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 1 3 3 126
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 263 1 2 10 638
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 1 17 156
Clearing house, margin requirements, and systemic risk 0 0 0 0 1 1 2 40
Clearing house, margin requirements, and systemic risk 0 0 0 0 1 1 5 56
CoMargin 0 0 1 159 0 0 1 447
Commonality in Liquidity: A Global Perspective 0 0 0 0 1 2 2 56
Component Proponents 0 0 0 0 0 1 2 14
Component Proponents II 0 0 0 0 0 1 1 10
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 0 0 0 17
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 0 2 73
Diversification and Value-at-Risk 0 0 0 0 1 1 2 54
Do banks overstate their Value-at-Risk? 0 0 0 0 1 1 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 1 0 0 0 278
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 41 0 0 1 186
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 0 0 2 65
Implied Risk Exposures 0 0 0 0 0 0 0 18
Implied Risk Exposures 0 0 1 179 0 0 3 378
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 0 1 11
La gestion des risques fait sa révolution 0 0 0 0 1 1 1 17
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 51 0 1 3 39
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 1 3 42
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 1 7 30 199
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 11 21 89 259
Margin Backtesting 0 0 1 116 0 1 6 221
Non-Standard Errors 0 0 1 42 6 12 56 432
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 0 0 0 568
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 0 1 67
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 2 36
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 1 2 25
Representative yield curve shocks and stress testing 0 0 0 0 0 1 6 31
Reproducibility Certification in Economics Research 0 0 1 2 0 0 4 30
Repurchasing Shares on a Second Trading Line 0 0 1 71 1 3 18 389
Repurchasing Shares on a Second Trading Line 0 0 0 0 0 0 1 41
Repurchasing Shares on a Second Trading Line 0 1 2 49 0 2 4 273
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 1 2 81 2 6 17 349
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 0 0 1 27
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 1 57
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 0 77
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 15
The Collateral Risk of ETFs 1 1 2 80 5 5 17 291
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 1 2 2 33
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 0 0 0 43
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 0 56
The Private Production of Safe Assets 0 0 1 24 0 1 6 91
The Risk Map: A New Tool for Validating Risk Models 1 1 8 431 1 2 14 652
The level and quality of Value-at-Risk disclosure by commercial banks 1 1 1 2 2 3 6 54
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 2 2 4 21
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 5 2 5 10 292
Where the Risks Lie: A Survey on Systemic Risk 0 1 9 266 2 4 50 838
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 119 0 1 7 367
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 1 2 18 210
Wholesale Funding Dry-Ups 0 0 0 23 0 0 1 77
Wholesale Funding Runs 0 0 0 0 0 1 1 25
Wholesale funding dry-ups 0 0 0 18 0 1 3 115
Yield-factor volatility models 0 0 0 0 0 0 0 15
Total Working Papers 3 6 35 2,257 46 100 446 9,392
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 0 0 114
Commonality in Liquidity: A Global Perspective 0 0 2 90 0 2 4 201
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 1 1 6 231 1 1 18 883
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 0 0 0 64
Diversification and Value-at-Risk 0 0 1 158 1 1 3 645
Do banks overstate their Value-at-Risk? 1 2 2 109 2 3 7 375
Evolution of market uncertainty around earnings announcements 0 0 0 34 1 1 3 127
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 0 0 2 67
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 0 0 2 178
Implied Risk Exposures 0 0 0 9 0 0 1 68
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 10 0 0 3 44
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 0 0 0 54
Pitfalls in systemic-risk scoring 0 0 0 38 0 0 3 170
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 1 2 40 0 1 3 265
The Political Economy of Financial Innovation: Evidence from Local Governments 0 0 2 50 0 0 2 153
The Private Production of Safe Assets 1 1 4 21 2 4 11 101
The Risk Map: A new tool for validating risk models 0 0 3 55 2 4 13 250
The counterparty risk exposure of ETF investors 0 0 2 39 0 0 5 132
The level and quality of Value-at-Risk disclosure by commercial banks 2 2 13 317 4 7 32 982
The pernicious effects of contaminated data in risk management 0 0 0 20 0 1 3 179
Where the Risks Lie: A Survey on Systemic Risk 0 4 13 219 4 14 51 794
Wholesale Funding Dry‐Ups 2 3 6 27 3 5 13 157
Why common factors in international bond returns are not so common 0 0 0 62 1 1 3 176
Yield-factor volatility models 0 0 0 22 0 1 2 104
Total Journal Articles 7 14 57 1,671 21 46 184 6,283

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Statistics updated 2025-03-03