Professor Kevin Dowd's Outputs (250)

A Bootstrap Back-test (2002)
Journal Article
Dowd, K. (2002). A Bootstrap Back-test

Assessing the Pre-Commitment Approach to Bank Capital Regulation (2002)
Journal Article
Dowd, K. (2002). Assessing the Pre-Commitment Approach to Bank Capital Regulation. Journal of Risk Finance, 3(4), 35-40

Gold Standard (2002)
Book Chapter
Dowd, K. (2002). Gold Standard. In B. A. Snowdon, & H. Vane (Eds.), An Encyclopedia of Macroeconomics (293-296). Edward Elgar, Cheltenham

Time Inconsistency. (2002)
Book Chapter
Dowd, K. (2002). Time Inconsistency. In B. A. Snowdon, & H. Vane (Eds.), An Encyclopedia of Macroeconomics (699-703). Edward Elgar, Cheltenham

The Optimal Extraction of a Privately Owned Renewable Resource (2002)
Journal Article
Chappell, D., & Dowd, K. (2002). The Optimal Extraction of a Privately Owned Renewable Resource. The Mathematical Scientist, 27(2), 75-79

Does Monetary Policy have a Future? (2001)
Journal Article
Cronin, D., & Dowd, K. (2001). Does Monetary Policy have a Future?

The Emergence of Fiat Money: A Reconsideration (2001)
Journal Article
Dowd, K. (2001). The Emergence of Fiat Money: A Reconsideration

Estimating the Failure Probabilities of Financial Institutions: A Simple Approach. (2001)
Journal Article
Dowd, K. (2001). Estimating the Failure Probabilities of Financial Institutions: A Simple Approach. Journal of Risk Finance, 2(4), 33-38. https://doi.org/10.1108/eb043473

Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase (2001)
Journal Article
Blake, D., Cairns, A. J., & Dowd, K. (2001). Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase. Insurance: Mathematics and Economics, 29(2), 187-215. https://doi.org/10.1016/s0167-6687%2801%2900082-8

We estimate values-at-risk (VaR) in the accumulation phase of defined-contribution pension plans. We examine a range of asset-return models (including stationary moments, regime-switching and fundamentals models) and a range of asset-allocation strat... Read More about Pensionmetrics: stochastic pension plan design and value-at-risk during the accumulation phase.

Sharpe Thinking (2001)
Report
Dowd, K. (2001). Sharpe Thinking. ‘Risk’ Risk Management for Investors Special Report

The Optimal Monopolistic Extraction of a Durable Natural Resource (2001)
Journal Article
Chappell, D., & Dowd, K. (2001). The Optimal Monopolistic Extraction of a Durable Natural Resource. Greek Economic Review, 21(1), 53-61

Estimating VaR with Order Statistics (2001)
Journal Article
Dowd, K. (2001). Estimating VaR with Order Statistics. The journal of derivatives, 8(3), 23-30. https://doi.org/10.3905/jod.2001.319154

Money and the Market: Essays on Free Banking. (2000)
Book
Dowd, K. (2000). Money and the Market: Essays on Free Banking. Routledge

Adjusting for Risk: An Improved Sharpe Ratio. (2000)
Journal Article
Dowd, K. (2000). Adjusting for Risk: An Improved Sharpe Ratio. International Review of Economics and Finance, 9(3), 209-222. https://doi.org/10.1016/s1059-0560%2800%2900063-0

Accounting for Value at Risk. (2000)
Journal Article
Dowd, K. (2000). Accounting for Value at Risk. Journal of Risk Finance, 2(1), 51-58. https://doi.org/10.1108/eb022946

The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom, 1821-1913. (2000)
Journal Article
Dowd, D. A., & Harrison, B. (2000). The Gibson Paradox and the Gold Standard: Evidence from the United Kingdom, 1821-1913. Applied Economics Letters, 7(11), 711-713. https://doi.org/10.1080/135048500421322

Estimating Value-at-Risk: A Subjective Approach. (2000)
Journal Article
Dowd, K. (2000). Estimating Value-at-Risk: A Subjective Approach. Journal of Risk Finance, 1(4), 43-46. https://doi.org/10.1108/eb043454

Using Futures Prices to Control Inflation: Reply to Garrison and White. (2000)
Journal Article
Dowd, K. (2000). Using Futures Prices to Control Inflation: Reply to Garrison and White. Journal of Money, Credit and Banking, 32(1), 142-145. https://doi.org/10.2307/2601096

Are Free Markets the Cause of Financial Instability? (2000)
Journal Article
Dowd, K. (2000). Are Free Markets the Cause of Financial Instability?. Critical Review, 14(1,200), 57-67. https://doi.org/10.1080/08913810008443547

The "Compensated Dollar" Revisited. (2000)
Book Chapter
Dowd, K. (2000). The "Compensated Dollar" Revisited. In K. Dowd (Ed.), Money and the Market: Essays on Free Banking (104-113). Routledge