Casper G. de Vries
Personal Details
First Name: | Casper |
Middle Name: | G. |
Last Name: | de Vries |
Suffix: | |
RePEc Short-ID: | pde225 |
[This author has chosen not to make the email address public] | |
http://people.few.eur.nl/cdevries/ | |
Dept of Economics, H8-33 Erasmus Universiteit Rotterdam PO Box 1738 3000DR Rotterdam Netherlands | |
Terminal Degree: | 1983 Department of Economics; Mitchell E. Daniels, Jr. School of Business; Purdue University (from RePEc Genealogy) |
Affiliation
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam
Rotterdam, Netherlandshttp://www.few.eur.nl/few/
RePEc:edi:feeurnl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Milian Bachem & Lerby Ergun & Casper de Vries, 2021. "Covariates Hiding in the Tails," Staff Working Papers 21-45, Bank of Canada.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020. "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin 1866, DIW Berlin, German Institute for Economic Research.
- Suzanne H. Bijkerk & Casper G, de Vries, 2019.
"Asset-based lending,"
CESifo Working Paper Series
7662, CESifo.
- Suzanne Bijkerk & Casper de Vries, 2019. "Asset-Based Lending," Tinbergen Institute Discussion Papers 19-032/VII, Tinbergen Institute.
- Jon Danielsson & Lerby Ergun & Laurens de Haan & Casper G. de Vries, 2019.
"Tail Index Estimation: Quantile-Driven Threshold Selection,"
Staff Working Papers
19-28, Bank of Canada.
- Danielsson, Jon & Ergun, Lerby M. & Haan, Laurens de & Vries, Casper G. de, 2016. "Tail index estimation: quantile driven threshold selection," LSE Research Online Documents on Economics 66193, London School of Economics and Political Science, LSE Library.
- Jon Danielsson & Lerby Ergun & Casper G. de Vries, 2018. "Challenges in Implementing Worst-Case Analysis," Staff Working Papers 18-47, Bank of Canada.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2018. "Estimating a Latent Risk Premium in Exchange Rate Futures," Discussion Papers of DIW Berlin 1733, DIW Berlin, German Institute for Economic Research.
- Jonathan A. Attey & Casper G. de Vries, 2016. "Monetary Policy in the Presence of Random Wage Indexation," Tinbergen Institute Discussion Papers 16-086/VI, Tinbergen Institute.
- Casper De Vries & Xuedong Wang & Casper G, de Vries, 2015.
"Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates,"
CESifo Working Paper Series
5421, CESifo.
- Casper de Vries & Xuedong Wang, 2015. "Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates," Tinbergen Institute Discussion Papers 15-066/VI, Tinbergen Institute.
- Charnchai Leuwattanachotinan & Casper G. de Vries, 2015. "Extreme Linkages in Financial Markets: Macro Shocks and Systemic Risk," PIER Discussion Papers 2, Puey Ungphakorn Institute for Economic Research.
- Kyle Moore & Pengfei Sun & Casper de Vries & Chen Zhou, 2013. "Shape Homogeneity and Scale Heterogeneity of Downside Tail Risk," Working Papers 13-13, Chapman University, Economic Science Institute.
- Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries, 2013.
"The Impact of Competition on Prices with Numerous Firms,"
Working Papers
13-07, Chapman University, Economic Science Institute.
- Gabaix, Xavier & Laibson, David & Li, Deyuan & Li, Hongyi & Resnick, Sidney & de Vries, Casper G., 2016. "The impact of competition on prices with numerous firms," Journal of Economic Theory, Elsevier, vol. 165(C), pages 1-24.
- Moore, Kyle & Sun, Pengei & de Vries, Casper G. & Zhou, Chen, 2013. "The drivers of downside equity tail risk," MPRA Paper 45591, University Library of Munich, Germany.
- Moore, Kyle & Sun, Pengfei & de Vries, Casper G. & Zhou, Chen, 2013. "The cross-section of tail risks in stock returns," MPRA Paper 45592, University Library of Munich, Germany.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011.
"Risk measures for autocorrelated hedge fund returns,"
Temi di discussione (Economic working papers)
831, Bank of Italy, Economic Research and International Relations Area.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2015. "Risk Measures for Autocorrelated Hedge Fund Returns," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 868-895.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk Measures for Autocorrelated Hedge Fund Returns," Tinbergen Institute Discussion Papers 11-084/2/DSF 23, Tinbergen Institute.
- Ana Babus & Casper G. de Vries, 2010.
"Global Stochastic Properties of Dynamic Models and their Linear Approximations,"
Tinbergen Institute Discussion Papers
10-081/2, Tinbergen Institute.
- Babus, Ana & de Vries, Casper G., 2010. "Global stochastic properties of dynamic models and their linear approximations," Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
- Michael R. Baye & Dan Kovenock J. & Casper De Vries & Casper G, de Vries, 2010.
"The Herodotus Paradox,"
CESifo Working Paper Series
3135, CESifo.
- Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 2012. "The Herodotus paradox," Games and Economic Behavior, Elsevier, vol. 74(1), pages 399-406.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2010. "The Herodotus Paradox," Working Papers 2010-16, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2010. "The Herodotus Paradox," Tinbergen Institute Discussion Papers 10-090/2, Tinbergen Institute.
- de Vries, Casper & von Hagen, Jurgen & Bernoth, Kerstin, 2010.
"The Forward Premium Puzzle and Latent Factors Day by Day,"
CEPR Discussion Papers
7772, C.E.P.R. Discussion Papers.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2010. "The Forward Premium Puzzle and Latent Factors Day by Day," Discussion Papers of DIW Berlin 989, DIW Berlin, German Institute for Economic Research.
- Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper, 2012. "The forward premium puzzle and latent factors day by day," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62017, Verein für Socialpolitik / German Economic Association.
- Namwon Hyung & Casper G. de Vries, 2010. "The Downside Risk of Heavy Tails induces Low Diversification," Tinbergen Institute Discussion Papers 10-082/2, Tinbergen Institute.
- Lorenzo C. G. Pozzi & Casper De Vries & Jorn Zenhorst & Casper G, de Vries, 2010.
