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 4 9 136
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 2 265 1 2 13 651
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 1 1 16 173
Clearing house, margin requirements, and systemic risk 0 0 0 0 2 2 4 60
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 2 42
CoMargin 0 0 0 159 5 5 16 463
Commonality in Liquidity: A Global Perspective 0 0 0 0 0 0 3 59
Component Proponents 0 0 0 0 0 1 5 19
Component Proponents II 0 0 0 0 2 3 9 19
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 2 2 7 24
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 1 2 5 78
Diversification and Value-at-Risk 0 0 0 0 2 3 13 68
Do banks overstate their Value-at-Risk? 0 0 0 0 2 5 14 45
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 2 2 5 14
Evolution of Market Uncertainty around Earnings Announcements 0 1 1 42 2 6 23 209
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 0 2 9 287
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 1 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 5 6 12 79
Implied Risk Exposures 0 0 0 179 0 0 6 384
Implied Risk Exposures 0 0 0 0 2 3 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 4 4 8 26
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 1 53 2 5 11 52
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 2 4 16 60
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 2 6 13 217
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 1 14 45 330
Margin Backtesting 2 2 3 119 3 5 15 238
Non-Standard Errors 0 0 0 44 5 10 38 476
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 3 3 12 580
Pitfalls in Systemic-Risk Scoring 0 0 0 0 0 4 9 76
Pitfalls in systemic-risk scoring 0 0 0 0 0 2 7 43
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 1 4 4 29
Representative yield curve shocks and stress testing 0 0 0 0 2 4 7 39
Reproducibility Certification in Economics Research 0 0 0 2 5 10 22 53
Repurchasing Shares on a Second Trading Line 0 0 2 73 2 5 20 410
Repurchasing Shares on a Second Trading Line 0 0 0 49 1 3 9 284
Repurchasing Shares on a Second Trading Line 0 0 0 0 5 6 14 55
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 2 3 28 382
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 5 5 9 36
Systemic Risk Score: A Suggestion 0 0 0 30 1 3 7 64
Systemic Risk Score: A Suggestion 0 0 0 42 1 1 8 85
Systemic Risk Score: A Suggestion 0 0 0 0 4 6 9 24
The Collateral Risk of ETFs 0 0 1 82 2 3 16 308
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 2 6 14 189
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 1 1 8 41
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 1 1 7 51
The Private Production of Safe Assets 0 0 0 27 5 8 14 71
The Private Production of Safe Assets 0 0 1 25 1 2 12 103
The Private Production of Safe Assets 0 0 0 30 2 7 16 61
The Risk Map: A New Tool for Validating Risk Models 0 0 1 432 2 3 10 663
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 2 4 5 14 69
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 4 4 11 32
What if dividends were tax-exempt? Evidence from a natural experiment 0 1 1 43 1 6 17 77
Where the Risks Lie: A Survey on Systemic Risk 0 0 1 120 0 3 13 381
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 4 5 17 228
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 3 11 30 323
Where the Risks Lie: A Survey on Systemic Risk 0 1 5 273 5 16 81 926
Wholesale Funding Dry-Ups 0 0 0 23 2 4 11 88
Wholesale Funding Runs 0 0 0 0 1 1 4 29
Wholesale funding dry-ups 0 0 2 20 6 8 16 131
Yield-factor volatility models 0 0 0 0 0 0 5 20
Total Working Papers 2 5 25 2,288 130 251 820 10,287
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 2 2 7 122
Commonality in Liquidity: A Global Perspective 0 0 0 90 2 6 16 217
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 1 5 236 1 6 20 904
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 1 3 13 77
Diversification and Value-at-Risk 1 1 1 159 5 6 13 658
Do banks overstate their Value-at-Risk? 0 0 1 110 3 6 15 391
Evolution of market uncertainty around earnings announcements 0 0 2 37 0 2 12 142
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 2 4 6 73
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 1 1 10 189
Implied Risk Exposures 0 1 1 10 7 12 21 89
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 2 9 54
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 2 4 8 62
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 5 5 10 165
The Private Production of Safe Assets 0 0 0 21 4 6 20 122
The Risk Map: A new tool for validating risk models 0 0 0 55 4 5 12 263
The counterparty risk exposure of ETF investors 0 0 1 41 5 9 20 153
The level and quality of Value-at-Risk disclosure by commercial banks 2 2 7 326 7 9 34 1,023
The pernicious effects of contaminated data in risk management 0 0 0 21 3 5 10 190
Where the Risks Lie: A Survey on Systemic Risk 2 7 21 242 13 29 86 886
Wholesale Funding Dry‐Ups 0 0 1 29 3 6 14 173
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 2 2 12 116
Total Journal Articles 5 12 44 1,723 73 131 395 6,707

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Statistics updated 2026-05-06