Seguir
Christophe PERIGNON
Christophe PERIGNON
E-mail confirmado em hec.fr - Página inicial
Título
Citado por
Citado por
Ano
Where the risks lie: A survey on systemic risk
S Benoit, JE Colliard, C Hurlin, C Pérignon
Review of Finance 21 (1), 109-152, 2017
959*2017
The level and quality of Value-at-Risk disclosure by commercial banks
C Pérignon, DR Smith
Journal of Banking & Finance 34 (2), 362-377, 2010
5302010
Commonality in liquidity: A global perspective
P Brockman, DY Chung, C Pérignon
Journal of Financial and Quantitative Analysis 44 (4), 851-882, 2009
3362009
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports
JM Falter, C Pérignon
Applied Economics 32 (13), 1757-1765, 2000
2092000
Marchés financiers-6e éd: Gestion de portefeuille et des risques
B Jacquillat, B Solnik, C Pérignon
Dunod, 2014
2042014
Do banks overstate their Value-at-Risk?
C Pérignon, ZY Deng, ZJ Wang
Journal of Banking & Finance 32 (5), 783-794, 2008
1722008
Wholesale Funding Dry‐Ups
C Pérignon, D Thesmar, G Vuillemey
Journal of Finance 73 (2), 575-617, 2018
1402018
Diversification and value-at-risk
C Pérignon, DR Smith
Journal of Banking & Finance 34 (1), 55-66, 2010
1152010
The Risk Map: A new tool for validating risk models
G Colletaz, C Hurlin, C Pérignon
Journal of Banking & Finance 37 (10), 3843-3854, 2013
982013
A new approach to comparing VaR estimation methods
C Perignon, DR Smith
Journal of Derivatives, 2008
852008
The private production of safe assets
M Kacperczyk, C Perignon, G Vuillemey
The Journal of Finance 76 (2), 495-535, 2021
842021
Evolution of market uncertainty around earnings announcements
D Isakov, C Perignon
Journal of Banking & Finance 25 (9), 1769-1788, 2001
822001
The political economy of financial innovation: evidence from local governments
C Pérignon, B Vallée
Review of Financial Studies 30 (6), 1903-1934, 2017
81*2017
Pitfalls in systemic-risk scoring
S Benoit, C Hurlin, C Pérignon
Journal of financial Intermediation 38, 19-44, 2019
80*2019
Why common factors in international bond returns are not so common
C Pérignon, DR Smith, C Villa
Journal of International Money and Finance 26 (2), 284-304, 2007
762007
Nonstandard Errors
A Dreber, F Holzmeister, J Huber, M Johannesson, M Leippold, ...
Journal of Finance 79 (3), 2339-2390, 2024
72*2024
How common are common return factors across the NYSE and Nasdaq?
A Goyal, C Pérignon, C Villa
Journal of Financial Economics 90 (3), 252-271, 2008
632008
Extracting information from options markets: Smiles, state–price densities and risk aversion
C Pérignon, C Villa
European Financial Management 8 (4), 495-513, 2002
622002
Impact of overwhelming joy on consumer demand: The case of a Soccer World Cup victory
JM Falter, C Pérignon, O Vercruysse
Journal of Sports Economics 9 (1), 20-42, 2008
582008
Repurchasing shares on a second trading line
DY Chung, D Isakov, C Perignon
Review of Finance 11 (2), 253-285, 2007
56*2007
O sistema não pode executar a operação agora. Tente novamente mais tarde.
Artigos 1–20