"World Equity Premium Based Risk Aversion Estimates,"
CESifo Working Paper Series
3152, CESifo.
- L.C.G. Pozzi & C.G. de Vries & J. Zenhorst, 2010. "World Equity Premium based Risk Aversion Estimates," Tinbergen Institute Discussion Papers 10-007/2, Tinbergen Institute.
- Laurens de Haan & Casper de Vries & Chen Zhou, 2008. "The Extent of Internet Auction Markets," Tinbergen Institute Discussion Papers 08-041/2, Tinbergen Institute.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2008.
"Contests with Rank-Order Spillovers,"
Working Papers
2008-20, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Michael Baye & Dan Kovenock & Casper Vries, 2012. "Contests with rank-order spillovers," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(2), pages 315-350, October.
- Baye, Michael R. & Kovenock, Dan & Vries, Casper G. de, 2009. "Contests with rank-order spillovers," Discussion Papers, Research Unit: Market Processes and Governance SP II 2009-09, WZB Berlin Social Science Center.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2009. "Contests with Rank-Order Spillovers," Tinbergen Institute Discussion Papers 09-066/2, Tinbergen Institute.
- J.L. Geluk & L. de Haan & C.G. de Vries, 2007. "Weak & Strong Financial Fragility," Tinbergen Institute Discussion Papers 07-023/2, Tinbergen Institute.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.
- Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2007.
"IMF Support and Inter-regime Exchange rate Volatility,"
Working Papers
2007_37, Business School - Economics, University of Glasgow.
- Ivo Arnold & Ronald MacDonald & Casper Vries, 2012. "IMF Support and Inter-Regime Exchange Rate Volatility," Open Economies Review, Springer, vol. 23(1), pages 193-211, February.
- Danielsson, Jon & Zigrand, Jean-Pierre & Jorgensen, Bjørn N. & Sarma, Mandira & de Vries, C. G., 2006.
"Consistent measures of risk,"
LSE Research Online Documents on Economics
24517, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group.
- Thomas Mikosch & Casper G. de Vries, 2006. "Tail Probabilities for Regression Estimators," Tinbergen Institute Discussion Papers 06-085/2, Tinbergen Institute.
- Phornchanok Cumperayot & Casper G. de Vries, 2006. "Large Swings in Currencies driven by Fundamentals," Tinbergen Institute Discussion Papers 06-086/2, Tinbergen Institute.
- Danielsson, Jon & Jorgensen, Bjørn N. & Mandira, Sarma & Samorodnitsky, Gennady & Vries, C. G. de, 2005.
"Subadditivity re–examined: the case for value-at-risk,"
LSE Research Online Documents on Economics
24668, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Subadditivity Re–Examined: the Case for Value-at-Risk," FMG Discussion Papers dp549, Financial Markets Group.
- Silvia Caserta & Casper G. de Vries, 2005. "Auctions with Numerous Bidders," Tinbergen Institute Discussion Papers 05-031/2, Tinbergen Institute.
- Namwon Hyung & Casper G. de Vries, 2005.
"Portfolio Selection with Heavy Tails,"
Tinbergen Institute Discussion Papers
05-009/2, Tinbergen Institute, revised 04 Oct 2006.
- Hyung, Namwon & de Vries, Casper G., 2007. "Portfolio selection with heavy tails," Journal of Empirical Finance, Elsevier, vol. 14(3), pages 383-400, June.
- Jan Frederik Slijkerman & Dirk Schoenmaker & Casper de Vries, 2005. "Risk Diversification by European Financial Conglomerates," Tinbergen Institute Discussion Papers 05-110/2, Tinbergen Institute.
- Namwon Hyung & Casper G. de Vries, 2005. "Portfolio Diversification Effects of Downside Risk," Tinbergen Institute Discussion Papers 05-008/2, Tinbergen Institute.
- Ivo. J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2005. "Fundamental Volatility is Regime Specific," Working Papers 2005_22, Business School - Economics, University of Glasgow.
- Einmahl, J.H.J. & Foppen, W. & Laseroms, O. & de Vries, C.G., 2005. "VaR stress for highly non-linear portfolios," Other publications TiSEM 5181b877-7819-4330-97d6-0, Tilburg University, School of Economics and Management.
- Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005.
"Comparing downside risk measures for heavy tailed distribution,"
LSE Research Online Documents on Economics
24671, London School of Economics and Political Science, LSE Library.
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006. "Comparing downside risk measures for heavy tailed distributions," Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
- Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005.
"Banking system stability: a cross-Atlantic perspective,"
Working Paper Series
527, European Central Bank.
- Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007. "Banking System Stability. A Cross-Atlantic Perspective," NBER Chapters, in: The Risks of Financial Institutions, pages 133-188, National Bureau of Economic Research, Inc.
- Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005. "Banking System Stability: A Cross-Atlantic Perspective," NBER Working Papers 11698, National Bureau of Economic Research, Inc.
- Ana Ferreira & Casper G. de Vries, 2004. "Optimal Confidence Intervals for the Tail Index and High Quantiles," Tinbergen Institute Discussion Papers 04-090/2, Tinbergen Institute.
- de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan, 2004.
"Fundamentals and Joint Currency Crises,"
CEPR Discussion Papers
4338, C.E.P.R. Discussion Papers.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2004. "Fundamentals and joint currency crises," Working Paper Series 324, European Central Bank.
- Geluk, J.L. & de Vries, C.G., 2004.
"Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities,"
Econometric Institute Research Papers
EI 2004-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Geluk, J.L. & De Vries, C.G., 2006. "Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 39-56, February.
- J.L. Geluk & C.G. de Vries, 2004. "Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities," Tinbergen Institute Discussion Papers 04-102/2, Tinbergen Institute.
- de Vries, Casper & Teulings, Coen, 2004.
"Generational Accounting, Solidarity and Pension Losses,"
CEPR Discussion Papers
4209, C.E.P.R. Discussion Papers.
- Coen Teulings & Casper Vries, 2006. "Generational Accounting, Solidarity and Pension Losses," De Economist, Springer, vol. 154(1), pages 63-83, March.
