Erik Kole

Erik Kole

Erasmus University - Rotterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 4701760
Erasmus Universiteit
person_outline Erik Kole's MOST POPULAR ARTICLES
1-) Selecting copulas for risk management E Kole, K Koedijk, M Verbeek Journal of Banking & Finance 31 (8), 2405-2423, 2007 3612007
2-) Contagion as a domino effect in global stock markets T Markwat, E Kole, D Van Dijk Journal of Banking & Finance 33 (11), 1996-2012, 2009 2612009
3-) How to identify and forecast bull and bear Markets? E Kole, D Dijk Journal of Applied Econometrics 32 (1), 120-139, 2017 80*2017
4-) Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashesF Gresnigt, E Kole, PH FransesJournal of Banking & Finance 56, 123-139, 2015652015
5-) Portfolio implications of systemic crisesE Kole, K Koedijk, M VerbeekJournal of Banking & Finance 30 (8), 2347-2369, 2006432006