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Economics and Finance

D-Index
43
Citations
10344
World Ranking
1942
National Ranking
55

Overview

Casper G. de Vries is affiliated with Erasmus University Rotterdam in the Netherlands and conducts research primarily in the field of Economics, Econometrics, and Finance. Their work spans several subfields, notably Economics and Econometrics, Finance, and General Economics, Econometrics, and Finance.

The scientist's research focuses on several key topics, including:

  • Financial Risk and Volatility Modeling
  • Market Dynamics and Volatility
  • Monetary Policy and Economic Impact
  • Economic Analysis and Policy

Casper has contributed to recent academic publications addressing complex economic and financial issues. Notable papers include:

  • "Challenges in Implementing Worst-Case Analysis," published in 2021 in Econstor (Econstor)
  • "dynamiek van naoorlogse private schuldgroei in Nederland," published in 2023 in TSEG/ Low Countries Journal of Social and Economic History

Their work involves collaboration with several coauthors who have contributed to similar research areas. Frequent coauthors include:

  • Jón Danı́elsson
  • Lerby Murat Ergun
  • Arthur van Riel

Casper's publications are mainly featured in journals and venues such as:

  • Econstor (Econstor)
  • TSEG/ Low Countries Journal of Social and Economic History

Throughout their academic career, Casper G. de Vries has remained active in exploring economic trends, market volatility, and policy impacts, contributing to a broader understanding of financial and economic dynamics within their areas of expertise.

Best Publications

  • The all-pay auction with complete information

    Michael R. Baye;Dan Kovenock;Casper G. de Vries

  • Value-at-Risk and Extreme Returns

    Jon Danielsson;Casper G. De Vries

  • Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

    J. Danielsson;L. de Haan;L. Peng;C.G. de Vries

  • On the frequency of large stock returns: Putting booms and busts into perspective

    Dennis W. Jansen;Casper G. de Vries

  • Rigging the lobbying process: An application of the all-pay auction

    Michael R. Baye;Dan Kovenock;Casper G. de Vries

  • Asset Market Linkages in Crisis Periods

    Unknown

  • Tail index and quantile estimation with very high frequency data

    Jón Daníelsson;Casper G. de Vries

  • Extremal Behavior of Solutions to a Stochastic Difference Equation with Applications to Arch-Processes

    Laurens de Haan;Sidney I. Resnick;Holger Rootzén;Casper G. de Vries

  • The tail index of exchange rate returns

    Kees G. Koedijk;Marcia M.A. Schafgans;Casper G. de Vries

  • International trade and exchange rate volatility

    Jean-Marie Viaene;Casper G. de Vries

  • The solution to the Tullock rent-seeking game when R > 2: Mixed-strategy equilibria and mean dissipation rates*

    Michael R. Baye;Dan Kovenock;Casper G. De Vries

  • Banking System Stability: A Cross-Atlantic Perspective

    Philipp Hartmann;Stefan Straetmans;Casper G. De Vries

  • Asset market linkages in crisis periods

    Philipp Hartmann;Stefan Straetmans;Casper de Vries

  • An experimental examination of rational rent-seeking

    Jan Potters;Casper G de Vries;Frans van Winden

  • Asset Market Linkages in Crisis Periods

    Philipp Hartmann;Philipp Hartmann;Stefan Straetmans;Stefan Straetmans;Casper G. de Vries;Casper G. de Vries;Casper G. de Vries

  • It takes two to tango : Equilibria in a model of sales

    Michael R Baye;Dan Kovenock;Casper G de Vries

  • Comparative Analysis of Litigation Systems: An Auction‐Theoretic Approach*

    Michael R. Baye;Dan Kovenock;Casper G. de Vries

  • The limiting distribution of extremal exchange rate returns

    Martien C. A. B. Hols;Casper G. De Vries

  • Fat tails, VaR and subadditivity☆

    Jón Daníelsson;Bjørn N. Jorgensen;Gennady Samorodnitsky;Mandira Sarma

  • The all-pay auction with complete information

    Unknown

  • Beyond the Sample: Extreme Quantile and Probability Estimation

    Jón Daníelsson;Casper G. de Vries

  • Subadditivity Re–Examined: the Case for Value-at-Risk

    Casper G. de Vries;Gennady Samorodnitsky;Bjørn N. Jorgensen;Sarma Mandira

  • Stylized Facts of Nominal Exchange Rate Returns

    Casper G. de Vries;K. U. Leuven

  • Safety First Portfolio Selection, Extreme Value Theory and Long Run Asset Risks

    Laurens de Haan;Dennis W. Jansen;Kees Koedijk;Casper G. de Vries

  • Contests with Rank-Order Spillovers

    Michael R. Baye;Dan Kovenock;Casper G. de Vries

  • Risk Measures for Autocorrelated Hedge Fund Returns

    Antonio Di Cesare;Philip A. Stork;Casper G. de Vries

  • The Solution to the Tullock Rent-Seeking Game When R > 2: Mixed Strategy Equilibria and Mean Dissipation Rates

    Michael Baye;Dan Kovenock

Frequent Co-Authors

Jon Danielsson
Jon Danielsson London School of Economics and Political Science
Michael R. Baye
Michael R. Baye Indiana University
Dan Kovenock
Dan Kovenock Chapman University
Juergen von Hagen
Juergen von Hagen University of Bonn
Dirk Schoenmaker
Dirk Schoenmaker Erasmus University Rotterdam
Kees C. G. Koedijk
Kees C. G. Koedijk Utrecht University
Andre Lucas
Andre Lucas Vrije Universiteit Amsterdam
Ronald MacDonald
Ronald MacDonald University of Glasgow
Xavier Gabaix
Xavier Gabaix Harvard University
David Laibson
David Laibson Harvard University

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