- Teulings, Coen & de Vries, Casper G., 2003. "Generational Accounting, Solidarity and Pension Losses," IZA Discussion Papers 961, Institute of Labor Economics (IZA).
- Coen N. Teulings & Casper G. de Vries, 2003. "Generational Accounting, Solidarity and Pension Losses," Tinbergen Institute Discussion Papers 03-094/3, Tinbergen Institute.
- Jan Frederik Slijkerman & David J.C. Smant & Casper G. de Vries, 2004. "Credit Rationing Effects of Credit Value-at-Risk," Tinbergen Institute Discussion Papers 04-032/2, Tinbergen Institute.
- Pieter W. van Foreest & Casper G. de Vries, 2002.
"The Forex Regime and EMU Expansion,"
Tinbergen Institute Discussion Papers
02-010/2, Tinbergen Institute.
- Pieter van Foreest & Casper de Vries, 2003. "The Forex Regime and EMU Expansion," Open Economies Review, Springer, vol. 14(3), pages 285-298, July.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries & Xiaogang Yang, 2001. "Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation," Tinbergen Institute Discussion Papers 01-069/2, Tinbergen Institute.
- de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan, 2001.
"Asset Market Linkages in Crisis Periods,"
CEPR Discussion Papers
2916, C.E.P.R. Discussion Papers.
- P. Hartmann & S. Straetmans & C. G. de Vries, 2004. "Asset Market Linkages in Crisis Periods," The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
- Hartmann, P. & Straetmans, S. & De Vries, C.G., 2001. "Asset Market Linkages in Crisis Periods," Papers 71, Quebec a Montreal - Recherche en gestion.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2001. "Asset market linkages in crisis periods," Working Paper Series 71, European Central Bank.
- Casper G. De Vries & Philipp Hartman & Stefan Straetmans, 2001. "Asset market linkages in crisis periods," Proceedings 727, Federal Reserve Bank of Chicago.
- P. Hartmann & S. Straetmans & C.G. de Vries, 2001. "Asset Market Linkages in Crisis Periods," Tinbergen Institute Discussion Papers 01-071/2, Tinbergen Institute.
- Namwon Hyung & Casper G. de Vries, 2001. "Portfolio Diversification Effects and Regular Variation in Financial Data," Tinbergen Institute Discussion Papers 01-070/2, Tinbergen Institute.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001.
"Incentives for Effective Risk Management,"
Tinbergen Institute Discussion Papers
01-094/2, Tinbergen Institute.
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002. "Incentives for effective risk management," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
- Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G., 2000.
"Using a bootstrap method to choose the sample fraction in tail index estimation,"
Econometric Institute Research Papers
EI 2000-19/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001. "Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation," Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 226-248, February.
- J. Danielsson & L. de Haan & L. Peng & C.G. de Vries, 1997. "Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation," Tinbergen Institute Discussion Papers 97-016/4, Tinbergen Institute.
- Michael R. Baye & Dan Kovenock & Casper De Vries & Casper G, de Vries, 2000.
"Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach,"
CESifo Working Paper Series
373, CESifo.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 2005. "Comparative Analysis Of Litigation Systems: An Auction-Theoretic Approach," Springer Books, in: Roger D. Congleton & Kai A. Konrad & Arye L. Hillman (ed.), 40 Years of Research on Rent Seeking 2, pages 421-439, Springer.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 2005. "Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach," Economic Journal, Royal Economic Society, vol. 115(505), pages 583-601, July.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2004. "Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach," Working Papers 2004-24, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Baye, M.R. & Kovenock D. & De Vries, C.G., 2000. "Comparative Analysis of Litigation Systems: an Auction-Theoretic Approach," Purdue University Economics Working Papers 1137, Purdue University, Department of Economics.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2000. "Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach," CIG Working Papers FS IV 00-13, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG).
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2000. "Comparative Analysis of Litigation Systems: An Auction-Theoretic Approach," Tinbergen Institute Discussion Papers 00-103/2, Tinbergen Institute.
- Jaap Geluk & Liang Peng & Casper G. de Vries, 1999. "Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series," Tinbergen Institute Discussion Papers 99-088/2, Tinbergen Institute.
- Ivo J.M. Arnold & Casper G. de Vries, 1999. "Endogenous Financial Structure and the Transmission of ECB Policy," Tinbergen Institute Discussion Papers 99-021/2, Tinbergen Institute.
- Potters, J.J.M. & de Vries, C.G. & van Winden, F.A.A.M., 1998.
"An experimental examination of rational rentseeking,"
Other publications TiSEM
496ad30e-8453-4c83-a5e1-5, Tilburg University, School of Economics and Management.
- Jan Potters & Casper G. Vries & Frans Winden, 1998. "An experimental examination of rational rent-seeking," Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 663-680, Springer.
- Potters, Jan & de Vries, Casper G. & van Winden, Frans, 1998. "An experimental examination of rational rent-seeking," European Journal of Political Economy, Elsevier, vol. 14(4), pages 783-800, November.
- Jón Daníelsson & Casper G. de Vries, 1998.
"Value-at-Risk and Extreme Returns,"
Tinbergen Institute Discussion Papers
98-017/2, Tinbergen Institute.
- Jon Danielsson & Casper G. De Vries, 2000. "Value-at-Risk and Extreme Returns," Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
- Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
- Silvia Caserta & Jon Danielsson & Casper G. de Vries, 1998.
"Abnormal Returns, Risk, and Options in Large Data Sets,"
Tinbergen Institute Discussion Papers
98-107/2, Tinbergen Institute.
- S. Caserta & J. DanÃÂÃÂelsson & C. G. De Vries, 1998. "Abnormal returns, risk, and options in large data sets," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 324-335, November.
- Patrick A. Groenendijk & André Lucas & Casper G. de Vries, 1998. "A Hybrid Joint Moment Ratio Test for Financial Time Series," Tinbergen Institute Discussion Papers 98-104/2, Tinbergen Institute.
- Ivo J.M. Arnold & Casper G. de Vries, 1998. "The EURO, Prudent Coherence?," Tinbergen Institute Discussion Papers 98-070/2, Tinbergen Institute.
