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 0 1 5 129
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 1 1 264 1 3 8 645
A Theoretical and Empirical Comparison of Systemic Risk Measures 0 0 0 0 3 5 12 167
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 0 1 56
Clearing house, margin requirements, and systemic risk 0 0 0 0 0 1 2 41
CoMargin 0 0 0 159 4 5 6 453
Commonality in Liquidity: A Global Perspective 0 0 0 0 1 2 5 59
Component Proponents 0 0 0 0 0 1 2 16
Component Proponents II 0 0 0 0 0 5 5 15
Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data 0 0 0 0 2 3 5 22
Derivatives Clearing, Default Risk, and Insurance 0 0 0 0 0 0 0 73
Diversification and Value-at-Risk 0 0 0 0 1 7 11 64
Do banks overstate their Value-at-Risk? 0 0 0 0 2 5 6 36
Estimation empirique de l'aversion au risque: l'apport des marchés d'options 0 0 0 0 0 1 1 10
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 1 0 2 3 281
Evolution of Market Uncertainty around Earnings Announcements 0 0 0 41 13 13 15 201
Extracting information from options markets: smiles, state-price densities and risk-aversion 0 0 0 0 1 3 3 14
How common are common return factors across NYSE and Nasdaq? 0 0 0 0 0 1 1 31
Impact of Overwhelming Joy on Consumer Demand 0 0 0 0 1 1 4 69
Implied Risk Exposures 0 0 0 179 0 1 3 381
Implied Risk Exposures 0 0 0 0 3 5 7 25
Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities 0 0 0 0 0 1 2 13
La gestion des risques fait sa révolution 0 0 0 0 0 1 3 19
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 2 53 0 1 5 44
Machine Learning et nouvelles sources de données pour le scoring de crédit 0 0 0 0 3 6 13 54
Marchés Financiers: Gestion de portefeuille et des risques 0 0 0 0 0 2 14 209
Marchés financiers, gestion de portefeuilles et des risques 0 0 0 0 3 9 68 312
Margin Backtesting 0 0 1 117 2 5 11 231
Non-Standard Errors 0 0 2 44 6 12 35 458
On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective 0 0 0 0 3 4 6 574
Pitfalls in Systemic-Risk Scoring 0 0 0 0 2 2 3 70
Pitfalls in systemic-risk scoring 0 0 0 0 0 1 3 39
Representative Yield Curve Shocks and Stress Testing 0 0 0 0 0 0 1 25
Representative yield curve shocks and stress testing 0 0 0 0 2 3 4 35
Reproducibility Certification in Economics Research 0 0 0 2 1 3 7 37
Repurchasing Shares on a Second Trading Line 0 0 0 0 1 4 6 47
Repurchasing Shares on a Second Trading Line 0 0 2 73 4 4 14 401
Repurchasing Shares on a Second Trading Line 0 0 1 49 1 3 8 280
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results 0 0 4 85 1 5 30 376
Sources of time variation in the covariance matrix of interest rates 0 0 0 0 1 1 2 29
Systemic Risk Score: A Suggestion 0 0 0 0 1 3 3 18
Systemic Risk Score: A Suggestion 0 0 0 30 1 1 1 58
Systemic Risk Score: A Suggestion 0 0 0 42 1 1 2 79
The Collateral Risk of ETFs 0 1 3 82 4 7 15 301
The Counterparty Risk Exposure of ETF Investors 0 0 0 63 0 2 3 178
The Level and Quality of Value-at-Risk Disclosure by Commercial Banks 0 0 0 0 2 4 7 38
The Pernicious Effects of Contaminated Data in Risk Management 0 0 0 0 1 4 6 49
The Private Production of Safe Assets 0 0 0 30 3 5 7 52
The Private Production of Safe Assets 0 0 0 27 1 3 6 62
The Private Production of Safe Assets 0 1 1 25 0 3 5 95
The Risk Map: A New Tool for Validating Risk Models 0 1 2 432 0 3 7 657
The level and quality of Value-at-Risk disclosure by commercial banks 0 0 1 2 1 2 7 58
The pernicious effects of contaminated data in risk management 0 0 0 0 0 3 3 37
What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment 0 0 0 0 2 3 8 27
What if dividends were tax-exempt? Evidence from a natural experiment 0 0 0 42 1 6 6 66
Where the Risks Lie: A Survey on Systemic Risk 0 1 7 272 19 29 51 886
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 5 0 5 16 304
Where the Risks Lie: A Survey on Systemic Risk 0 1 1 120 1 5 9 375
Where the Risks Lie: A Survey on Systemic Risk 0 0 0 0 4 4 10 218
Wholesale Funding Dry-Ups 0 0 0 23 3 4 6 83
Wholesale Funding Runs 0 0 0 0 0 2 2 27
Wholesale funding dry-ups 0 2 2 20 1 3 3 118
Yield-factor volatility models 0 0 0 0 1 2 4 19
Total Working Papers 0 8 30 2,282 109 236 527 9,846
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 1 1 4 118
Commonality in Liquidity: A Global Perspective 0 0 0 90 3 4 10 209
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports 2 3 5 235 2 6 13 895
Derivatives Clearing, Default Risk, and Insurance 0 0 0 15 2 3 4 68
Diversification and Value-at-Risk 0 0 0 158 2 5 7 651
Do banks overstate their Value-at-Risk? 0 0 3 110 3 6 12 384
Evolution of market uncertainty around earnings announcements 1 2 3 37 3 7 13 139
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion 0 0 0 21 0 0 0 67
How common are common return factors across the NYSE and Nasdaq? 0 0 0 55 1 5 6 184
Implied Risk Exposures 0 0 0 9 3 6 7 75
Machine learning et nouvelles sources de données pour le scoring de crédit 0 0 1 11 1 4 7 51
On the dynamic interdependence of international stock markets: A Swiss perspective 0 0 0 14 0 1 2 56
Pitfalls in systemic-risk scoring 0 1 1 39 0 3 4 174
Sources of Time Variation in the Covariance Matrix of Interest Rates 0 0 0 40 1 4 5 270
The Political Economy of Financial Innovation: Evidence from Local Governments 0 0 0 50 0 0 4 157
The Private Production of Safe Assets 0 0 1 21 4 7 16 113
The Risk Map: A new tool for validating risk models 0 0 0 55 0 2 9 255
The counterparty risk exposure of ETF investors 1 1 2 41 3 4 9 141
The level and quality of Value-at-Risk disclosure by commercial banks 0 2 9 324 3 11 35 1,011
The pernicious effects of contaminated data in risk management 0 0 1 21 0 3 5 183
Where the Risks Lie: A Survey on Systemic Risk 1 3 17 234 9 24 65 851
Wholesale Funding Dry‐Ups 0 0 4 28 1 3 10 162
Why common factors in international bond returns are not so common 0 0 2 64 3 5 9 184
Yield-factor volatility models 0 0 0 22 1 2 5 109
Total Journal Articles 5 12 49 1,709 46 116 261 6,507

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Statistics updated 2026-01-09