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 5 8 14 141
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 2 17 174
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 0 2 13 651
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 2 4 60
Clearing house, margin requirements, and systemic risk 0 0 0 0 1 1 3 43
CoMargin 0 0 0 159 0 5 16 463
Commonality in Liquidity: A Global Perspective 0 0 0 0 0 0 3 59
Component Proponents 0 0 0 0 0 0 5 19
Component Proponents II 0 0 0 0 0 2 9 19
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 0 2 6 24
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 1 5 78
Diversification and Value-at-Risk 0 0 0 0 0 3 13 68
Do banks overstate their Value-at-Risk? 0 0 0 0 0 3 14 45
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 0 2 5 14
Evolution of Market Uncertainty around Earnings Announcements 1 1 2 43 1 5 24 210
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 1 3 10 288
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 0 1 4 15
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 0 0 1 31
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 0 5 12 79
Implied Risk Exposures 0 0 0 179 0 0 5 384
Implied Risk Exposures 0 0 0 0 0 2 10 28
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 0 2 14
La gestion des risques fait sa révolution 0 0 0 0 0 4 8 26
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 0 2 9 52
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 1 3 13 61
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 0 5 13 217
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 2 11 41 332
Margin Backtesting 0 2 3 119 2 6 17 240
Non-Standard Errors 0 0 0 44 5 11 43 481
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 0 3 12 580
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 2 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 6 43
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 3 4 29
Representative yield curve shocks and stress testing 0 0 0 0 0 2 7 39
Repurchasing Shares on a Second Trading Line 0 0 0 49 0 2 8 284
Repurchasing Shares on a Second Trading Line 0 0 2 73 1 3 21 411
Repurchasing Shares on a Second Trading Line 0 0 0 0 0 5 14 55
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 3 85 0 3 27 382
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 0 5 8 36
Systemic Risk Score: A Suggestion 0 0 0 0 0 4 9 24
Systemic Risk Score: A Suggestion 0 0 0 30 0 1 7 64
Systemic Risk Score: A Suggestion 0 0 0 42 0 1 8 85
The Collateral Risk of ETFs 0 0 1 82 0 3 15 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 4 14 189
The Economics of Research Reproducibility 0 0 0 2 0 6 21 53
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 4 5 12 45
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 1 2 7 52
The Private Production of Safe Assets 1 1 1 28 1 9 15 72
The Private Production of Safe Assets 0 0 1 25 1 3 12 104
The Private Production of Safe Assets 0 0 0 30 0 4 16 61
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 0 3 10 663
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 2 6 16 71
The pernicious effects of contaminated data in risk management 0 0 0 0 0 0 5 39
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment 0 0 0 0 0 4 11 32
What if dividends were tax-exempt? Evidence from a natural experiment 0 1 1 43 0 3 17 77
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 1 5 18 229
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 2 7 30 325
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 0 1 13 381
Where the Risks Lie: A Survey on Systemic Risk 0 0 5 273 4 14 84 930
Wholesale Funding Dry-Ups 0 0 0 23 1 4 11 89
Wholesale Funding Runs 0 0 0 0 1 2 5 30
Wholesale funding dry-ups 1 1 3 21 2 9 18 133
Yield-factor volatility models 0 0 0 0 1 1 6 21
Total Working Papers 3 6 26 2,291 41 221 835 10,328
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 0 2 7 122
Commonality in Liquidity: A Global Perspective 0 0 0 90 0 5 16 217
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 0 5 236 2 6 22 906
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 0 2 13 77
Diversification and Value-at-Risk 0 1 1 159 0 6 12 658
Do banks overstate their Value-at-Risk? 0 0 0 110 0 4 14 391
Evolution of market uncertainty around earnings announcements 0 0 2 37 2 2 14 144
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 1 3 7 74
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 0 1 10 189
Implied Risk Exposures 0 1 1 10 5 14 26 94
Machine learning et nouvelles sources de données pour le scoring de crédit 1 1 1 12 2 3 9 56
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 1 3 8 63
Pitfalls in systemic-risk scoring 0 0 1 39 0 1 6 176
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 0 40 0 0 8 273
The Political Economy of Financial Innovation: Evidence from Local Governments 0 0 0 50 0 5 9 165
The Private Production of Safe Assets 0 0 0 21 2 8 20 124
The Risk Map: A new tool for validating risk models 0 0 0 55 1 6 13 264
The counterparty risk exposure of ETF investors 0 0 1 41 5 11 25 158
The level and quality of Value-at-Risk disclosure by commercial banks 0 2 6 326 2 9 32 1,025
The pernicious effects of contaminated data in risk management 0 0 0 21 0 5 10 190
Where the Risks Lie: A Survey on Systemic Risk 1 5 16 243 6 29 80 892
Wholesale Funding Dry‐Ups 0 0 1 29 3 6 17 176
Why common factors in international bond returns are not so common 0 0 2 64 0 0 13 189
Yield-factor volatility models 0 0 0 22 3 5 15 119
Total Journal Articles 2 10 37 1,725 35 136 406 6,742

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04