prof.dr. (Casper) CG de Vries

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.

Erasmus School of Economics

Visiting fellow | Economics
Email
cdevries@ese.eur.nl
Room
E1-05
Location
Burg. Oudlaan 50, Rotterdam

More information

Work

  • 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

  • Xiaohong Huang

    An Analysis of Occupational Pension Provision: From Evaluation to Redesign
  • Cyriel de Jong

    Dealing with Derivatives. Studies on the role, informational content and pricing of financial derivatives
  • Ying Xu

    Empirical Essays on the Stock Returns, Risk Management, and Liquidity Creation of Banks
  • Thijs Markwat

    Extreme Dependence in Asset Markets Around the Globe
  • Bert de Groot

    Essays on Economic Cycles
  • Rachel Campbell-Pownall

    Rethinking Risk in International Financial Markets
  • Heleen Mees

    Changing Fortunes – How China’s Boom Caused the Financial Crisis
  • Malin Gardberg

    Financial Integration and Global Imbalances

News regarding prof.dr. (Casper) CG de Vries

Interest rates and the reorganisation of the Dutch business community

Casper de Vries, Professor Emeritus of Monetary Economics at Erasmus School of Economics, recently sat at the BNR panel of economists to discuss interest rates.
Casper de Vries

Professor Casper de Vries in the Economists’ Panel

Casper de Vries, Professor of Monetary Economics at Erasmus School of Economics, took part in BNR’s economists panel (10 July 2023).
Casper de Vries

Professor Casper de Vries in the economists' panel

Casper de Vries, Professor of Monetary Economics at Erasmus School of Economics, was invited to participate in the Economists’ Panel by BNR Newsradio
Casper de Vries

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