Details about Kevin Dowd

Access statistics for papers by Kevin Dowd.

Last updated 2007-06-22. Update your information in the RePEc Author Service.

Short-id: pdo21

Working Papers

2007

1. Estimating financial risk measures for futures positions: a non-parametric approach
   MPRA Paper, University Library of Munich, Germany
2. Evaluating the Precision of Estimators of Quantile-Based Risk Measures
   MPRA Paper, University Library of Munich, Germany
3. Exponential Spectral Risk Measures
   MPRA Paper, University Library of Munich, Germany
4. Intra-Day Seasonality in Foreign Exchange Market Transactions
   MPRA Paper, University Library of Munich, Germany
5. The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders
   MPRA Paper, University Library of Munich, Germany

2006

6. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
   MPRA Paper, University Library of Munich, Germany View citations
   See also Journal Article in Journal of Banking & Finance (2006)
7. Financial Risks and the Pension Protection Fund: Can it Survive Them?
   MPRA Paper, University Library of Munich, Germany
8. Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
   MPRA Paper, University Library of Munich, Germany
9. U.S. Core Inflation: A Wavelet Analysis
   MPRA Paper, University Library of Munich, Germany View citations

2003

10. (UBS Pensions series 17) Long-Term Value at Risk
    FMG Discussion Papers, Financial Markets Group

Journal Articles

2007

1. Too good to be true? The (In)credibility of the UK inflation fan charts
   Journal of Macroeconomics, 2007, 29, (1), 91-102 View citations

2006

2. Extreme spectral risk measures: An application to futures clearinghouse margin requirements
   Journal of Banking & Finance, 2006, 30, (12), 3469-3485 View citations
   See also Working Paper (2006)
3. Mortality-dependent financial risk measures
   Insurance: Mathematics and Economics, 2006, 38, (3), 427-440 View citations
4. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
   Journal of Economic Dynamics and Control, 2006, 30, (5), 843-877 View citations

2003

5. Pensionmetrics 2: stochastic pension plan design during the distribution phase
   Insurance: Mathematics and Economics, 2003, 33, (1), 29-47 View citations

2001

6. Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
   Insurance: Mathematics and Economics, 2001, 29, (2), 187-215 View citations

2000

7. Adjusting for risk:: An improved Sharpe ratio
   International Review of Economics & Finance, 2000, 9, (3), 209-222 View citations
8. The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom, 1821-1913
   Applied Economics Letters, 2000, 7, (11), 711-13
9. Using Futures Prices to Control Inflation: Reply to Garrison and White
   Journal of Money, Credit and Banking, 2000, 32, (1), 142-45

1997

10. A Simple Model of the Gold Standard
    Journal of Money, Credit and Banking, 1997, 29, (1), 94-105 View citations
11. Anarchy, Warfare, and Social Order: Comment on Hirshleifer
    Journal of Political Economy, 1997, 105, (3), 648-51 View citations

1996

12. Costly Verification and Banking
    Oxford Economic Papers, 1996, 48, (4), 601-17
13. Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply
    Economic Journal, 1996, 106, (436), 635-36
14. The Analytics of Bimetallism
    The Manchester School of Economic & Social Studies, 1996, 64, (3), 281-97 View citations
15. The Case for Financial Laissez-Faire
    Economic Journal, 1996, 106, (436), 679-87 View citations

1995

16. Deflating the productivity norm
    Journal of Macroeconomics, 1995, 17, (4), 717-732 View citations
17. The Mechanics of Indirect Convertibility
    Journal of Money, Credit and Banking, 1995, 27, (1), 67-88 View citations

1994

18. A Proposal to End Inflation
    Economic Journal, 1994, 104, (425), 828-40 View citations
19. Competitive Banking, Bankers' Clubs, and Bank Regulation
    Journal of Money, Credit and Banking, 1994, 26, (2), 289-308 View citations

1993

20. A New Model of the Gold Standard
    Canadian Journal of Economics, 1993, 26, (2), 380-91
21. Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas
    Economic Journal, 1993, 103, (420), 1180-89 View citations

1992

22. Consumer Demand, 'Full Income' and Real Wages
    Empirical Economics, 1992, 17, (3), 333-45
23. Is Banking a Natural Monopoly?
    Kyklos, 1992, 45, (3), 379-92 View citations
24. Models of Banking Instability: A Partial Review of the Literature
    Journal of Economic Surveys, 1992, 6, (2), 107-32 View citations
25. Optimal Financial Contracts
    Oxford Economic Papers, 1992, 44, (4), 672-93 View citations
26. The Demand for Non-durable Goods and Endogenous Labor Supply
    Applied Economics, 1992, 24, (11), 1199-202
27. The Monetary Economics of Henry Meulen
    Journal of Money, Credit and Banking, 1992, 24, (2), 173-83

1991

28. A note on the demand for non-durable goods
    Journal of Macroeconomics, 1991, 13, (3), 543-551

1990

29. Did Central Banks Evolve Naturally? A Review Essay of Charles Goodhart's The Evolution of Central Banks
    Scottish Journal of Political Economy, 1990, 37, (1), 97-104
30. The Value of Time Hypothesis and the Demand for Money: Some New Evidence for the UK
    Applied Economics, 1990, 22, (5), 599-603
31. The Value of Time and the Transactions Demand for Money
    Journal of Money, Credit and Banking, 1990, 22, (1), 51-64 View citations

1989

32. A simple model of macroeconomic policy
    Economic Modelling, 1989, 6, (4), 447-451
33. Disaggregate Supply: Evidence for the UK
    Applied Economics, 1989, 21, (10), 1397-1409

1987

34. Would a higher fiscal deficit stimulate the economy?
    Fiscal Studies, 1987, 8, (1), 17-23