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 2 15 143
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 1 3 12 654
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 0 3 15 177
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 3 43
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 4 60
CoMargin 0 0 0 159 0 0 15 463
Commonality in Liquidity: A Global Perspective 0 0 0 0 0 0 2 59
Component Proponents 0 0 0 0 0 0 4 19
Component Proponents II 0 0 0 0 0 0 9 19
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 0 0 5 24
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 0 5 78
Diversification and Value-at-Risk 0 0 0 0 0 0 11 68
Do banks overstate their Value-at-Risk? 0 0 0 0 0 1 16 47
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 1 1 6 15
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 0 2 11 290
Evolution of Market Uncertainty around Earnings Announcements 0 0 2 43 2 5 27 215
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 0 0 4 15
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 1 2 4 34
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 2 2 13 81
Implied Risk Exposures 0 0 0 179 0 1 5 385
Implied Risk Exposures 0 0 0 0 0 0 8 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 0 8 26
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 53 0 0 9 52
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 0 0 13 61
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 1 3 13 220
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 1 3 32 335
Margin Backtesting 0 0 2 119 1 2 19 245
Non-Standard Errors 0 1 1 45 0 2 39 485
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 0 1 11 581
Pitfalls in Systemic-Risk Scoring 0 0 0 0 4 4 12 80
Pitfalls in systemic-risk scoring 0 0 0 0 0 0 5 43
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 0 4 29
Representative yield curve shocks and stress testing 0 0 0 0 0 0 7 39
Repurchasing Shares on a Second Trading Line 0 0 0 73 0 4 19 416
Repurchasing Shares on a Second Trading Line 0 0 0 49 0 1 8 285
Repurchasing Shares on a Second Trading Line 0 0 0 0 0 0 12 55
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 1 86 0 1 13 384
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 1 1 9 37
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 9 24
Systemic Risk Score: A Suggestion 0 0 0 42 0 0 7 85
Systemic Risk Score: A Suggestion 0 0 0 30 0 0 7 64
The Collateral Risk of ETFs 0 0 1 82 1 1 15 309
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 1 2 16 192
The Economics of Research Reproducibility 0 0 0 2 2 2 21 55
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 0 1 12 46
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 0 0 7 52
The Private Production of Safe Assets 0 0 1 25 1 3 16 108
The Private Production of Safe Assets 0 0 1 28 0 1 15 74
The Private Production of Safe Assets 0 0 0 30 0 3 17 64
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 1 3 12 666
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 0 3 18 74
The pernicious effects of contaminated data in risk management 0 0 0 0 0 2 8 42
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment 0 0 0 0 1 2 10 34
What if dividends were tax-exempt? Evidence from a natural experiment 0 0 1 43 0 1 18 78
Where the Risks Lie: A Survey on Systemic Risk 0 0 4 275 1 4 80 937
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 2 4 15 385
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 0 5 20 234
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 3 6 33 332
Wholesale Funding Dry-Ups 0 0 0 23 0 2 12 91
Wholesale Funding Runs 0 0 0 0 0 1 6 31
Wholesale funding dry-ups 0 0 3 21 0 0 18 133
Yield-factor volatility models 0 0 0 0 0 0 6 23
Total Working Papers 0 1 21 2,295 29 90 827 10,437
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 1 1 16 1 2 7 124
Commonality in Liquidity: A Global Perspective 0 0 0 90 0 1 13 218
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 1 5 237 0 2 20 909
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 1 1 13 78
Diversification and Value-at-Risk 0 0 1 159 0 1 13 659
Do banks overstate their Value-at-Risk? 0 1 1 111 1 3 17 395
Evolution of market uncertainty around earnings announcements 0 0 2 37 1 2 15 147
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 0 1 8 75
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 0 2 13 192
Implied Risk Exposures 0 0 1 10 1 2 28 97
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 12 0 2 11 58
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 0 1 10 65
Pitfalls in systemic-risk scoring 0 0 1 39 0 1 6 177
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 0 40 0 1 8 274
The Political Economy of Financial Innovation: Evidence from Local Governments 0 0 0 50 1 4 12 169
The Private Production of Safe Assets 0 0 0 21 1 4 23 129
The Risk Map: A new tool for validating risk models 0 0 0 55 1 1 14 267
The counterparty risk exposure of ETF investors 0 0 1 41 2 2 23 160
The level and quality of Value-at-Risk disclosure by commercial banks 1 1 7 329 2 8 40 1,040
The pernicious effects of contaminated data in risk management 0 0 0 21 0 0 10 190
Where the Risks Lie: A Survey on Systemic Risk 1 1 14 245 7 11 83 910
Wholesale Funding Dry‐Ups 0 0 1 29 0 0 17 176
Why common factors in international bond returns are not so common 0 0 0 64 0 0 10 189
Yield-factor volatility models 0 0 0 22 1 2 14 121
Total Journal Articles 2 5 36 1,733 20 54 428 6,819

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Statistics updated 2026-10-11