David Veredas

David Veredas

Vlerick Business School

H-index: 25

Europe-Belgium

About David Veredas

David Veredas, With an exceptional h-index of 25 and a recent h-index of 15 (since 2020), a distinguished researcher at Vlerick Business School, specializes in the field of Quantitative Finance, Big Data, Volatility, Tail Risk, Systemic Risk.

His recent articles reflect a diverse array of research interests and contributions to the field:

Liquidity or profitability: How retail investors can shape liquidity risk models in times of high interest rates

Common short selling and excess comovement: Evidence from a sample of LSE stocks

TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements

Venture capital, credit, and fintech start-up formation: a cross-country study

Catastrophe bond backed EU emergency healthcare fund proposed

Sustainable finance is er niet alleen voor de grootste bedrijven

Nonlinear financial econometrics JoE special issue introduction

Flexible multivariate Hill estimators

David Veredas Information

University

Vlerick Business School

Position

___

Citations(all)

2334

Citations(since 2020)

633

Cited By

2061

hIndex(all)

25

hIndex(since 2020)

15

i10Index(all)

40

i10Index(since 2020)

20

Email

University Profile Page

Vlerick Business School

David Veredas Skills & Research Interests

Quantitative Finance

Big Data

Volatility

Tail Risk

Systemic Risk

Top articles of David Veredas

Title

Journal

Author(s)

Publication Date

Liquidity or profitability: How retail investors can shape liquidity risk models in times of high interest rates

Nicolas Roméro Diaz

Jan De Bondt

David Veredas

2023

Common short selling and excess comovement: Evidence from a sample of LSE stocks

Journal of Financial Markets

Marco Valerio Geraci

Jean-Yves Gnabo

David Veredas

2023/9/1

TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements

Plos one

Sladana Babić

Christophe Ley

Lorenzo Ricci

David Veredas

2023/1/3

Venture capital, credit, and fintech start-up formation: a cross-country study

Entrepreneurship Theory and Practice

Dimitrios Kolokas

Tom Vanacker

David Veredas

Shaker A Zahra

2022/9

Catastrophe bond backed EU emergency healthcare fund proposed

David Veredas

Simon Ashby

Dimitrios Kolokas

2021

Sustainable finance is er niet alleen voor de grootste bedrijven

David Veredas

2021

Nonlinear financial econometrics JoE special issue introduction

Jeroen VK Rombouts

Olivier Scaillet

David Veredas

Jean-Michel Zakoian

2020/8/1

Flexible multivariate Hill estimators

Journal of econometrics

Yves Dominicy

Matias Heikkilä

Pauliina Ilmonen

David Veredas

2020/8/1

Common Short Selling and Excess Comovement

Marco Valerio Geraci

Jean-Yves Gnabo

David Veredas

2020/7/5

Future proofing for systemic crises

David Veredas

2020

Covid-19 will lead to further stranded assets in the EU

David Veredas

2020

TailCoR

arXiv preprint arXiv:2011.14817

Slađana Babić

Christophe Ley

Lorenzo Ricci

David Veredas

2020/11/26

An emergency health financing facility for the European Union. A proposal

Simon Ashby

Dimitrios Kolokas

David Veredas

2020

See List of Professors in David Veredas University(Vlerick Business School)

David Veredas FAQs

What is David Veredas's h-index at Vlerick Business School?

The h-index of David Veredas has been 15 since 2020 and 25 in total.

What are David Veredas's top articles?

The articles with the titles of

Liquidity or profitability: How retail investors can shape liquidity risk models in times of high interest rates

Common short selling and excess comovement: Evidence from a sample of LSE stocks

TailCoR: A new and simple metric for tail correlations that disentangles the linear and nonlinear dependencies that cause extreme co-movements

Venture capital, credit, and fintech start-up formation: a cross-country study

Catastrophe bond backed EU emergency healthcare fund proposed

Sustainable finance is er niet alleen voor de grootste bedrijven

Nonlinear financial econometrics JoE special issue introduction

Flexible multivariate Hill estimators

...

are the top articles of David Veredas at Vlerick Business School.

What are David Veredas's research interests?

The research interests of David Veredas are: Quantitative Finance, Big Data, Volatility, Tail Risk, Systemic Risk

What is David Veredas's total number of citations?

David Veredas has 2,334 citations in total.

What are the co-authors of David Veredas?

The co-authors of David Veredas are Luc Bauwens, Mardi Dungey, Nikolaus Hautsch, Matteo Barigozzi, Juan Manuel Rodriguez-Poo, Christian Brownlees.

Co-Authors

H-index: 42
Luc Bauwens

Luc Bauwens

Université Catholique de Louvain

H-index: 37
Mardi Dungey

Mardi Dungey

University of Tasmania

H-index: 35
Nikolaus Hautsch

Nikolaus Hautsch

Universität Wien

H-index: 21
Matteo Barigozzi

Matteo Barigozzi

Università degli Studi di Bologna

H-index: 18
Juan Manuel Rodriguez-Poo

Juan Manuel Rodriguez-Poo

Universidad de Cantabria

H-index: 17
Christian Brownlees

Christian Brownlees

Universidad Pompeu Fabra

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