Concepedia

Erik Kole

EK

Statistics

Publications

8

Citations

640

H-Index

8

Active since

2005

Affiliations

Erasmus University Rotterdam(Current)

Tinbergen Institute

Environmental Research Institute of Michigan

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

ORCID

Top concepts

Publications per year

2005–2023

8

Publications

8

Selecting copulas for risk management

Erik Kole, Kees Koedijk, Marno Verbeek · Journal of Banking & Finance · 2007 · 287 citations

, , +6

Contagion as a domino effect in global stock markets

Thijs Markwat, Erik Kole, Dick van Dijk · Journal of Banking & Finance · 2009 · 203 citations

, , +7

Selecting Copulas for Risk Management

Erik Kole, Marno Verbeek, Kees C. G. Koedijk · SSRN Electronic Journal · 2006 · 62 citations · Full text

, , +6

Portfolio implications of systemic crises

Erik Kole, Kees Koedijk, Marno Verbeek · Journal of Banking & Finance · 2005 · 36 citations · Full text

, , +7

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 citations · Full text

, , +9

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