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 View citations (2)
2. Evaluating the Precision of Estimators of Quantile-Based Risk Measures
   MPRA Paper, University Library of Munich, Germany View citations (2)
3. Exponential Spectral Risk Measures
   MPRA Paper, University Library of Munich, Germany View citations (1)
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 View citations (3)

2006

6. Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
   MPRA Paper, University Library of Munich, Germany View citations (41)
   See also Journal Article Extreme spectral risk measures: An application to futures clearinghouse margin requirements, Journal of Banking & Finance, Elsevier (2006) View citations (49) (2006)
7. Financial Risks and the Pension Protection Fund: Can it Survive Them?
   MPRA Paper, University Library of Munich, Germany View citations (1)
8. Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
   MPRA Paper, University Library of Munich, Germany View citations (8)
9. U.S. Core Inflation: A Wavelet Analysis
   MPRA Paper, University Library of Munich, Germany View citations (5)

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 (17)

2006

2. Extreme spectral risk measures: An application to futures clearinghouse margin requirements
   Journal of Banking & Finance, 2006, 30, (12), 3469-3485 View citations (49)
   See also Working Paper Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements, MPRA Paper (2006) View citations (41) (2006)
3. Mortality-dependent financial risk measures
   Insurance: Mathematics and Economics, 2006, 38, (3), 427-440 View citations (14)
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 (101)

2003

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

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 (54)

2000

7. Adjusting for risk:: An improved Sharpe ratio
   International Review of Economics & Finance, 2000, 9, (3), 209-222 View citations (65)
8. 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

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

1996

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

1995

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

1994

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

1993

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

1992

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

1991

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

1990

26. 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)
27. The Value of Time and the Transactions Demand for Money
    Journal of Money, Credit and Banking, 1990, 22, (1), 51-64 View citations (10)

1989

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

1987

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