Erik Kole

About Erik Kole

Erik Kole, With an exceptional h-index of 12 and a recent h-index of 8 (since 2020), a distinguished researcher at Erasmus Universiteit Rotterdam, specializes in the field of Finance, Econometrics, Crises, Asset Pricing.

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

Moments, shocks and spillovers in Markov-switching VAR models

Constructing and using double-adjusted alphas to analyze mutual fund performance

Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs

Erik Kole Information

University

Position

Assistant Professor of Financial Econometrics

Citations(all)

1050

Citations(since 2020)

412

Cited By

823

hIndex(all)

12

hIndex(since 2020)

8

i10Index(all)

14

i10Index(since 2020)

8

Email

University Profile Page

Google Scholar

Erik Kole Skills & Research Interests

Finance

Econometrics

Crises

Asset Pricing

Top articles of Erik Kole

Moments, shocks and spillovers in Markov-switching VAR models

Journal of Econometrics

2023/10/1

Erik Kole
Erik Kole

H-Index: 7

Dick Van Dijk
Dick Van Dijk

H-Index: 31

Constructing and using double-adjusted alphas to analyze mutual fund performance

2023/5/19

Erik Kole
Erik Kole

H-Index: 7

Heterogeneous Macro and Financial Effects of ECB Asset Purchase Programs

2021/12/24

See List of Professors in Erik Kole University(Erasmus Universiteit Rotterdam)

Co-Authors

academic-engine