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Details about Kevin Dowd

E-mail:
Homepage:http://www.nottingham.ac.uk/~lizkd
Workplace:Cato Institute, (more information at EDIRC)
Centre for Risk and Insurance Studies, Business School, University of Nottingham, (more information at EDIRC)
Business School, University of Nottingham, (more information at EDIRC)

Access statistics for papers by Kevin Dowd.

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

Short-id: pdo21


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Working Papers

2007

  1. Estimating financial risk measures for futures positions: a non-parametric approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Evaluating the Precision of Estimators of Quantile-Based Risk Measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  3. Exponential Spectral Risk Measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Intra-Day Seasonality in Foreign Exchange Market Transactions
    MPRA Paper, University Library of Munich, Germany Downloads
  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 Downloads View citations (3)

2006

  1. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
    MPRA Paper, University Library of Munich, Germany Downloads View citations (39)
    See also Journal Article Extreme spectral risk measures: An application to futures clearinghouse margin requirements, Journal of Banking & Finance, Elsevier (2006) Downloads View citations (44) (2006)
  2. Financial Risks and the Pension Protection Fund: Can it Survive Them?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  4. U.S. Core Inflation: A Wavelet Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

2003

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

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 Downloads View citations (17)

2006

  1. Extreme spectral risk measures: An application to futures clearinghouse margin requirements
    Journal of Banking & Finance, 2006, 30, (12), 3469-3485 Downloads View citations (44)
    See also Working Paper Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements, MPRA Paper (2006) Downloads View citations (39) (2006)
  2. Mortality-dependent financial risk measures
    Insurance: Mathematics and Economics, 2006, 38, (3), 427-440 Downloads View citations (14)
  3. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
    Journal of Economic Dynamics and Control, 2006, 30, (5), 843-877 Downloads View citations (100)

2003

  1. Pensionmetrics 2: stochastic pension plan design during the distribution phase
    Insurance: Mathematics and Economics, 2003, 33, (1), 29-47 Downloads View citations (73)

2001

  1. Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase
    Insurance: Mathematics and Economics, 2001, 29, (2), 187-215 Downloads View citations (54)

2000

  1. Adjusting for risk:: An improved Sharpe ratio
    International Review of Economics & Finance, 2000, 9, (3), 209-222 Downloads View citations (65)
  2. Using Futures Prices to Control Inflation: Reply to Garrison and White
    Journal of Money, Credit and Banking, 2000, 32, (1), 142-45 View citations (1)

1997

  1. A Simple Model of the Gold Standard
    Journal of Money, Credit and Banking, 1997, 29, (1), 94-105 View citations (28)
  2. Anarchy, Warfare, and Social Order: Comment on Hirshleifer
    Journal of Political Economy, 1997, 105, (3), 648-51 Downloads View citations (7)

1996

  1. Costly Verification and Banking
    Oxford Economic Papers, 1996, 48, (4), 601-17 Downloads
  2. Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply
    Economic Journal, 1996, 106, (436), 635-36 Downloads
  3. The Analytics of Bimetallism
    The Manchester School of Economic & Social Studies, 1996, 64, (3), 281-97 View citations (4)
  4. The Case for Financial Laissez-Faire
    Economic Journal, 1996, 106, (436), 679-87 Downloads View citations (32)

1995

  1. Deflating the productivity norm
    Journal of Macroeconomics, 1995, 17, (4), 717-732 Downloads View citations (4)
  2. The Mechanics of Indirect Convertibility
    Journal of Money, Credit and Banking, 1995, 27, (1), 67-88 Downloads View citations (3)

1994

  1. A Proposal to End Inflation
    Economic Journal, 1994, 104, (425), 828-40 Downloads View citations (10)
  2. Competitive Banking, Bankers' Clubs, and Bank Regulation
    Journal of Money, Credit and Banking, 1994, 26, (2), 289-308 Downloads View citations (16)

1993

  1. A New Model of the Gold Standard
    Canadian Journal of Economics, 1993, 26, (2), 380-91 Downloads View citations (7)
  2. Currency Competition, Network Externalities and Switching Costs: Towards an Alternative View of Optimum Currency Areas
    Economic Journal, 1993, 103, (420), 1180-89 Downloads View citations (101)

1992

  1. Consumer Demand, 'Full Income' and Real Wages
    Empirical Economics, 1992, 17, (3), 333-45
  2. Models of Banking Instability: A Partial Review of the Literature
    Journal of Economic Surveys, 1992, 6, (2), 107-32 View citations (16)
  3. Optimal Financial Contracts
    Oxford Economic Papers, 1992, 44, (4), 672-93 Downloads View citations (16)
  4. The Monetary Economics of Henry Meulen
    Journal of Money, Credit and Banking, 1992, 24, (2), 173-83 Downloads

1991

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

1990

  1. 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 View citations (2)
  2. The Value of Time and the Transactions Demand for Money
    Journal of Money, Credit and Banking, 1990, 22, (1), 51-64 Downloads View citations (10)

1989

  1. A simple model of macroeconomic policy
    Economic Modelling, 1989, 6, (4), 447-451 Downloads

1987

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