- Jon Danielsson & Casper G. de Vries, 1998.
"Beyond the Sample: Extreme Quantile and Probability Estimation,"
FMG Discussion Papers
dp298, Financial Markets Group.
- Danielsson, Jon & Vries, Casper, 1998. "Beyond the sample: extreme quantile and probability estimation," LSE Research Online Documents on Economics 119141, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," Tinbergen Institute Discussion Papers 98-016/2, Tinbergen Institute.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 1997.
"The Incidence of Overdissipation in Rent-Seeking Contests,"
Tinbergen Institute Discussion Papers
97-045/2, Tinbergen Institute.
- Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1999. "The Incidence of Overdissipation in Rent-Seeking Contests," Public Choice, Springer, vol. 99(3-4), pages 439-454, June.
- Casper De Vries & Jon Danielsson & Casper G, de Vries, 1996. "Tail Index and Quantile Estimation with Very High Frequency Data," CESifo Working Paper Series 116, CESifo.
- Kovenock, D. & de Vries, C.G., 1995.
"Fiat Exchange in Finite Economies,"
UFAE and IAE Working Papers
310.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Dan Kovenock, 2002. "Fiat Exchange in Finite Economies," Economic Inquiry, Western Economic Association International, vol. 40(2), pages 147-157, April.
- Kovenock, D. & De Vries, C.G., 1995. "Fiat Exchange in Finite Economies," Purdue University Economics Working Papers 1079, Purdue University, Department of Economics.
- Kovenock, Dan & Vries, Casper G. de, 1995. "Fiat exchange in finite economies," Bank of Finland Research Discussion Papers 23/1995, Bank of Finland.
- Kovenock, D. & de Vries, C.G., 1995.
"The All-Pay Auction with Complete Information,"
UFAE and IAE Working Papers
311.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Dan Kovenock & Michael R. Baye & Casper G. de Vries, 1996. "The all-pay auction with complete information (*)," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 291-305.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 1996. "The all-pay auction with complete information," Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 209-223, Springer.
- Michael R. Baye & Dan Kovenock & Casper De Vries & Casper G, de Vries, 1995. "The All-pay Auction with Complete Information," CESifo Working Paper Series 90, CESifo.
- Baye, M. & Kovenock, D. & de Vries, C., 1990. "The All-Pay Auction with Complete Information," Discussion Paper 1990-51, Tilburg University, Center for Economic Research.
- Baye, M.R. & Kovenock, D. & De Vries, C., 1992. "The All-Pay Auction with Complete Information," Papers 8-92-1, Pennsylvania State - Department of Economics.
- Baye, M. & Kovenock, D. & de Vries, C., 1990. "The All-Pay Auction with Complete Information," Other publications TiSEM 8739e73c-3375-40b8-b29b-b, Tilburg University, School of Economics and Management.
- Baye, M.R. & Kovenock, D. & De Varies, C.G., 1990. "The All-Pay Auction With Complete Information," Papers 9051, Tilburg - Center for Economic Research.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1991. "The All-Pay Auction With Complete Information," Purdue University Economics Working Papers 1007, Purdue University, Department of Economics.
- Koedijk, K.G. & Stork, P.A. & de Vries, C., 1994. "Between Realignments and Intervention: the Belgian Franc in the European Monetary System," Papers 94-001, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
- De Vries, C.G. & Leuven, K.U., 1994. "Stylized Facts of Nominal Exchange Rate Returns," Papers 94-002, Purdue University, Krannert School of Management - Center for International Business Education and Research (CIBER).
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1993.
"The Solution to the Tullock Rent-Seeking Game when R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates,"
Papers
10-93-9, Pennsylvania State - Department of Economics.
- Baye, M.R. & Kovenock, D., 1993. "The Solution of the Tullock Rent-Seeking Game when R > 2 : Mixed-Strategy Equilibria and Mean Dissipation Rates," Discussion Paper 1993-68, Tilburg University, Center for Economic Research.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1993. "The Solution to the Tullock Rent-Seeking Game when r>2: Mixed-Strategy Equilibria and Mean Dissipation Rates," Purdue University Economics Working Papers 1039, Purdue University, Department of Economics.
- Baye, M.R. & Kovenock, D., 1993. "The Solution of the Tullock Rent-Seeking Game when R > 2 : Mixed-Strategy Equilibria and Mean Dissipation Rates," Other publications TiSEM 34d71705-73d1-4caa-9895-5, Tilburg University, School of Economics and Management.
- Baye, M.R. & Kovenock, D., 1993. "The Solution to the Tullock Rent-Seeking Game When R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates," Papers 9368, Tilburg - Center for Economic Research.
- Baye, M.R. & Kovenock, D. & de Vries, C.G., 1993.
"It takes two to tango : Equilibria in a model of sales,"
Other publications TiSEM
db7cea48-8632-4759-8ca4-e, Tilburg University, School of Economics and Management.
- Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 1992. "It takes two to tango: Equilibria in a model of sales," Games and Economic Behavior, Elsevier, vol. 4(4), pages 493-510, October.
- Baye, M.R. & Gillette, A. & De Vries, C.G., 1993.
"Limit Orders, Asymmetric Information and the Formation of asset Prices with a Computerized Specialist,"
Papers
10-93-10a, Pennsylvania State - Department of Economics.
- Michael Baye & Ann Gillette & Casper Vries, 1994. "Limit orders, asymmetric information, and the formation of asset prices with a computerized specialist," Journal of Economics, Springer, vol. 59(1), pages 71-96, February.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1992.
"Rigging the Lobbying Process: An Application of the All- Pay Auction,"
Papers
9-92-2, Pennsylvania State - Department of Economics.
- Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1993. "Rigging the Lobbying Process: An Application of the All-Pay Auction," American Economic Review, American Economic Association, vol. 83(1), pages 289-294, March.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 2008. "Rigging the lobbying process: An application of the all-pay auction," Springer Books, in: Roger D. Congleton & Kai A. Konrad & Arye L. Hillman (ed.), 40 Years of Research on Rent Seeking 2, pages 331-336, Springer.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1991. "Rigging The Lobbying Process: An Application Of The All- Pay Auction," Purdue University Economics Working Papers 1002, Purdue University, Department of Economics.
