Erik Kole

727 total citations
23 papers, 485 citations indexed

About

Erik Kole is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Erik Kole has authored 23 papers receiving a total of 485 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 18 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Erik Kole's work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (12 papers) and Financial Markets and Investment Strategies (11 papers). Erik Kole is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (12 papers) and Financial Markets and Investment Strategies (11 papers). Erik Kole collaborates with scholars based in Netherlands, United States and United Kingdom. Erik Kole's co-authors include Marno Verbeek, Kees Koedijk, Dick van Dijk, Kees C. G. Koedijk, Philip Hans Franses, Michel van der Wel, Nadja Guenster, Anne Opschoor and Ben Jacobsen and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of International Money and Finance.

In The Last Decade

Erik Kole

22 papers receiving 453 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Erik Kole Netherlands 8 347 312 100 40 33 23 485
Burak Saltoğlu Türkiye 11 312 0.9× 290 0.9× 132 1.3× 59 1.5× 33 1.0× 23 449
Thierry Ané France 11 480 1.4× 409 1.3× 80 0.8× 72 1.8× 23 0.7× 16 560
Nicola Fusari United States 9 529 1.5× 233 0.7× 74 0.7× 40 1.0× 20 0.6× 20 602
Gregorio Serna Spain 9 324 0.9× 281 0.9× 91 0.9× 29 0.7× 34 1.0× 30 447
Toshiaki Watanabe Japan 13 395 1.1× 467 1.5× 210 2.1× 46 1.1× 19 0.6× 42 620
Rogier Quaedvlieg Netherlands 10 471 1.4× 454 1.5× 161 1.6× 130 3.3× 19 0.6× 23 602
Denis Pelletier United States 8 429 1.2× 417 1.3× 199 2.0× 64 1.6× 29 0.9× 21 623
Juan Carlos Rodríguez Netherlands 4 529 1.5× 487 1.6× 168 1.7× 29 0.7× 32 1.0× 6 652
Dong Hwan Oh United States 9 424 1.2× 329 1.1× 146 1.5× 49 1.2× 20 0.6× 24 544
Stewart D. Hodges United Kingdom 14 444 1.3× 266 0.9× 79 0.8× 71 1.8× 70 2.1× 43 581

Countries citing papers authored by Erik Kole

Since Specialization
Citations

This map shows the geographic impact of Erik Kole'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 Erik Kole with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Erik Kole more than expected).

Fields of papers citing papers by Erik Kole

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Erik Kole. 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 Erik Kole. The network helps show where Erik Kole may publish in the future.

Co-authorship network of co-authors of Erik Kole

This figure shows the co-authorship network connecting the top 25 collaborators of Erik Kole. A scholar is included among the top collaborators of Erik Kole 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 Erik Kole. Erik Kole is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kole, Erik, et al.. (2024). Heterogeneous macro and financial effects of ECB asset purchase programs. Journal of International Money and Finance. 143. 103073–103073. 2 indexed citations
2.
Kole, Erik & Dick van Dijk. (2023). Moments, shocks and spillovers in Markov-switching VAR models. Journal of Econometrics. 236(2). 105474–105474. 4 indexed citations
3.
Kole, Erik, et al.. (2021). Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs. SSRN Electronic Journal. 1 indexed citations
4.
Kole, Erik & Dick van Dijk. (2021). Moments, Shocks and Spillovers in Markov Switching VAR Models. SSRN Electronic Journal. 1 indexed citations
5.
Kole, Erik, et al.. (2019). Constructing and Using Double-Adjusted Alphas to Analyze Mutual Fund Performance. SSRN Electronic Journal.
6.
Kole, Erik, et al.. (2019). Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error. SSRN Electronic Journal. 2 indexed citations
7.
Kole, Erik & Dick van Dijk. (2016). How to Identify and Forecast Bull and Bear Markets?. Journal of Applied Econometrics. 32(1). 120–139. 2 indexed citations
8.
Kole, Erik, et al.. (2016). Exploiting Spillovers to Forecast Crashes. Journal of Forecasting. 36(8). 936–955. 5 indexed citations
9.
Kole, Erik, et al.. (2016). Specification Testing in Hawkes Models. Journal of Financial Econometrics. 15(1). 139–171. 7 indexed citations
10.
Kole, Erik, et al.. (2015). Specification Testing in Hawkes Models. SSRN Electronic Journal. 2 indexed citations
11.
Kole, Erik, et al.. (2015). Forecasting Value-at-Risk Under Temporal and Portfolio Aggregation. SSRN Electronic Journal. 2 indexed citations
12.
Kole, Erik & Dick van Dijk. (2010). How to Identify and Predict Bull and Bear Markets. 7 indexed citations
13.
Kole, Erik, et al.. (2009). Time Variation in Asset Return Dependence: Strength or Structure?. ERIM report series research in management. 3 indexed citations
14.
Kole, Erik, et al.. (2009). Time Variation in Asset Return Dependence: Strength or Structure?. SSRN Electronic Journal. 7 indexed citations
15.
Guenster, Nadja & Erik Kole. (2009). Bubbles and Investment Horizons. SSRN Electronic Journal. 1 indexed citations
16.
Kole, Erik, et al.. (2009). Contagion as a domino effect in global stock markets. Journal of Banking & Finance. 33(11). 1996–2012. 153 indexed citations
17.
Kole, Erik, Kees Koedijk, & Marno Verbeek. (2007). Selecting copulas for risk management. Journal of Banking & Finance. 31(8). 2405–2423. 205 indexed citations
18.
Kole, Erik, Nadja Guenster, & Ben Jacobsen. (2006). Bubbles and Crashes: Empirical Evidence. SSRN Electronic Journal. 1 indexed citations
19.
Kole, Erik, Marno Verbeek, & Kees C. G. Koedijk. (2006). Selecting Copulas for Risk Management. SSRN Electronic Journal. 39 indexed citations
20.
Kole, Erik, Kees Koedijk, & Marno Verbeek. (2005). Portfolio implications of systemic crises. Journal of Banking & Finance. 30(8). 2347–2369. 27 indexed citations

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.

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