| Early warning systems for currency crises: A multivariate extreme value approach P Cumperayot, R Kouwenberg Journal of international money and finance 36, 151-171, 2013 | 54 | 2013 |
| Linkages between extreme stock market and currency returns P Cumperayot, T Keijzer, R Kouwenberg Journal of International Money and Finance 25 (3), 528-550, 2006 | 54 | 2006 |
| The effect of VaR based risk management on asset prices and the volatility smile A Berkelaar, P Cumperayot, R Kouwenberg European Financial Management 8 (2), 139-164, 2002 | 49 | 2002 |
| On the (Ir) relevancy of value-at-risk regulation PJ Cumperayot, J Daníelsson, BN Jorgensen, CG de Vries Measuring risk in complex stochastic systems, 99-117, 2000 | 21 | 2000 |
| Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls P Cumperayot, R Kouwenberg The World Economy 44 (9), 2738-2757, 2021 | 3 | 2021 |
| Dusting off the Perception of Risk and Returns in FOREX Markets PJ Cumperayot | 3 | 2005 |
| International financial markets: Risk and extremes P Cumperayot Thela Thesis, 2002 | 3 | 2002 |
| The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates P Cumperayot, R Kouwenberg International Economics 166, 167-176, 2021 | 1 | 2021 |
| Stability of Thai baht: tales from the tails P Cumperayot Bulletin of Economic Research 69 (4), 355-383, 2017 | 1 | 2017 |
| The linkage between large currency swings and fundamentals P Cumperayot, CG de Vries Mimeo. http://pubdocs. worldbank. org/en/996651510880297287/Linking-Large …, 2013 | 1 | 2013 |
| Large swings in currencies driven by fundamentals P Cumperayot, CG de Vries Tinbergen Institute Discussion Paper, 2006 | 1 | 2006 |
| Linking Large Currency Swings to FundamentalsIShocks P Cumperayot, CG de Vries | | 2017 |
| Linkages between extreme stock market and currency returns. R Kouwenberg, P Cumperayot, T Keijzer | | 2006 |
