Erik Kole
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Credit Risk and Financial Regulations
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- Monetary Policy and Economic Impact
Papers in
- Finance 21
- Financial Risk and Volatility Modeling 16
- Financial Markets and Investment Strategies 11
- Global Financial Crisis and Policies 2
- European Monetary and Fiscal Policies 1
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- Market Dynamics and Volatility 12
- Complex Systems and Time Series Analysis 7
- Co-authors
- Marno Verbeek (5 shared papers)Kees Koedijk (2 shared papers)Dick van Dijk (9 shared papers)Kees C. G. Koedijk (2 shared papers)Philip Hans Franses (4 shared papers)Nadja Guenster (2 shared papers)Michel van der Wel (2 shared papers)Anne Opschoor (1 shared paper)
- Journals
- Journal of Banking & Finance (3 papers)Journal of International Money and Finance (1 paper)Journal of Econometrics (1 paper)Journal of Applied Econometrics (1 paper)Journal of Forecasting (1 paper)
- Partner nations
- NetherlandsUnited StatesUnited Kingdom
In The Last Decade
Erik Kole
22 papers receiving 453 citations
Peers
Comparison fields: 5 of 62
- Finance 347
- General Economics, Econometrics and Finance 100
- Economics and Econometrics 312
- General Energy 4
- Management Science and Operations Research 40
Countries citing papers authored by Erik Kole
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
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-authors
The 9 scholars most cited alongside Erik Kole, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 23 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2007 | 205 | |
| 2 | 2009 | 153 | |
| 3 | 2006 | 39 | |
| 4 | 2005 | 27 | |
| 5 | 2009 | 7 | |
| 6 | How to Identify and Predict Bull and Bear Markets | 2010 | 7 |
| 7 | 2016 | 7 | |
| 8 | 2014 | 7 | |
| 9 | 2016 | 5 | |
| 10 | 2004 | 5 | |
| 11 | 2023 | 4 | |
| 12 | Time Variation in Asset Return Dependence: Strength or Structure? | 2009 | 3 |
| 13 | 2015 | 2 | |
| 14 | 2016 | 2 | |
| 15 | 2019 | 2 | |
| 16 | 2024 | 2 | |
| 17 | 2007 | 2 | |
| 18 | 2015 | 2 | |
| 19 | Bubbles and Crashes: Empirical Evidence | 2006 | 1 |
| 20 | 2021 | 1 |
About Erik Kole
Erik Kole is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Applied Mathematics and Artificial Intelligence, having authored 23 papers that have together received 485 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (12 papers), Financial Markets and Investment Strategies (11 papers), Complex Systems and Time Series Analysis (7 papers), Monetary Policy and Economic Impact (6 papers), Global Financial Crisis and Policies (2 papers), Point processes and geometric inequalities (2 papers) and European Monetary and Fiscal Policies (1 paper). The work is most often cited by research in Finance (347 citations), General Economics, Econometrics and Finance (100 citations), Economics and Econometrics (312 citations), General Energy (4 citations) and Management Science and Operations Research (40 citations). Erik Kole has collaborated with scholars based in Netherlands, United States and United Kingdom. Frequent co-authors include Marno Verbeek, Kees Koedijk, Dick van Dijk, Kees C. G. Koedijk, Philip Hans Franses, Nadja Guenster, Michel van der Wel, Anne Opschoor and Ben Jacobsen. Their work appears in journals such as Journal of Banking & Finance, Journal of International Money and Finance, Journal of Econometrics, Journal of Applied Econometrics and Journal of Forecasting.
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.