- de Vries, C.G., 1990.
"On the relation between GARCH and stable processes,"
Discussion Paper
1990-34, Tilburg University, Center for Economic Research.
- de Vries, Casper G., 1991. "On the relation between GARCH and stable processes," Journal of Econometrics, Elsevier, vol. 48(3), pages 313-324, June.
- de Vries, C.G., 1991. "On the relation between GARCH and stable processes," Other publications TiSEM 6e9f0b15-627b-4b3d-9ca4-8, Tilburg University, School of Economics and Management.
- de Vries, C.G., 1990. "On the relation between GARCH and stable processes," Other publications TiSEM d62fff49-1d73-4806-beed-8, Tilburg University, School of Economics and Management.
- Viaene, J-M. & De Vries, C.G., 1989.
"International Trade And Exchange Rate Volatility,"
Papers
8905, Erasmus University of Rotterdam - Institute for Economic Research.
- Viaene, Jean-Marie & de Vries, Casper G., 1992. "International trade and exchange rate volatility," European Economic Review, Elsevier, vol. 36(6), pages 1311-1321, August.
- Casper G. De Vries & Dennis W. Jansen, 1988.
"On the frequency of large stock returns: putting booms and busts into perspective,"
Working Papers
1989-006, Federal Reserve Bank of St. Louis.
- Jansen, Dennis W & de Vries, Casper G, 1991. "On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective," The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 18-24, February.
- Michel M. Dacorogna, & Ulrich A. Muller & Olivier V. Pictet & Casper De Vries,, "undated". "The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets," Working Papers 1992-10-22, Olsen and Associates.
Articles
- Kerstin Bernoth & Jürgen Von Hagen & Casper De Vries, 2022.
"The Term Structure of Currency Futures' Risk Premia,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 5-38, February.
- Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Caspar, 2022. "The Term Structure of Currency Futures' Risk Premia," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 54(1), pages 5-38.
- Pengfei Sun & Casper G. de Vries, 2018. "Exploiting tail shape biases to discriminate between stable and student t alternatives," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 708-726, August.
- Gabaix, Xavier & Laibson, David & Li, Deyuan & Li, Hongyi & Resnick, Sidney & de Vries, Casper G., 2016.
"The impact of competition on prices with numerous firms,"
Journal of Economic Theory, Elsevier, vol. 165(C), pages 1-24.
- Xavier Gabaix & David Laibson & Deyuan Li & Hongyi Li & Sidney Resnick & Casper G. de Vries, 2013. "The Impact of Competition on Prices with Numerous Firms," Working Papers 13-07, Chapman University, Economic Science Institute.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2015.
"Risk Measures for Autocorrelated Hedge Fund Returns,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 868-895.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk Measures for Autocorrelated Hedge Fund Returns," Tinbergen Institute Discussion Papers 11-084/2/DSF 23, Tinbergen Institute.
- Antonio Di Cesare & Philip A. Stork & Casper G. de Vries, 2011. "Risk measures for autocorrelated hedge fund returns," Temi di discussione (Economic working papers) 831, Bank of Italy, Economic Research and International Relations Area.
- de Haan, Laurens & de Vries, Casper G. & Zhou, Chen, 2013. "The number of active bidders in internet auctions," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1726-1736.
- Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
- Mikosch, Thomas & de Vries, Casper G., 2013. "Heavy tails of OLS," Journal of Econometrics, Elsevier, vol. 172(2), pages 205-221.
- Slijkerman, Jan Frederik & Schoenmaker, Dirk & de Vries, Casper G., 2013. "Systemic risk and diversification across European banks and insurers," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 773-785.
- Ivo Arnold & Ronald MacDonald & Casper Vries, 2012.
"IMF Support and Inter-Regime Exchange Rate Volatility,"
Open Economies Review, Springer, vol. 23(1), pages 193-211, February.
- Ivo J.M. Arnold & Ronald MacDonald & Casper G. de Vries, 2007. "IMF Support and Inter-regime Exchange rate Volatility," Working Papers 2007_37, Business School - Economics, University of Glasgow.
- Michael Baye & Dan Kovenock & Casper Vries, 2012.
"Contests with rank-order spillovers,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 51(2), pages 315-350, October.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2008. "Contests with Rank-Order Spillovers," Working Papers 2008-20, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Baye, Michael R. & Kovenock, Dan & Vries, Casper G. de, 2009. "Contests with rank-order spillovers," Discussion Papers, Research Unit: Market Processes and Governance SP II 2009-09, WZB Berlin Social Science Center.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2009. "Contests with Rank-Order Spillovers," Tinbergen Institute Discussion Papers 09-066/2, Tinbergen Institute.
- Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 2012.
"The Herodotus paradox,"
Games and Economic Behavior, Elsevier, vol. 74(1), pages 399-406.
- Michael R. Baye & Dan Kovenock J. & Casper De Vries & Casper G, de Vries, 2010. "The Herodotus Paradox," CESifo Working Paper Series 3135, CESifo.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2010. "The Herodotus Paradox," Working Papers 2010-16, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 2010. "The Herodotus Paradox," Tinbergen Institute Discussion Papers 10-090/2, Tinbergen Institute.
- Hyung, Namwon & de Vries, Casper G., 2012. "Simulating and calibrating diversification against black swans," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1162-1175.
- J.A. Attey & C.G. De Vries, 2011. "Indexation, Inflation Targeting cum Output Stabilization & Inflation Fluctuations," Review of Business and Economic Literature, Intersentia, vol. 56(4), pages 394-405, December.
- Babus, Ana & de Vries, Casper G., 2010.
"Global stochastic properties of dynamic models and their linear approximations,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(5), pages 817-824, May.
- Ana Babus & Casper G. de Vries, 2010. "Global Stochastic Properties of Dynamic Models and their Linear Approximations," Tinbergen Institute Discussion Papers 10-081/2, Tinbergen Institute.
- Hartmann, P. & Straetmans, S. & de Vries, C.G., 2010. "Heavy tails and currency crises," Journal of Empirical Finance, Elsevier, vol. 17(2), pages 241-254, March.
