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 2 8 16 53
A Theoretical and Empirical Comparison of Systemic Risk Measures 2 11 27 231 4 18 64 481
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 1 2 16
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 3 21
CoMargin 0 1 11 148 2 6 39 385
Commonality in Liquidity: A Global Perspective 0 0 0 0 1 3 6 26
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 0 10
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 3 4 8 29
Diversification and Value-at-Risk 0 0 0 0 0 2 5 22
Do banks overstate their Value-at-Risk? 0 0 0 0 0 2 4 16
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 2 3 270
Evolution of Market Uncertainty around Earnings Announcements 0 1 1 41 0 2 5 171
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 0 1 4 18
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 0 0 2 11
Implied Risk Exposures 0 0 0 0 0 1 3 9
Implied Risk Exposures 0 1 6 171 0 7 25 344
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 1 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 0 0 4 37
Margin Backtesting 0 0 1 109 0 0 6 181
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 0 2 13 41
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 0 0 13
Representative yield curve shocks and stress testing 0 0 0 0 0 1 3 6
Repurchasing Shares on a Second Trading Line 0 0 1 43 0 1 7 232
Repurchasing Shares on a Second Trading Line 0 0 0 0 0 1 3 19
Repurchasing Shares on a Second Trading Line 0 0 1 64 0 0 7 305
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 2 73 1 4 14 275
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 30 0 0 1 44
Systemic Risk Score: A Suggestion 0 0 0 40 1 2 4 59
Systemic Risk Score: A Suggestion 0 0 0 0 0 0 0 0
The Collateral Risk of ETFs 1 5 12 52 10 17 47 153
The Counterparty Risk Exposure of ETF Investors 0 0 4 57 3 6 22 104
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 0 0 1 8
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 0 0 2 10
The Private Production of Safe Assets 1 1 2 28 1 1 6 17
The Private Production of Safe Assets 0 0 6 14 1 4 14 21
The Private Production of Safe Assets 0 0 2 19 0 0 12 21
The Risk Map: A New Tool for Validating Risk Models 0 3 12 405 2 7 23 578
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 0 0 1 2 5 18
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 1 6 22 93 7 20 95 221
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 2 7 7 7
Where the Risks Lie: A Survey on Systemic Risk 1 5 29 189 3 15 73 425
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 2 13 32 69
Wholesale Funding Dry-Ups 0 0 2 16 3 4 18 33
Wholesale Funding Runs 0 0 0 0 0 0 1 1
Wholesale funding dry-ups 0 1 4 13 4 7 29 47
Yield-factor volatility models 0 0 0 0 0 0 0 4
Total Working Papers 6 35 145 1,837 53 172 641 5,439
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 1 1 3 8 1 3 11 24
Commonality in Liquidity: A Global Perspective 0 0 2 72 0 0 7 145
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 0 1 9 190 0 4 31 745
Derivatives Clearing, Default Risk, and Insurance 0 2 3 10 1 3 5 38
Diversification and Value-at-Risk 0 0 4 149 1 1 9 591
Do banks overstate their Value-at-Risk? 0 1 3 92 1 3 12 304
Evolution of market uncertainty around earnings announcements 0 2 5 30 1 4 9 104
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 1 48 3 3 5 150
Implied Risk Exposures 0 1 2 7 0 1 8 42
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 1 12 0 0 4 45
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 0 37 0 0 5 245
The Political Economy of Financial Innovation: Evidence from Local Governments 1 1 5 15 2 4 17 60
The Risk Map: A new tool for validating risk models 0 1 2 28 2 5 14 119
The counterparty risk exposure of ETF investors 0 0 0 0 1 1 1 1
The level and quality of Value-at-Risk disclosure by commercial banks 0 3 15 204 2 8 41 673
The pernicious effects of contaminated data in risk management 0 0 0 18 1 2 6 148
Where the Risks Lie: A Survey on Systemic Risk 0 5 16 34 3 20 64 125
Wholesale Funding Dry‐Ups 1 3 8 8 4 16 44 44
Why common factors in international bond returns are not so common 0 1 4 48 0 1 4 141
Yield-factor volatility models 0 0 0 21 0 0 0 85
Total Journal Articles 3 22 83 1,050 23 79 297 3,889


Statistics updated 2019-07-03