Casper G. de Vries

Institution: Erasmus Universiteit Rotterdam

Primary Field: Theory (weighted toward more recent publications)

Homepage: http://people.few.eur.nl/cdevries/

First Publication: 1988

Most Recent: 2022

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.67	0.00	0.67	22%
Last 10 Years	0.00	0.67	1.68	0.00	2.35	50%
All Time	2.69	17.63	14.30	2.94	37.56	97%

Publication Statistics

Raw Publications 35

Coauthorship-Adjusted Count 29.69

Publications (35)

Year	Article	Journal	Tier	Authors
2022	The Term Structure of Currency Futures' Risk Premia	Journal of Money, Credit, and Banking	B	3
2018	Exploiting tail shape biases to discriminate between stable and student t alternatives	Journal of Applied Econometrics	B	2
2016	The impact of competition on prices with numerous firms	Journal of Economic Theory	A	6
2013	Fat tails, VaR and subadditivity	Journal of Econometrics	A	5
2013	Heavy tails of OLS	Journal of Econometrics	A	2
2013	Systemic risk and diversification across European banks and insurers	Journal of Banking & Finance	B	3
2013	The number of active bidders in internet auctions	Journal of Economic Theory	A	3
2012	The Herodotus paradox	Games and Economic Behavior	B	3
2012	Contests with rank-order spillovers	Economic Theory	B	3
2012	Simulating and calibrating diversification against black swans	Journal of Economic Dynamics and Control	B	2
2012	IMF Support and Inter-Regime Exchange Rate Volatility	Open Economies Review	C	3
2010	Global stochastic properties of dynamic models and their linear approximations	Journal of Economic Dynamics and Control	B	2
2010	Heavy tails and currency crises	Journal of Empirical Finance	C	3
2007	Portfolio selection with heavy tails	Journal of Empirical Finance	C	2
2006	Comparing downside risk measures for heavy tailed distributions	Economics Letters	C	4
2005	The simple economics of bank fragility	Journal of Banking & Finance	B	1
2004	Asset Market Linkages in Crisis Periods	Review of Economics and Statistics	A	3
2003	The Forex Regime and EMU Expansion	Open Economies Review	C	2
2002	Incentives for effective risk management	Journal of Banking & Finance	B	3
2000	Portfolio selection with limited downside risk	Journal of Empirical Finance	C	3
1999	The Incidence of Overdissipation in Rent-Seeking Contests.	Public Choice	B	3
1996	The all-pay auction with complete information (*)	Economic Theory	B	3
1995	New evidence on the effectiveness of foreign exchange market intervention	European Economic Review	B	4
1995	A note on the relationship between GARCH and symmetric stable processes	Journal of Empirical Finance	C	3
1994	The Solution to the Tullock Rent-Seeking Game When R Is Greater Than 2: Mixed-Strategy Equilibria and Mean Dissipation Rates.	Public Choice	B	3
1993	Rigging the Lobbying Process: An Application of the All-Pay Auction.	American Economic Review	S	3
1993	Fixing soft margins	Journal of International Economics	A	3
1992	It takes two to tango: Equilibria in a model of sales	Games and Economic Behavior	B	3
1992	International trade and exchange rate volatility	European Economic Review	B	2
1992	Differences between foreign exchange rate regimes: The view from the tails	Journal of International Money and Finance	B	3
1991	On the relation between GARCH and stable processes	Journal of Econometrics	A	1
1991	On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective.	Review of Economics and Statistics	A	2
1990	The customs union argument for a monetary union	Journal of Banking & Finance	B	2
1988	Simulating currency substitution bias	Economics Letters	C	3
1988	Theory and Relevance of Currency Substitution with Case Studies for Canada and the Netherlands Antilles.	Review of Economics and Statistics	A	1