- Jón Daníelsson & Bjørn Jorgensen & Casper Vries & Xiaoguang Yang, 2008. "Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation," Annals of Finance, Springer, vol. 4(3), pages 345-367, July.
- Hyung, Namwon & de Vries, Casper G., 2007.
"Portfolio selection with heavy tails,"
Journal of Empirical Finance, Elsevier, vol. 14(3), pages 383-400, June.
- Namwon Hyung & Casper G. de Vries, 2005. "Portfolio Selection with Heavy Tails," Tinbergen Institute Discussion Papers 05-009/2, Tinbergen Institute, revised 04 Oct 2006.
- Geluk, J.L. & De Vries, C.G., 2006.
"Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities,"
Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 39-56, February.
- Geluk, J.L. & de Vries, C.G., 2004. "Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities," Econometric Institute Research Papers EI 2004-47, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- J.L. Geluk & C.G. de Vries, 2004. "Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities," Tinbergen Institute Discussion Papers 04-102/2, Tinbergen Institute.
- Danielsson, Jon & Jorgensen, Bjorn N. & Sarma, Mandira & de Vries, Casper G., 2006.
"Comparing downside risk measures for heavy tailed distributions,"
Economics Letters, Elsevier, vol. 92(2), pages 202-208, August.
- Danielsson, Jon & Jorgensen, Bjørn N. & Sarma, Mandira & Vries, C. G. de, 2005. "Comparing downside risk measures for heavy tailed distribution," LSE Research Online Documents on Economics 24671, London School of Economics and Political Science, LSE Library.
- Casper G. de Vries & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005. "Comparing Downside Risk Measures for Heavy Tailed Distributions," FMG Discussion Papers dp551, Financial Markets Group.
- Coen Teulings & Casper Vries, 2006.
"Generational Accounting, Solidarity and Pension Losses,"
De Economist, Springer, vol. 154(1), pages 63-83, March.
- de Vries, Casper & Teulings, Coen, 2004. "Generational Accounting, Solidarity and Pension Losses," CEPR Discussion Papers 4209, C.E.P.R. Discussion Papers.
- Teulings, Coen & de Vries, Casper G., 2003. "Generational Accounting, Solidarity and Pension Losses," IZA Discussion Papers 961, Institute of Labor Economics (IZA).
- Coen N. Teulings & Casper G. de Vries, 2003. "Generational Accounting, Solidarity and Pension Losses," Tinbergen Institute Discussion Papers 03-094/3, Tinbergen Institute.
- De Vries, C.G., 2005. "The simple economics of bank fragility," Journal of Banking & Finance, Elsevier, vol. 29(4), pages 803-825, April.
- John H.J. Einmahl & Walter N. Foppen & Olivier W. Laseroms & Casper G. de Vries, 2005. "VaR stress tests for highly non‐linear portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 6(5), pages 382-387, December.
- P. Hartmann & S. Straetmans & C. G. de Vries, 2004.
"Asset Market Linkages in Crisis Periods,"
The Review of Economics and Statistics, MIT Press, vol. 86(1), pages 313-326, February.
- de Vries, Casper & Hartmann, Philipp & Straetmans, Stefan, 2001. "Asset Market Linkages in Crisis Periods," CEPR Discussion Papers 2916, C.E.P.R. Discussion Papers.
- Hartmann, P. & Straetmans, S. & De Vries, C.G., 2001. "Asset Market Linkages in Crisis Periods," Papers 71, Quebec a Montreal - Recherche en gestion.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2001. "Asset market linkages in crisis periods," Working Paper Series 71, European Central Bank.
- Casper G. De Vries & Philipp Hartman & Stefan Straetmans, 2001. "Asset market linkages in crisis periods," Proceedings 727, Federal Reserve Bank of Chicago.
- P. Hartmann & S. Straetmans & C.G. de Vries, 2001. "Asset Market Linkages in Crisis Periods," Tinbergen Institute Discussion Papers 01-071/2, Tinbergen Institute.
- Pieter van Foreest & Casper de Vries, 2003.
"The Forex Regime and EMU Expansion,"
Open Economies Review, Springer, vol. 14(3), pages 285-298, July.
- Pieter W. van Foreest & Casper G. de Vries, 2002. "The Forex Regime and EMU Expansion," Tinbergen Institute Discussion Papers 02-010/2, Tinbergen Institute.
- Danielsson, Jon & Jorgensen, Bjorn N. & de Vries, Casper G., 2002.
"Incentives for effective risk management,"
Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1407-1425, July.
- Jón Daníelsson & Bjørn N. Jorgensen & Casper G. de Vries, 2001. "Incentives for Effective Risk Management," Tinbergen Institute Discussion Papers 01-094/2, Tinbergen Institute.
- Danielsson, J. & de Haan, L. & Peng, L. & de Vries, C. G., 2001.
"Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation,"
Journal of Multivariate Analysis, Elsevier, vol. 76(2), pages 226-248, February.
- Daníelsson, J. & de Haan, L.F.M. & Peng, L. & de Vries, C.G., 2000. "Using a bootstrap method to choose the sample fraction in tail index estimation," Econometric Institute Research Papers EI 2000-19/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- J. Danielsson & L. de Haan & L. Peng & C.G. de Vries, 1997. "Using a Bootstrap Method to choose the Sample Fraction in Tail Index Estimation," Tinbergen Institute Discussion Papers 97-016/4, Tinbergen Institute.
- Jansen, Dennis W. & Koedijk, Kees G. & de Vries, Casper G., 2000. "Portfolio selection with limited downside risk," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 247-269, November.
- Arnold, Ivo J. M. & de Vries, Casper G., 2000. "Endogeneity in European money demand," European Journal of Political Economy, Elsevier, vol. 16(4), pages 587-609, November.
- Jon Danielsson & Casper G. De Vries, 2000.
"Value-at-Risk and Extreme Returns,"
Annals of Economics and Statistics, GENES, issue 60, pages 239-270.
- Danielsson, Jon & Vries, Casper, 1997. "Value-at-risk and extreme returns," LSE Research Online Documents on Economics 119166, London School of Economics and Political Science, LSE Library.
