dr. (Erik) HJWG Kole

dr. (Erik) HJWG Kole
Assistant professor Erasmus School of Economics Econometrics
Location
Burg. Oudlaan 50, Rotterdam
Room
ET-31
Email
kole@ese.eur.nl
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Profile

Erik Kole is affiliated with the Econometric Institute of Erasmus University Rotterdam as assistant professor in financial econometrics. He recently won a Veni-grant from the Netherlands Organisation for Scientific Research, which finances his position for three years. His research includes risk management, asset pricing and financial econometrics, and he specializes in crises and crashes in financial markets. Kole has published his research in international academic journals, like the Journal of Banking and Finance. He is a regular presenter at international conferences of the European Finance Association and the Society for Financial Econometrics.

  • Erik Kole (2011) - Het failliet van de normale verdeling - VBA Journaal, 26 (1), 8-17
  • E Slagter, Y Vermaes & Erik Kole (2010) - Optimale Asset Allocatie op Korte en Lange Termijn - VBA Journaal, 26, 8-17

  • Bart Keijsers, Bart Diris & Erik Kole (2014) - Cyclicality in losses on bank loans (working paper)

  • Francine Gresnigt, Erik Kole & Philip Hans Franses (2015) - Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes - Econometric Institute
  • TD (Thijs) Markwat, Erik Kole & Dick Dijk (2009) - Contagion as a domino effect in global stock markets - DEPARTMENT OF ECONOMETRICS
  • TD (Thijs) Markwat, Erik Kole & Dick Dijk (2009) - Time Variation in Asset Return Dependence: Strength or Structure - ERIM
  • TD (Thijs) Markwat, Erik Kole & Dick Dijk (2008) - Contagion as a Domino Effect in Global Stock Markets - ERIM
  • Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2004) - The effects of systemic crises when investors can be crisis ignorant - Erasmus Research Institute of Management (ERIM)
  • Erik Kole, CG (Kees) Koedijk & Marno Verbeek (2003) - Stress testing with Student's t dependence - Erasmus Research Institute of Management (ERIM)

  • Dick Dijk & Erik Kole (2013) - How to identify and forecast bull and bear markets? - Erasmus Research Institute of Management (ERIM)

  • Erik Kole (2012) - Erasmus School of Economics (ESE) (External organisation)

Take-Off Pre-Master Econometrics

Year
2020
Course Code
FEB63000ET

Bachelor's Thesis Econometrics

Level
bachelor 3
Year
2020
Year Level
bachelor 3
Course Code
FEB23100

Bachelor's Thesis Econometrics

Level
bachelor 3
Year
2020
Year Level
bachelor 3
Course Code
FEB23100X

Bachelor's Thesis BSc²

Level
bachelor 4
Year
2020
Year Level
bachelor 4
Course Code
FEB24100

YFC4ESE template

Year
2020
Course Code
FEWCS01

Asset Pricing (QF variant)

Level
​Lecture slides Exercises Literaturemaster
Year
2020
Year Level
​Lecture slides Exercises Literaturemaster
Course Code
FEM21003

Seminar Financial Case Studies

Level
master
Year
2020
Year Level
master
Course Code
FEM21019

Kick off Bachelor-2 (Econometrics)

Year
2020
Course Code
FEB62007

Thesis Hub Bachelor Econometrics & OR

Year
2020
Course Code
FEB63007

Thesis Hub BSc2 Econometrics / Economics

Year
2020
Course Code
FEB63008

Asset Pricing

Year
2020
Year Level
master, master
Course Code
FEM11008

  • Thijs Markwat

    Extreme Dependence in Asset Markets Around the Globe

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