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 Kingdomhttp://www.nottingham.ac.uk/unbs/cris/
RePEc:edi:crnotuk (more details at EDIRC)
Business School
University of Nottingham
Nottingham, United Kingdomhttp://www.nottingham.ac.uk/business/
RePEc:edi:smnotuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Cotter, John & Dowd, Kevin, 2007.
"Estimating financial risk measures for futures positions: a non-parametric approach,"
MPRA Paper
3503, University Library of Munich, Germany.
- John Cotter & Kevin Dowd, 2010. "Estimating financial risk measures for futures positions: A nonparametric approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 689-703, July.
- John Cotter & Kevin Dowd, 2011. "Estimating Financial Risk Measures for Futures Positions:A Non-Parametric Approach," Working Papers 200613, Geary Institute, University College Dublin.
- john cotter & kevin dowd, 2011. "Estimating financial risk measures for futures positions: a non-parametric approach," Papers 1103.5666, arXiv.org.
- Cotter, John & Dowd, Kevin, 2007.
"Exponential Spectral Risk Measures,"
MPRA Paper
3499, University Library of Munich, Germany.
- Kevin Dowd & John Cotter, 2007. "Exponential Spectral Risk Measures," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 57-66, December.
- Kevin Dowd & John Cotter, 2011. "Exponential Spectral Risk Measures," Papers 1103.5409, arXiv.org.
- Cotter, John & Dowd, Kevin, 2007.
"Intra-Day Seasonality in Foreign Exchange Market Transactions,"
MPRA Paper
3502, University Library of Munich, Germany.
- Cotter, John & Dowd, Kevin, 2010. "Intra-day seasonality in foreign exchange market transactions," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 287-294, April.
- john cotter & kevin dowd, 2011. "Intra-Day Seasonality in Foreign Exchange Market Transactions," Papers 1103.5664, arXiv.org.
- 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.
- Cotter, John & Dowd, Kevin, 2007. "The tail risks of FX return distributions: A comparison of the returns associated with limit orders and market orders," Finance Research Letters, Elsevier, vol. 4(3), pages 146-154, September.
- john cotter & kevin dowd, 2011. "The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders," Papers 1103.5661, arXiv.org.
- Cotter, John & Dowd, Kevin, 2007.
"Evaluating the Precision of Estimators of Quantile-Based Risk Measures,"
MPRA Paper
3504, University Library of Munich, Germany.
- John Cotter & Kevin Dowd, 2011. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Working Papers 200743, Geary Institute, University College Dublin.
- Kevin Dowd & John Cotter, 2011. "Evaluating the Precision of Estimators of Quantile-Based Risk Measures," Papers 1103.5665, arXiv.org.
- 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.
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," Papers 1103.5978, arXiv.org.
- David Blake & John Cotter & Kevin Dowd, 2011. "Financial Risks and the Pension Protection Fund:Can It Survive Them?," Working Papers 200615, Geary Institute, University College Dublin.
- 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.
- John Cotter & Kevin Dowd, 2011. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers 200616, Geary Institute, University College Dublin.
- John Cotter & Kevin Dowd, 2011. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Papers 1103.5408, arXiv.org.
- Kevin Dowd & John Cotter, 2011. "Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements," Working Papers 200742, Geary Institute, University College Dublin.
- Cotter, JOhn & Dowd, Kevin, 2006.
"Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements,"
MPRA Paper
3505, University Library of Munich, Germany.
- 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.
- John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers 1103.5653, arXiv.org.
- John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Working Papers 200516, Geary Institute, University College Dublin.
- Cotter, John & Dowd, Kevin, 2006.
"U.S. Core Inflation: A Wavelet Analysis,"
MPRA Paper
3520, University Library of Munich, Germany.
- Dowd, Kevin & Cotter, John & Loh, Lixia, 2011. "U.S. Core Inflation: A Wavelet Analysis," Macroeconomic Dynamics, Cambridge University Press, vol. 15(4), pages 513-536, September.
- Kevin Dowd & John Cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Working Papers 200617, Geary Institute, University College Dublin.
- kevin dowd & john cotter, 2011. "U.S. Core Inflation: A Wavelet Analysis," Papers 1103.5659, arXiv.org.
- Andrew Cairns & Kevin Dowd, 2003. "(UBS Pensions series 17) Long-Term Value at Risk," FMG Discussion Papers dp468, Financial Markets Group.
Articles
- 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.
- 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.
- John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Papers 1103.5653, arXiv.org.
- Cotter, JOhn & Dowd, Kevin, 2006. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," MPRA Paper 3505, University Library of Munich, Germany.
- John Cotter & Kevin Dowd, 2011. "Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements," Working Papers 200516, Geary Institute, University College Dublin.
- 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.
- 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.
- Cairns, Andrew J. G. & Blake, David & Dowd, Kevin, 2004. "Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans," LSE Research Online Documents on Economics 24831, London School of Economics and Political Science, LSE Library.
- 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.
- Blake, David & Cairns, Andrew J. G. & Dowd, Kevin, 2003. "Pensionmetrics 2: stochastic pension plan design during the distribution phase," LSE Research Online Documents on Economics 24830, London School of Economics and Political Science, LSE Library.
- 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.
- 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.
- Dowd, Kevin, 2000. "Adjusting for risk:: An improved Sharpe ratio," International Review of Economics & Finance, Elsevier, vol. 9(3), pages 209-222, July.
- 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.
- 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.
- Dowd, Kevin, 1996. "The Analytics of Bimetallism," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(3), pages 281-297, September.
- Dowd, Kevin, 1996. "The Case for Financial Laissez-Faire," Economic Journal, Royal Economic Society, vol. 106(436), pages 679-687, May.
- Dowd, Kevin, 1996. "Costly Verification and Banking," Oxford Economic Papers, Oxford University Press, vol. 48(4), pages 601-617, October.
- 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.
- Dowd, Kevin, 1995. "Deflating the productivity norm," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 717-732.
- Dowd, Kevin, 1995. "The Mechanics of Indirect Convertibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 27(1), pages 67-88, February.
- Dowd, Kevin, 1994. "A Proposal to End Inflation," Economic Journal, Royal Economic Society, vol. 104(425), pages 828-840, July.
- 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.
- 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.
- 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.
- Dowd, Kevin, 1992. "The Monetary Economics of Henry Meulen," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 24(2), pages 173-183, May.
- Dowd, Kevin, 1992. "Optimal Financial Contracts," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 672-693, October.
- Dowd, Kevin, 1992. "Consumer Demand, 'Full Income' and Real Wages," Empirical Economics, Springer, vol. 17(3), pages 333-345.
- 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.
- Dowd, Kevin, 1991. "A note on the demand for non-durable goods," Journal of Macroeconomics, Elsevier, vol. 13(3), pages 543-551.
- 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.
- 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.
- Chappell, David & Dowd, Kevin, 1989. "A simple model of macroeconomic policy," Economic Modelling, Elsevier, vol. 6(4), pages 447-451, October.
- 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.- NEP-RMG: Risk Management (5) 2007-06-18 2007-06-18 2007-06-18 2007-06-18 2007-06-18. Author is listed
- NEP-ETS: Econometric Time Series (3) 2007-06-18 2007-06-18 2007-06-18
- NEP-MST: Market Microstructure (2) 2007-06-18 2007-06-18
- NEP-BEC: Business Economics (1) 2007-06-18
- NEP-ECM: Econometrics (1) 2007-06-18
- NEP-IFN: International Finance (1) 2007-06-18
- NEP-UPT: Utility Models and Prospect Theory (1) 2007-06-18
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