- Jón Daníelsson & Casper G. de Vries, 1998. "Value-at-Risk and Extreme Returns," Tinbergen Institute Discussion Papers 98-017/2, Tinbergen Institute.
- Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1999.
"The Incidence of Overdissipation in Rent-Seeking Contests,"
Public Choice, Springer, vol. 99(3-4), pages 439-454, June.
- Michael R. Baye & Dan Kovenock & Casper G. de Vries, 1997. "The Incidence of Overdissipation in Rent-Seeking Contests," Tinbergen Institute Discussion Papers 97-045/2, Tinbergen Institute.
- Jón Daníelsson & Casper G. De Vries & Bjorn N. Jorgensen, 1998. "The value of value at risk: statistical, financial, and regulatory considerations (summary)," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Oct), pages 107-108.
- Kees G. Koedijk & Philip A. Stork & Casper G. De Vries, 1998. "An EMS target zone model in discrete time," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(1), pages 31-48.
- Potters, Jan & de Vries, Casper G. & van Winden, Frans, 1998.
"An experimental examination of rational rent-seeking,"
European Journal of Political Economy, Elsevier, vol. 14(4), pages 783-800, November.
- Jan Potters & Casper G. Vries & Frans Winden, 1998. "An experimental examination of rational rent-seeking," Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 663-680, Springer.
- Potters, J.J.M. & de Vries, C.G. & van Winden, F.A.A.M., 1998. "An experimental examination of rational rentseeking," Other publications TiSEM 496ad30e-8453-4c83-a5e1-5, Tilburg University, School of Economics and Management.
- S. Caserta & J. DanÃÂÃÂelsson & C. G. De Vries, 1998.
"Abnormal returns, risk, and options in large data sets,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 52(3), pages 324-335, November.
- Silvia Caserta & Jon Danielsson & Casper G. de Vries, 1998. "Abnormal Returns, Risk, and Options in Large Data Sets," Tinbergen Institute Discussion Papers 98-107/2, Tinbergen Institute.
- Dan Kovenock & Michael R. Baye & Casper G. de Vries, 1996.
"The all-pay auction with complete information (*),"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(2), pages 291-305.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 1996. "The all-pay auction with complete information," Springer Books, in: Roger D. Congleton & Arye L. Hillman & Kai A. Konrad (ed.), 40 Years of Research on Rent Seeking 1, pages 209-223, Springer.
- Michael R. Baye & Dan Kovenock & Casper De Vries & Casper G, de Vries, 1995. "The All-pay Auction with Complete Information," CESifo Working Paper Series 90, CESifo.
- Baye, M. & Kovenock, D. & de Vries, C., 1990. "The All-Pay Auction with Complete Information," Discussion Paper 1990-51, Tilburg University, Center for Economic Research.
- Baye, M.R. & Kovenock, D. & De Vries, C., 1992. "The All-Pay Auction with Complete Information," Papers 8-92-1, Pennsylvania State - Department of Economics.
- Baye, M. & Kovenock, D. & de Vries, C., 1990. "The All-Pay Auction with Complete Information," Other publications TiSEM 8739e73c-3375-40b8-b29b-b, Tilburg University, School of Economics and Management.
- Baye, M.R. & Kovenock, D. & De Varies, C.G., 1990. "The All-Pay Auction With Complete Information," Papers 9051, Tilburg - Center for Economic Research.
- Kovenock, D. & de Vries, C.G., 1995. "The All-Pay Auction with Complete Information," UFAE and IAE Working Papers 311.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1991. "The All-Pay Auction With Complete Information," Purdue University Economics Working Papers 1007, Purdue University, Department of Economics.
- Dellas, Harris & de Vries, Casper G, 1995. "Piecemeal versus Precipitous Factor Market Integration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 36(3), pages 569-582, August.
- Groenendijk, Patrick A. & Lucas, Andre & de Vries, Casper G., 1995. "A note on the relationship between GARCH and symmetric stable processes," Journal of Empirical Finance, Elsevier, vol. 2(3), pages 253-264, September.
- Koedijk, Kees G. & Mizrach, Bruce & Stork, Philip A. & de Vries, Casper G., 1995. "New evidence on the effectiveness of foreign exchange market intervention," European Economic Review, Elsevier, vol. 39(3-4), pages 501-508, April.
- Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1994. "The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates," Public Choice, Springer, vol. 81(3-4), pages 363-380, December.
- Kofman, Paul & de Vaal, Albert & de Vries, Casper G., 1993. "Fixing soft margins," Journal of International Economics, Elsevier, vol. 34(3-4), pages 359-374, May.
- Baye, Michael R & Kovenock, Dan & de Vries, Casper G, 1993.
"Rigging the Lobbying Process: An Application of the All-Pay Auction,"
American Economic Review, American Economic Association, vol. 83(1), pages 289-294, March.
- Michael R. Baye & Dan Kovenock & Casper G. Vries, 2008. "Rigging the lobbying process: An application of the all-pay auction," Springer Books, in: Roger D. Congleton & Kai A. Konrad & Arye L. Hillman (ed.), 40 Years of Research on Rent Seeking 2, pages 331-336, Springer.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1991. "Rigging The Lobbying Process: An Application Of The All- Pay Auction," Purdue University Economics Working Papers 1002, Purdue University, Department of Economics.
- Baye, M.R. & Kovenock, D. & De Vries, C.G., 1992. "Rigging the Lobbying Process: An Application of the All- Pay Auction," Papers 9-92-2, Pennsylvania State - Department of Economics.
- Baye, Michael R. & Kovenock, Dan & de Vries, Casper G., 1992.
"It takes two to tango: Equilibria in a model of sales,"
Games and Economic Behavior, Elsevier, vol. 4(4), pages 493-510, October.
- Baye, M.R. & Kovenock, D. & de Vries, C.G., 1993. "It takes two to tango : Equilibria in a model of sales," Other publications TiSEM db7cea48-8632-4759-8ca4-e, Tilburg University, School of Economics and Management.
