casper G. de Vries - The EURO, Prudent Coherence? (RePEc:tin:wpaper:19980070)
by Ivo J.M. Arnold & Casper G. de Vries - A Hybrid Joint Moment Ratio Test for Financial Time Series (RePEc:tin:wpaper:19980104)
by Patrick A. Groenendijk & André Lucas & Casper G. de Vries - Abnormal Returns, Risk, and Options in Large Data Sets (RePEc:tin:wpaper:19980107)
by Silvia Caserta & Jon Danielsson & Casper G. de Vries - Endogenous Financial Structure and the Transmission of ECB Policy (RePEc:tin:wpaper:19990021)
by Ivo J.M. Arnold & Casper G. de Vries - Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series (RePEc:tin:wpaper:19990088)
by Jaap Geluk & Liang Peng & Casper G. de Vries - Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach (RePEc:tin:wpaper:20000103)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation (RePEc:tin:wpaper:20010069)
by Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang - Portfolio Diversification Effects and Regular Variation in Financial Data (RePEc:tin:wpaper:20010070)
by Namwon Hyung & Casper G. de Vries - Asset Market Linkages in Crisis Periods (RePEc:tin:wpaper:20010071)
by P. Hartmann & S. Straetmans & C.G. de Vries - Incentives for Effective Risk Management (RePEc:tin:wpaper:20010094)
by Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries - The Forex Regime and EMU Expansion (RePEc:tin:wpaper:20020010)
by Pieter W. van Foreest & Casper G. de Vries - Generational Accounting, Solidarity and Pension Losses (RePEc:tin:wpaper:20030094)
by Coen N. Teulings & Casper G. de Vries - Credit Rationing Effects of Credit Value-at-Risk (RePEc:tin:wpaper:20040032)
by Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries - Optimal Confidence Intervals for the Tail Index and High Quantiles (RePEc:tin:wpaper:20040090)
by Ana Ferreira & Casper G. de Vries - Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities (RePEc:tin:wpaper:20040102)
by J.L. Geluk & C.G. de Vries - Portfolio Diversification Effects of Downside Risk (RePEc:tin:wpaper:20050008)
by Namwon Hyung & Casper G. de Vries - Portfolio Selection with Heavy Tails (RePEc:tin:wpaper:20050009)
by Namwon Hyung & Casper G. de Vries - Auctions with Numerous Bidders (RePEc:tin:wpaper:20050031)
by Silvia Caserta & Casper G. de Vries - Risk Diversification by European Financial Conglomerates (RePEc:tin:wpaper:20050110)
by Jan Frederik Slijkerman & Dirk Schoenmaker & Casper de Vries - Tail Probabilities for Regression Estimators (RePEc:tin:wpaper:20060085)
by Thomas Mikosch & Casper G. de Vries - Large Swings in Currencies driven by Fundamentals (RePEc:tin:wpaper:20060086)
by Phornchanok Cumperayot & Casper G. de Vries - Weak & Strong Financial Fragility (RePEc:tin:wpaper:20070023)
by J.L. Geluk & L. de Haan & C.G. de Vries - The Forward Premium Puzzle only emerges gradually (RePEc:tin:wpaper:20070033)
by Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries - The Extent of Internet Auction Markets (RePEc:tin:wpaper:20080041)
by Laurens de Haan & Casper de Vries & Chen Zhou - Contests with Rank-Order Spillovers (RePEc:tin:wpaper:20090066)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - World Equity Premium based Risk Aversion Estimates (RePEc:tin:wpaper:20100007)
by L.C.G. Pozzi & C.G. de Vries & J. Zenhorst - Global Stochastic Properties of Dynamic Models and their Linear Approximations (RePEc:tin:wpaper:20100081)
by Ana Babus & Casper G. de Vries - The Downside Risk of Heavy Tails induces Low Diversification (RePEc:tin:wpaper:20100082)
by Namwon Hyung & Casper G. de Vries - The Herodotus Paradox (RePEc:tin:wpaper:20100090)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - Risk Measures for Autocorrelated Hedge Fund Returns (RePEc:tin:wpaper:20110084)
by Antonio Di Cesare & Philip A. Stork & Casper G. de Vries - Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates (RePEc:tin:wpaper:20150066)
by Casper de Vries & Xuedong Wang - Monetary Policy in the Presence of Random Wage Indexation (RePEc:tin:wpaper:20160086)
by Jonathan A. Attey & Casper G. de Vries - Asset-Based Lending (RePEc:tin:wpaper:20190032)
by Suzanne Bijkerk & Casper de Vries - The All-Pay Auction with Complete Information (RePEc:tiu:tiucen:8739e73c-3375-40b8-b29b-b56512292466)
by Baye, M. & Kovenock, D. & de Vries, C. - On the relation between GARCH and stable processes (RePEc:tiu:tiucen:d62fff49-1d73-4806-beed-808f9a596c06)
by de Vries, C.G. - An experimental examination of rational rentseeking (RePEc:tiu:tiutis:496ad30e-8453-4c83-a5e1-5a60ca67dbc2)
by Potters, J.J.M. & de Vries, C.G. & van Winden, F.A.A.M. - VaR stress for highly non-linear portfolios (RePEc:tiu:tiutis:5181b877-7819-4330-97d6-085ebf977492)
by Einmahl, J.H.J. & Foppen, W. & Laseroms, O. & de Vries, C.G. - On the relation between GARCH and stable processes (RePEc:tiu:tiutis:6e9f0b15-627b-4b3d-9ca4-8915e85ae32f)
by de Vries, C.G. - The All-Pay Auction with Complete Information (RePEc:tiu:tiutis:8739e73c-3375-40b8-b29b-b56512292466)
by Baye, M. & Kovenock, D. & de Vries, C. - On the relation between GARCH and stable processes (RePEc:tiu:tiutis:d62fff49-1d73-4806-beed-808f9a596c06)
by de Vries, C.G. - It takes two to tango : Equilibria in a model of sales (RePEc:tiu:tiutis:db7cea48-8632-4759-8ca4-e46bc85b5c09)
by Baye, M.R. & Kovenock, D. & de Vries, C.G. - Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles (RePEc:tpr:restat:v:70:y:1988:i:3:p:512-15)
by de Vries, Casper G - On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective (RePEc:tpr:restat:v:73:y:1991:i:1:p:18-24)
by Jansen, Dennis W & de Vries, Casper G - Asset Market Linkages in Crisis Periods (RePEc:tpr:restat:v:86:y:2004:i:1:p:313-326)
by P. Hartmann & S. Straetmans & C. G. de Vries - Exploiting tail shape biases to discriminate between stable and student t alternatives (RePEc:wly:japmet:v:33:y:2018:i:5:p:708-726)
by Pengfei Sun & Casper G. de Vries - The Term Structure of Currency Futures' Risk Premia (RePEc:wly:jmoncb:v:54:y:2022:i:1:p:5-38)
by Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries - The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets (RePEc:wop:olaswp:_012)
by Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries, - Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach (RePEc:wzb:wzebiv:fsiv00-13)
by Michael R. Baye & Dan Kovenock & Casper G. de Vries - The forward premium puzzle and latent factors day by day (RePEc:zbw:vfsc12:62017)
by Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper