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 3 8 24 64
A Theoretical and Empirical Comparison of Systemic Risk Measures 1 3 27 236 4 14 65 499
Clearing house, margin requirements, and systemic risk 0 0 0 0 2 3 5 24
Clearing house, margin requirements, and systemic risk 0 0 0 0 2 3 5 19
CoMargin 2 3 11 152 7 14 40 403
Commonality in Liquidity: A Global Perspective 0 0 0 0 1 4 10 31
Component Proponents 0 0 0 0 0 0 0 2
Component Proponents II 0 0 0 0 0 0 0 4
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 0 0 1 11
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 4 10 33
Diversification and Value-at-Risk 0 0 0 0 0 4 10 28
Do banks overstate their Value-at-Risk? 0 0 0 0 0 1 4 18
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 0 0 0 3
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 0 1 4 271
Evolution of Market Uncertainty around Earnings Announcements 0 0 1 41 0 1 5 172
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 0 0 0 2
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 1 1 4 19
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 1 9 16 25
Implied Risk Exposures 0 4 10 176 1 5 27 352
Implied Risk Exposures 0 0 0 0 1 1 3 10
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 0 1 1
La gestion des risques fait sa révolution 0 0 0 0 0 0 0 4
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 1 3 8 41
Margin Backtesting 1 1 2 110 1 2 6 184
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 0 0 2 565
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 6 17 48
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 1 1 14
Representative yield curve shocks and stress testing 0 0 0 0 0 2 5 8
Repurchasing Shares on a Second Trading Line 0 0 0 43 1 1 7 233
Repurchasing Shares on a Second Trading Line 0 0 0 0 2 3 5 22
Repurchasing Shares on a Second Trading Line 0 0 0 64 2 2 5 308
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 3 75 0 0 12 277
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 0 0 0 18
Systemic Risk Score: A Suggestion 0 0 0 40 3 3 5 62
Systemic Risk Score: A Suggestion 0 0 0 0 1 2 2 2
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 0 44
The Collateral Risk of ETFs 1 3 14 55 1 4 40 161
The Counterparty Risk Exposure of ETF Investors 0 0 2 57 2 3 18 107
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 1 1 1 9
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 3 3 5 13
The Private Production of Safe Assets 0 0 1 28 1 5 12 24
The Private Production of Safe Assets 0 0 1 20 0 2 13 26
The Private Production of Safe Assets 1 1 2 15 4 7 15 28
The Risk Map: A New Tool for Validating Risk Models 0 0 8 405 0 1 21 582
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 0 0 2 5 20
The pernicious effects of contaminated data in risk management 0 0 0 0 0 0 0 9
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 10 20 52 91
Where the Risks Lie: A Survey on Systemic Risk 1 4 24 98 10 28 105 252
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 4 20 27 27
Where the Risks Lie: A Survey on Systemic Risk 2 9 34 199 8 21 82 450
Wholesale Funding Dry-Ups 0 0 2 16 1 5 21 39
Wholesale Funding Runs 0 0 0 0 1 2 3 3
Wholesale funding dry-ups 0 0 4 13 7 14 35 61
Yield-factor volatility models 0 0 0 0 0 0 0 4
Total Working Papers 9 28 146 1,874 89 236 764 5,727
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 3 8 1 3 12 27
Commonality in Liquidity: A Global Perspective 0 1 3 73 0 3 9 149
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 1 10 193 0 2 29 750
Derivatives Clearing, Default Risk, and Insurance 0 0 3 10 1 5 9 43
Diversification and Value-at-Risk 0 0 0 149 1 2 5 593
Do banks overstate their Value-at-Risk? 0 1 2 93 1 7 14 311
Evolution of market uncertainty around earnings announcements 0 0 4 30 0 2 9 106
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 19 0 0 0 60
How common are common return factors across the NYSE and Nasdaq? 0 0 0 48 1 1 5 151
Implied Risk Exposures 0 0 2 7 1 2 6 44
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 1 12 0 0 3 45
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 0 37 0 0 2 245
The Political Economy of Financial Innovation: Evidence from Local Governments 2 2 7 17 2 6 19 67
The Risk Map: A new tool for validating risk models 0 0 4 30 4 10 24 133
The counterparty risk exposure of ETF investors 0 3 5 5 5 15 21 21
The level and quality of Value-at-Risk disclosure by commercial banks 4 6 16 213 6 13 42 690
The pernicious effects of contaminated data in risk management 0 0 0 18 1 3 5 151
Where the Risks Lie: A Survey on Systemic Risk 1 8 23 44 7 29 89 161
Wholesale Funding Dry‐Ups 2 2 7 10 8 13 43 58
Why common factors in international bond returns are not so common 0 2 5 50 0 3 7 145
Yield-factor volatility models 1 1 1 22 2 2 2 87
Total Journal Articles 10 27 96 1,088 41 121 355 4,037


Statistics updated 2019-11-03