Browsing All of EconStor by Author de Vries, Casper G.

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Year of PublicationTitleAuthor(s)
2005 Portfolio Diversification Effects of Downside RiskHyung, Namwon; de Vries, Casper G.
2006 Large Swings in Currencies driven by FundamentalsCumperayot, Phornchanok; de Vries, Casper G.
2006 Tail Probabilities for Regression EstimatorsMikosch, Thomas; de Vries, Casper G.
2007 The Forward Premium Puzzle only emerges graduallyBernoth, Kerstin; von Hagen, Jürgen; de Vries, Casper G.
2009 Contests with Rank-Order SpilloversBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2010 The forward premium puzzle and latent factors day by dayBernoth, Kerstin; von Hagen, Jürgen; de Vries, Casper G.
2010 Global Stochastic Properties of Dynamic Models and their Linear ApproximationsBabus, Ana; de Vries, Casper G.
2010 The Downside Risk of Heavy Tails induces Low DiversificationHyung, Namwon; de Vries, Casper G.
2010 The Herodotus ParadoxBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2010 World equity premium based risk aversion estimatesPozzi, Lorenzo C. G.; de Vries, Casper G.; Zenhorst, Jorn
2010 The Herodotus ParadoxBaye, Michael R.; Kovenock, Dan; de Vries, Casper G.
2011 Risk Measures for Autocorrelated Hedge Fund ReturnsCesare, Antonio Di; Stork, Philip A.; de Vries, Casper G.
2016 Monetary Policy in the Presence of Random Wage IndexationAttey, Jonathan A.; de Vries, Casper G.
2018 Estimating a latent risk premium in exchange rate futuresBernoth, Kerstin; von Hagen, Jürgen; de Vries, Casper G.
2018 Challenges in implementing worst-case analysisDaníelsson, Jón; Ergun, Lerby M.; de Vries, Casper G.
2019 Tail index estimation: Quantile-driven threshold selectionDaníelsson, Jón; Ergun, Lerby M.; de Haan, Laurens; de Vries, Casper G.
2019 Asset-Based LendingBijkerk, Suzanne H.; de Vries, Casper G.
2019 Asset-based lendingBijkerk, Suzanne H.; de Vries, Casper G.