Casper G. de Vries
- Economics and Econometrics top 0.2%
- Finance top 0.2%
- Management Science and Operations Research top 0.5%
- General Economics, Econometrics and Finance top 0.5%
- Safety Research top 0.5%
- Co-authors
- Dan KovenockMichael R. BayeJón Danı́elssonDennis W. JansenLaurens de HaanJean‐Marie ViaeneKees KoedijkPhilip A. Stork
- Topics
- Financial Risk and Volatility Modeling (36 papers)Monetary Policy and Economic Impact (33 papers)Market Dynamics and Volatility (21 papers)
- Partner nations
- NetherlandsGermanyUnited States
In The Last Decade
Casper G. de Vries
90 papers receiving 3.7k citations
Hit Papers
Peers
Comparison fields: 5 of 111
- Economics and Econometrics 2.5k
- Finance 2.2k
- Management Science and Operations Research 957
- General Economics, Econometrics and Finance 862
- Safety Research 774
Countries citing papers authored by Casper G. de Vries
This map shows the geographic impact of Casper G. de Vries's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Casper G. de Vries with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Casper G. de Vries more than expected).
Fields of papers citing papers by Casper G. de Vries
This network shows the impact of papers produced by Casper G. de Vries. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Casper G. de Vries. The network helps show where Casper G. de Vries may publish in the future.
Co-authorship network of co-authors of Casper G. de Vries
This figure shows the co-authorship network connecting the top 25 collaborators of Casper G. de Vries. A scholar is included among the top collaborators of Casper G. de Vries based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Casper G. de Vries. Casper G. de Vries is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 3 | |
| 2 | 2 | |
| 3 | 6 | |
| 4 | 6 | |
| 5 | 1 | |
| 6 | 1 | |
| 7 | The Stability of the Australian Banking System | 2 |
| 8 | Differences between Foreign Exchange Rate Regimes: The View from the Tails | 2 |
| 9 | Hedge Funds and Financial Stability | 4 |
| 10 | Subadditivity Re-Examined: The Case for Value-At-Risk | 42 |
| 11 | The simple economics of bank fragility | 1 |
| 12 | 115 | |
| 13 | 287 | |
| 14 | 10 | |
| 15 | A Hybrid Joint Moment Ratio Test for Financial Time Series | 10 |
| 16 | The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations | 7 |
| 17 | The Distribution Of Extremal Foreign Exchange Rate Returns In Extremely Large Data Sets | 35 |
| 18 | The all-pay auction with complete informationbreakdown → | 534 |
| 19 | 4 | |
| 20 | 154 |
About Casper G. de Vries
Casper G. de Vries is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 95 papers that have together received 4.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (36 papers), Monetary Policy and Economic Impact (33 papers) and Market Dynamics and Volatility (21 papers). The work is most often cited by research in Finance (2.2k citations), General Economics, Econometrics and Finance (862 citations) and General Decision Sciences (189 citations). Casper G. de Vries has collaborated with scholars based in Netherlands, Germany and United States. Frequent co-authors include Dan Kovenock, Michael R. Baye, Jón Danı́elsson, Dennis W. Jansen, Laurens de Haan, Jean‐Marie Viaene, Kees Koedijk, Philip A. Stork, Liang Peng and Antonio Di Cesare. Their work appears in journals such as Analytical Chemistry, The Economic Journal and The Review of Economics and Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.