Concepedia

Author

Erik Kole

Erasmus University RotterdamORCID

Also Known As

Erik Kole

45

Publications

722

Citations

9

H-Index

20

Concepts

All Affiliations

Erasmus University RotterdamTinbergen InstituteEnvironmental Research Institute of Michigan
EK

About

Erik Kole is an author at Erasmus University Rotterdam specializing in business, economics, and finance.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

6

6

618

2

Economics

4

4

269

3

Finance

4

4

269

4

Engineering

2

2

349

5

Management

1

1

16

Erik Kole

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8

Publications

640

Citations

8

H-Index

YearCitations

Selecting copulas for risk management

Erik Kole, Kees Koedijk, Marno Verbeek

Journal of Banking & Finance

2007

287

Contagion as a domino effect in global stock markets

Thijs Markwat, Erik Kole, Dick van Dijk

Journal of Banking & Finance

2009

203

Selecting Copulas for Risk Management

Erik Kole, Marno Verbeek, Kees C. G. Koedijk

SSRN Electronic Journal

2006

62

Portfolio implications of systemic crises

Erik Kole, Kees Koedijk, Marno Verbeek

Journal of Banking & Finance

2005

36

Interpreting Financial Market Crashes as Earthquakes: A New Early Warning System for Medium Term Crashes

Francine Gresnigt, Erik Kole, Philip Hans Franses

SSRN Electronic Journal

2014

16

How to Identify and Predict Bull and Bear Markets

Erik Kole, Dick van Dijk

2010

14

Time Variation in Asset Return Dependence: Strength or Structure?

Thijs Markwat, Erik Kole, Dick van Dijk

SSRN Electronic Journal

2009

11

Moments, shocks and spillovers in Markov-switching VAR models

Erik Kole, Dick van Dijk

Journal of Econometrics

2023

11

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