Biography
Casper G. de Vries holds the Witteveen Chair of Monetary Economics at Erasmus School of Economics, Erasmus University Rotterdam. Casper is a fellow of the Tinbergen Institute and serves as a member of the Scientific Council for the Dutch Government (WRR); he is an advisor to two Dutch pension funds. His graduate training was received at Purdue University, after which he held positions at Texas A&M University and KU Leuven. He has been visiting scholar at several European and American research institutes and central banks. Most recently at Chapman University. He served as Vice Dean of research and education at Erasmus School of Economics and as a crown member to the Dutch socio-economic council (SER). Casper de Vries’s research interests focuses on international monetary issues, like foreign exchange rate determination and exchange rate risk, the issues surrounding the Euro, financial markets risk, risk management and systemic risk and, last but not least, applied game theory. In his research on financial risks, Casper G. de Vries has specialized in calculating the risks on extreme events by means of statistical extreme value analysis. Casper also takes an active research interest in contest and auction theory, which can be applied to the theory of lobbying. He has published widely in leading internationally refereed journals, like the International Economic Review, the Journal of Econometrics, the Journal of Economic Theory, the American Economic Review and the Review of Economics and Statistics.
More information
Work
- Arthur van Riel & Casper G. de Vries (2023) - De dynamiek van naoorlogse private schuldgroei in Nederland - Tijdschrift voor Sociale en Economische Geschiedenis, 20 (2), 65-101 - doi: 10.52024/tseg.14351 - [link]
- Ivo Arnold & Casper de Vries (2023) - Uitdijend bankenvangnet vandaag geeft meer risico morgen - Me Judice - [link]
- Ivo Arnold & Casper de Vries (2023) - 'De bankenlobby is enorm sterk. Het moet zo nu en dan pijn doen' - Het Financieele Dagblad - [link]
- Ivo Arnold, Casper de Vries & Arthur van Riel (2023) - Historische lessen voor een houdbare Europese Muntunie - [link]
- Maarten R.C. van Oordt, Philip A. Stork & Casper G. de Vries (2021) - On agricultural commodities’ extreme price risk - Extremes, 24 (3), 531-563 - doi: 10.1007/s10687-020-00401-3 - [link]
- Arthur van Riel, Casper de Vries, Bart Stellinga & Josta De Hoog (2021) - Money and Debt: The Public Role of Banks
- Casper de Vries & P Sun (2018) - Exploiting tail shape biases to discriminate between stable and student t alternatives. - Journal of Applied Econometrics, 33 (5), 708-726 - doi: 10.1002/jae.2628 - [link]
- Casper de Vries, MEJ (Peggy) Bracco Gartner, M Haentjens, JAC Korteweg, Menelaos Markakis, René Repasi & J Tegelaar (2017) - Implications of Brexit on EU Financial Services - [link]
- Fieke Lecq, Casper de Vries & Maaike Dirks (2014) - Macroprudential policy: the neglected sectors
- Casper de Vries, J (Jón) Danielsson, BN Jorgensen, G Samarodnitsky & M Sarma (2013) - Fat tails, VaR and subadditivity - Journal of Econometrics, 172 (2), 283-291 - doi: 10.1016/j.jeconom.2012.08.011 - [link]
- Casper de Vries (24 January 2023) - NL: Banks closed 93 percent of branches since 2001
- Casper de Vries (2 August 2022) - -Erasmus University Rotterdam : The European Central Bank must not base its decisions on the political situation in eurozone countries
- Casper de Vries (21 September 2021) - Universal Music label makes big debut at Amsterdam Stock Exchange
- Casper Vries (1999) - Moment ratio tests
- Casper Vries (1999) - On the (ir)relevancy of value-at-risk regulation
- Casper Vries (1999) - Second order tail effects
- Casper Vries (1999) - Lectures on international financial economics and econometrics
- Casper Vries (1999) - Endogenous financial structure and the transmission of monetary policy
- Casper Vries (1999) - VaR or VoF
- Casper Vries (1999) - Moment ratio tests
- Casper Vries (1999) - VaR or VoF
- Casper Vries (1999) - Beyond the sample
- Casper Vries (1999) - Multiplicative shocks
Market & Systemic Risk Management
- Level
- Master
- Year Level
- Master
- Year
- 2022
- Course Code
- TI169