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
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Working Papers
2007
- Estimating financial risk measures for futures positions: a non-parametric approach
MPRA Paper, University Library of Munich, Germany View citations (2)
- Evaluating the Precision of Estimators of Quantile-Based Risk Measures
MPRA Paper, University Library of Munich, Germany View citations (2)
- Exponential Spectral Risk Measures
MPRA Paper, University Library of Munich, Germany View citations (1)
- Intra-Day Seasonality in Foreign Exchange Market Transactions
MPRA Paper, University Library of Munich, Germany
- 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
- Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements
MPRA Paper, University Library of Munich, Germany View citations (39)
See also Journal Article Extreme spectral risk measures: An application to futures clearinghouse margin requirements, Journal of Banking & Finance, Elsevier (2006) View citations (44) (2006)
- Financial Risks and the Pension Protection Fund: Can it Survive Them?
MPRA Paper, University Library of Munich, Germany View citations (1)
- Spectral Risk Measures with an Application to Futures Clearinghouse Variation Margin Requirements
MPRA Paper, University Library of Munich, Germany View citations (8)
- U.S. Core Inflation: A Wavelet Analysis
MPRA Paper, University Library of Munich, Germany View citations (5)
2003
- (UBS Pensions series 17) Long-Term Value at Risk
FMG Discussion Papers, Financial Markets Group
Journal Articles
2007
- 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
- Extreme spectral risk measures: An application to futures clearinghouse margin requirements
Journal of Banking & Finance, 2006, 30, (12), 3469-3485 View citations (44)
See also Working Paper Extreme Spectral Risk Measures: An Application to Futures Clearinghouse Margin Requirements, MPRA Paper (2006) View citations (39) (2006)
- Mortality-dependent financial risk measures
Insurance: Mathematics and Economics, 2006, 38, (3), 427-440 View citations (14)
- Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
Journal of Economic Dynamics and Control, 2006, 30, (5), 843-877 View citations (100)
2003
- Pensionmetrics 2: stochastic pension plan design during the distribution phase
Insurance: Mathematics and Economics, 2003, 33, (1), 29-47 View citations (73)
2001
- 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
- Adjusting for risk:: An improved Sharpe ratio
International Review of Economics & Finance, 2000, 9, (3), 209-222 View citations (65)
- 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
- A Simple Model of the Gold Standard
Journal of Money, Credit and Banking, 1997, 29, (1), 94-105 View citations (28)
- Anarchy, Warfare, and Social Order: Comment on Hirshleifer
Journal of Political Economy, 1997, 105, (3), 648-51 View citations (7)
1996
- Costly Verification and Banking
Oxford Economic Papers, 1996, 48, (4), 601-17
- Some Unpleasant Budgetary Arithmetic of a Proposal to End Inflation: A Reply
Economic Journal, 1996, 106, (436), 635-36
- The Analytics of Bimetallism
The Manchester School of Economic & Social Studies, 1996, 64, (3), 281-97 View citations (4)
- The Case for Financial Laissez-Faire
Economic Journal, 1996, 106, (436), 679-87 View citations (32)
1995
- Deflating the productivity norm
Journal of Macroeconomics, 1995, 17, (4), 717-732 View citations (4)
- The Mechanics of Indirect Convertibility
Journal of Money, Credit and Banking, 1995, 27, (1), 67-88 View citations (3)
1994
- A Proposal to End Inflation
Economic Journal, 1994, 104, (425), 828-40 View citations (10)
- Competitive Banking, Bankers' Clubs, and Bank Regulation
Journal of Money, Credit and Banking, 1994, 26, (2), 289-308 View citations (16)
1993
- A New Model of the Gold Standard
Canadian Journal of Economics, 1993, 26, (2), 380-91 View citations (7)
- 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
- Consumer Demand, 'Full Income' and Real Wages
Empirical Economics, 1992, 17, (3), 333-45
- Models of Banking Instability: A Partial Review of the Literature
Journal of Economic Surveys, 1992, 6, (2), 107-32 View citations (16)
- Optimal Financial Contracts
Oxford Economic Papers, 1992, 44, (4), 672-93 View citations (16)
- The Monetary Economics of Henry Meulen
Journal of Money, Credit and Banking, 1992, 24, (2), 173-83
1991
- A note on the demand for non-durable goods
Journal of Macroeconomics, 1991, 13, (3), 543-551
1990
- 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)
- 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
- A simple model of macroeconomic policy
Economic Modelling, 1989, 6, (4), 447-451
1987
- Would a higher fiscal deficit stimulate the economy?
Fiscal Studies, 1987, 8, (1), 17-23
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