- Koedijk, Kees G. & Stork, Philip A. & de Vries, Casper G., 1992. "Differences between foreign exchange rate regimes: The view from the tails," Journal of International Money and Finance, Elsevier, vol. 11(5), pages 462-473, October.
- Michael R. Baye & Casper G. De Vries, 1992. "Mixed Strategy Trade Equilibria," Canadian Journal of Economics, Canadian Economics Association, vol. 25(2), pages 281-293, May.
- Viaene, Jean-Marie & de Vries, Casper G., 1992.
"International trade and exchange rate volatility,"
European Economic Review, Elsevier, vol. 36(6), pages 1311-1321, August.
- Viaene, J-M. & De Vries, C.G., 1989. "International Trade And Exchange Rate Volatility," Papers 8905, Erasmus University of Rotterdam - Institute for Economic Research.
- van Marrewijk, Charles & de Vries, Casper G & Withagen, Cees, 1992. "Optimal Localized Production Experience and Schooling," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 91-110, February.
- de Vries, Casper G., 1991.
"On the relation between GARCH and stable processes,"
Journal of Econometrics, Elsevier, vol. 48(3), pages 313-324, June.
- de Vries, C.G., 1990. "On the relation between GARCH and stable processes," Discussion Paper 1990-34, Tilburg University, Center for Economic Research.
- de Vries, C.G., 1991. "On the relation between GARCH and stable processes," Other publications TiSEM 6e9f0b15-627b-4b3d-9ca4-8, Tilburg University, School of Economics and Management.
- de Vries, C.G., 1990. "On the relation between GARCH and stable processes," Other publications TiSEM d62fff49-1d73-4806-beed-8, Tilburg University, School of Economics and Management.
- Hols, Martien C A B & de Vries, Casper G, 1991. "The Limiting Distribution of Extremal Exchange Rate Returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(3), pages 287-302, July-Sept.
- Jansen, Dennis W & de Vries, Casper G, 1991.
"On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective,"
The Review of Economics and Statistics, MIT Press, vol. 73(1), pages 18-24, February.
- Casper G. De Vries & Dennis W. Jansen, 1988. "On the frequency of large stock returns: putting booms and busts into perspective," Working Papers 1989-006, Federal Reserve Bank of St. Louis.
- van Marrewijk, Charles & de Vries, Casper G., 1990. "The customs union argument for a monetary union," Journal of Banking & Finance, Elsevier, vol. 14(5), pages 877-887, November.
- de Haan, Laurens & Resnick, Sidney I. & Rootzén, Holger & de Vries, Casper G., 1989. "Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes," Stochastic Processes and their Applications, Elsevier, vol. 32(2), pages 213-224, August.
- Boon, Martin & Kool, Clemens & De Vries, Casper, 1988. "Simulating currency substitution bias," Economics Letters, Elsevier, vol. 28(3), pages 269-272.
- de Vries, Casper G, 1988. "Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 512-515, August.
- de Vries, C G, 1983. "International Growth with Free Trade in Equities and Goods: A Comment," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 761-769, October.
Chapters
- Philipp Hartmann & Stefan Straetmans & Casper de Vries, 2007.
"Banking System Stability. A Cross-Atlantic Perspective,"
NBER Chapters, in: The Risks of Financial Institutions, pages 133-188,
National Bureau of Economic Research, Inc.
- Hartmann, Philipp & Straetmans, Stefan & de Vries, Casper, 2005. "Banking system stability: a cross-Atlantic perspective," Working Paper Series 527, European Central Bank.
- Philipp Hartmann & Stefan Straetmans & Casper G. De Vries, 2005. "Banking System Stability: A Cross-Atlantic Perspective," NBER Working Papers 11698, National Bureau of Economic Research, Inc.
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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 39 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 (9) 2005-12-09 2005-12-09 2006-01-24 2006-06-17 2011-12-13 2013-03-30 2013-03-30 2013-05-22 2018-10-01. Author is listed
- NEP-ECM: Econometrics (6) 1999-12-01 2004-10-21 2006-11-18 2018-10-01 2019-08-12 2021-10-04. Author is listed
- NEP-FIN: Finance (6) 1999-12-01 2004-04-25 2004-06-13 2005-10-22 2006-01-24 2006-06-17. Author is listed
- NEP-IFN: International Finance (6) 2002-04-08 2004-06-13 2007-04-14 2007-11-17 2010-04-11 2020-05-04. Author is listed
- NEP-CBA: Central Banking (5) 2007-04-14 2007-11-17 2011-02-26 2015-06-05 2016-10-30. Author is listed
- NEP-MAC: Macroeconomics (5) 2004-01-08 2004-06-13 2006-11-04 2015-06-05 2016-10-30. Author is listed
- NEP-UPT: Utility Models and Prospect Theory (5) 2006-06-17 2010-05-15 2013-03-30 2013-03-30 2020-05-04. Author is listed
- NEP-FMK: Financial Markets (4) 2001-09-10 2006-01-24 2006-06-17 2011-12-13
- NEP-MON: Monetary Economics (4) 1999-05-10 2002-03-04 2015-06-05 2016-10-30
- NEP-GTH: Game Theory (3) 2009-01-24 2010-11-27 2011-02-26
- NEP-PBE: Public Economics (3) 2004-01-08 2004-02-29 2004-08-23
- NEP-COM: Industrial Competition (2) 2013-03-09 2019-07-08
- NEP-EEC: European Economics (2) 2005-10-22 2006-01-24
- NEP-ENT: Entrepreneurship (2) 2019-05-27 2019-07-08
- NEP-OPM: Open Economy Macroeconomics (2) 2018-05-21 2020-05-04
- NEP-BAN: Banking (1) 2019-07-08
- NEP-BEC: Business Economics (1) 2013-03-09
- NEP-CFN: Corporate Finance (1) 2019-05-27
- NEP-ETS: Econometric Time Series (1) 1999-12-01
- NEP-IND: Industrial Organization (1) 2013-03-09
- NEP-MST: Market Microstructure (1) 2007-04-14
- NEP-ORE: Operations Research (1) 2021-10-04
- NEP-PKE: Post Keynesian Economics (1) 1999-05-10
Corrections
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