Details about Lauren Stagnol

Access statistics for papers by Lauren Stagnol.

Last updated 2023-11-09. Update your information in the RePEc Author Service.

Short-id: pst736

Working Papers

2021

1. ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?
   Papers, arXiv.org View citations (1)

2017

2. Introducing global term structure in a risk parity framework
   Working Papers, HAL
   Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2017)
3. The Risk Parity Principle Applied to a Corporate Bond Index
   Post-Print, HAL

2016

4. A fundamental bond index including solvency criteria
   Post-Print, HAL View citations (2)
   See also Journal Article A fundamental bond index including solvency criteria, Journal of Asset Management, Palgrave Macmillan (2016) View citations (2) (2016)
5. The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, HAL (2016)

2015

6. Designing a corporate bond index on solvency criteria
   EconomiX Working Papers, University of Paris Nanterre, EconomiX
   Also in Working Papers, HAL (2015)

Journal Articles

2019

1. Extracting global factors from local yield curves
   Journal of Asset Management, 2019, 20, (5), 341-350 View citations (1)

2016

2. A fundamental bond index including solvency criteria
   Journal of Asset Management, 2016, 17, (4), 280-294 View citations (2)
   See also Working Paper A fundamental bond index including solvency criteria, Post-Print (2016) View citations (2) (2016)