Access Statistics for Christophe Perignon

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Comparing VaR Estimation Methods 0 0 0 0 0 0 4 127
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 1 263 1 3 7 641
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 2 5 14 162
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 2 40
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 4 56
CoMargin 0 0 0 159 0 1 1 448
Commonality in Liquidity: A Global Perspective 0 0 0 0 0 0 2 56
Component Proponents 0 0 0 0 0 0 2 14
Component Proponents II 0 0 0 0 0 0 1 10
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 1 2 2 19
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 0 0 73
Diversification and Value-at-Risk 0 0 0 0 0 0 3 55
Do banks overstate their Value-at-Risk? 0 0 0 0 0 0 1 31
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 0 0 0 9
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 41 2 2 3 188
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 1 1 1 279
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 0 0 1 11
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 0 0 1 30
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 1 1 3 68
Implied Risk Exposures 0 0 0 0 1 1 1 19
Implied Risk Exposures 0 0 0 179 0 2 3 380
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 0 1 12
La gestion des risques fait sa révolution 0 0 0 0 0 0 2 18
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 4 8 48
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 1 4 53 0 2 7 43
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 0 1 25 205
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 3 13 92 298
Margin Backtesting 0 0 1 116 0 1 7 224
Non-Standard Errors 0 0 3 44 0 2 37 440
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 0 1 1 569
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 0 67
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 1 37
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 0 1 25
Representative yield curve shocks and stress testing 0 0 0 0 0 0 5 32
Reproducibility Certification in Economics Research 0 0 1 2 2 3 6 34
Repurchasing Shares on a Second Trading Line 0 0 0 0 1 1 2 42
Repurchasing Shares on a Second Trading Line 0 0 1 49 1 2 7 277
Repurchasing Shares on a Second Trading Line 2 2 3 73 3 3 13 393
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 4 6 85 5 14 33 368
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 0 1 2 28
Systemic Risk Score: A Suggestion 0 0 0 42 1 1 1 78
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 15
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 0 57
The Collateral Risk of ETFs 0 0 3 81 0 2 16 294
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 0 1 175
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 0 1 3 34
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 0 1 2 45
The Private Production of Safe Assets 0 0 1 24 0 1 4 92
The Private Production of Safe Assets 0 0 0 30 0 0 0 45
The Private Production of Safe Assets 0 0 0 27 0 0 1 57
The Risk Map: A New Tool for Validating Risk Models 0 0 3 431 0 0 7 653
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 1 2 0 1 7 56
The pernicious effects of contaminated data in risk management 0 0 0 0 0 0 1 34
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment 0 0 0 0 1 2 5 23
What if dividends were tax-exempt? Evidence from a natural experiment 0 0 0 42 0 0 3 60
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 119 0 0 5 368
Where the Risks Lie: A Survey on Systemic Risk 0 1 10 269 0 4 34 849
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 2 2 11 213
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 5 13 298
Wholesale Funding Dry-Ups 0 0 0 23 0 1 1 78
Wholesale Funding Runs 0 0 0 0 0 0 1 25
Wholesale funding dry-ups 0 0 0 18 0 0 2 115
Yield-factor volatility models 0 0 0 0 0 0 0 15
Total Working Papers 2 8 38 2,271 30 88 424 9,555
5 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CoMargin 0 0 0 15 1 2 3 117
Commonality in Liquidity: A Global Perspective 0 0 0 90 0 0 2 201
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 0 1 231 2 3 11 887
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 0 0 0 64
Diversification and Value-at-Risk 0 0 0 158 0 1 2 646
Do banks overstate their Value-at-Risk? 0 1 3 110 0 1 5 377
Evolution of market uncertainty around earnings announcements 0 0 1 35 1 1 6 131
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 0 0 0 67
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 0 0 3 179
Implied Risk Exposures 0 0 0 9 1 1 2 69
Machine learning et nouvelles sources de données pour le scoring de crédit 0 1 2 11 0 2 5 47
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 0 1 1 55
Pitfalls in systemic-risk scoring 0 0 0 38 0 0 1 170
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 2 40 1 1 3 266
The Political Economy of Financial Innovation: Evidence from Local Governments 0 0 2 50 0 2 6 157
The Private Production of Safe Assets 0 0 1 21 0 3 10 105
The Risk Map: A new tool for validating risk models 0 0 1 55 1 1 9 252
The counterparty risk exposure of ETF investors 0 0 2 40 1 2 5 135
The level and quality of Value-at-Risk disclosure by commercial banks 1 2 10 321 1 8 31 997
The pernicious effects of contaminated data in risk management 0 0 1 21 0 0 3 180
Where the Risks Lie: A Survey on Systemic Risk 0 9 19 230 3 22 62 822
Wholesale Funding Dry‐Ups 0 0 5 28 0 0 9 159
Why common factors in international bond returns are not so common 0 0 0 62 0 0 3 176
Yield-factor volatility models 0 0 0 22 0 0 2 104
Total Journal Articles 1 13 50 1,692 12 51 184 6,363

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Statistics updated 2025-08-05