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Kevin Dowd

Personal Details

First Name:Kevin
Middle Name:
Last Name:Dowd
Suffix:
RePEc Short-ID:pdo21
http://www.nottingham.ac.uk/~lizkd

Affiliation

(in no particular order)

Cato Institute

Washington, District of Columbia (United States)
http://www.cato.org/
RePEc:edi:catoous (more details at EDIRC)

Centre for Risk and Insurance Studies
Business School
University of Nottingham

Nottingham, United Kingdom
http://www.nottingham.ac.uk/unbs/cris/
RePEc:edi:crnotuk (more details at EDIRC)

Business School
University of Nottingham

Nottingham, United Kingdom
http://www.nottingham.ac.uk/business/
RePEc:edi:smnotuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Cotter, John & Dowd, Kevin, 2007. "Estimating financial risk measures for futures positions: a non-parametric approach," MPRA Paper 3503, University Library of Munich, Germany.
  2. Cotter, John & Dowd, Kevin, 2007. "Exponential Spectral Risk Measures," MPRA Paper 3499, University Library of Munich, Germany.
  3. Cotter, John & Dowd, Kevin, 2007. "Intra-Day Seasonality in Foreign Exchange Market Transactions," MPRA Paper 3502, University Library of Munich, Germany.
  4. Cotter, John & Dowd, Kevin, 2007. "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," MPRA Paper 3493, University Library of Munich, Germany.
  5. Cotter, John & Dowd, Kevin, 2007. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," MPRA Paper 3504, University Library of Munich, Germany.
  6. Cotter, John & Blake, David & Dowd, Kevin, 2006. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper 3498, University Library of Munich, Germany.
  7. Cotter, John & Dowd, Kevin, 2006. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," MPRA Paper 3495, University Library of Munich, Germany.
  8. Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany.
  9. Cotter, John & Dowd, Kevin, 2006. "U.S. Core Inflation: A Wavelet Analysis," MPRA Paper 3520, University Library of Munich, Germany.
  10. Andrew Cairns & Kevin Dowd, 2003. "(UBS Pensions series 17) Long-Term Value at Risk," FMG Discussion Papers dp468, Financial Markets Group.

Articles

  1. Dowd, Kevin, 2007. "Too good to be true? The (In)credibility of the UK inflation fan charts," Journal of Macroeconomics, Elsevier, vol. 29(1), pages 91-102, March.
  2. Cotter, John & Dowd, Kevin, 2006. "Extreme spectral risk measures: An application to futures clearinghouse margin requirements," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3469-3485, December.
  3. Dowd, Kevin & Cairns, Andrew J.G. & Blake, David, 2006. "Mortality-dependent financial risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 427-440, June.
  4. Cairns, Andrew J.G. & Blake, David & Dowd, Kevin, 2006. "Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans," Journal of Economic Dynamics and Control, Elsevier, vol. 30(5), pages 843-877, May.
  5. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003. "Pensionmetrics 2: stochastic pension plan design during the distribution phase," Insurance: Mathematics and Economics, Elsevier, vol. 33(1), pages 29-47, August.
  6. Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2001. "Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 187-215, October.
  7. Dowd, Kevin, 2000. "Using Futures Prices to Control Inflation: Reply to Garrison and White," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(1), pages 142-145, February.
  8. Dowd, Kevin, 2000. "Adjusting for risk:: An improved Sharpe ratio," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 209-222, July.
  9. Chappell, David & Dowd, Kevin, 1997. "A Simple Model of the Gold Standard," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 94-105, February.
  10. Dowd, Kevin, 1997. "Anarchy, Warfare, and Social Order: Comment on Hirshleifer," Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 648-651, June.
  11. Dowd, Kevin, 1996. "The Analytics of Bimetallism," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(3), pages 281-297, September.
  12. Dowd, Kevin, 1996. "The Case for Financial Laissez-Faire," Economic Journal, Royal Economic Society, vol. 106(436), pages 679-687, May.
  13. Dowd, Kevin, 1996. "Costly Verification and Banking," Oxford Economic Papers, Oxford University Press, vol. 48(4), pages 601-617, October.
  14. Dowd, Kevin, 1996. "Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply," Economic Journal, Royal Economic Society, vol. 106(436), pages 635-636, May.
  15. Dowd, Kevin, 1995. "Deflating the productivity norm," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 717-732.
  16. Dowd, Kevin, 1995. "The Mechanics of Indirect Convertibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(1), pages 67-88, February.
  17. Dowd, Kevin, 1994. "A Proposal to End Inflation," Economic Journal, Royal Economic Society, vol. 104(425), pages 828-840, July.
  18. Dowd, Kevin, 1994. "Competitive Banking, Bankers' Clubs, and Bank Regulation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(2), pages 289-308, May.
  19. Dowd, Kevin & Greenaway, David, 1993. "Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas," Economic Journal, Royal Economic Society, vol. 103(420), pages 1180-1189, September.
  20. Kevin Dowd & Anthony A. Sampson, 1993. "A New Model of the Gold Standard," Canadian Journal of Economics, Canadian Economics Association, vol. 26(2), pages 380-391, May.
  21. Dowd, Kevin, 1992. "The Monetary Economics of Henry Meulen," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 173-183, May.
  22. Dowd, Kevin, 1992. "Optimal Financial Contracts," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 672-693, October.
  23. Dowd, Kevin, 1992. "Consumer Demand, 'Full Income' and Real Wages," Empirical Economics, Springer, vol. 17(3), pages 333-345.
  24. Dowd, Kevin, 1992. "Models of Banking Instability: A Partial Review of the Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 6(2), pages 107-132.
  25. Dowd, Kevin, 1991. "A note on the demand for non-durable goods," Journal of Macroeconomics, Elsevier, vol. 13(3), pages 543-551.
  26. Dowd, Kevin, 1990. "Did Central Banks Evolve Naturally? A Review Essay of Charles Goodhart's The Evolution of Central Banks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(1), pages 97-104, February.
  27. Dowd, Kevin, 1990. "The Value of Time and the Transactions Demand for Money," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(1), pages 51-64, February.
  28. Chappell, David & Dowd, Kevin, 1989. "A simple model of macroeconomic policy," Economic Modelling, Elsevier, vol. 6(4), pages 447-451, October.
  29. K Alec Chrystal & Kevin Dowd, 1987. "Would a higher fiscal deficit stimulate the economy?," Fiscal Studies, Institute for Fiscal Studies, vol. 8(1), pages 17-23, February.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (5) 2007-06-18 2007-06-18 2007-06-18 2007-06-18 2007-06-18. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2007-06-18 2007-06-18 2007-06-18
  3. NEP-MST: Market Microstructure (2) 2007-06-18 2007-06-18
  4. NEP-BEC: Business Economics (1) 2007-06-18
  5. NEP-ECM: Econometrics (1) 2007-06-18
  6. NEP-IFN: International Finance (1) 2007-06-18
  7. NEP-UPT: Utility Models and Prospect Theory (1) 2007-06-18

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