Details about Julien Penasse

Access statistics for papers by Julien Penasse.

Last updated 2024-08-15. Update your information in the RePEc Author Service.

Short-id: ppe329

Working Papers

2024

1. Measuring Macroeconomic Tail Risk
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
   Also in Carlo Alberto Notebooks, Collegio Carlo Alberto (2020) View citations (1)
   See also Journal Article Measuring macroeconomic tail risk, Journal of Financial Economics, Elsevier (2024) View citations (1) (2024)

2022

2. International Capital Markets and Wealth Transfers
   CEPR Discussion Papers, C.E.P.R. Discussion Papers

2021

3. Investing in Crises
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
   Also in Working Paper Series, European Central Bank (2021) View citations (1)

2020

4. When a Master Dies: Speculation and Asset Float
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
   Also in Other publications TiSEM, Tilburg University, School of Economics and Management (2020) View citations (2)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (4)
   See also Journal Article When a Master Dies: Speculation and Asset Float, The Review of Financial Studies, Society for Financial Studies (2021) View citations (4) (2021)

2016

5. The Time-Varying Risk of Macroeconomic Disasters
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (3)

2014

6. Asset prices and priceless assets
   Other publications TiSEM, Tilburg University, School of Economics and Management
7. Bubbles and Trading Frenzies: Evidence from the Art Market
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (3)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2014) View citations (7)
   Other publications TiSEM, Tilburg University, School of Economics and Management (2014) View citations (3)
   Discussion Paper, Tilburg University, Tilburg Law and Economic Center (2014) View citations (4)
8. Sentiment and art prices
   Post-Print, HAL View citations (25)
   See also Journal Article Sentiment and art prices, Economics Letters, Elsevier (2014) View citations (27) (2014)

2008

9. Cash Flow-Wise ABCDS pricing
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2024

1. Measuring macroeconomic tail risk
   Journal of Financial Economics, 2024, 156, (C) View citations (1)
   See also Working Paper Measuring Macroeconomic Tail Risk, Carlo Alberto Notebooks (2024) View citations (1) (2024)

2022

2. Speculative Trading and Bubbles: Evidence from the Art Market
   Management Science, 2022, 68, (7), 4939-4963 View citations (4)
3. The missing risk premium in exchange rates
   Journal of Financial Economics, 2022, 143, (2), 697-715 View citations (11)
4. Understanding Alpha Decay
   Management Science, 2022, 68, (5), 3966-3973

2021

5. When a Master Dies: Speculation and Asset Float
   (Optimal financial crises)
   The Review of Financial Studies, 2021, 34, (8), 3840-3879 View citations (4)
   See also Working Paper When a Master Dies: Speculation and Asset Float, Discussion Paper (2020) View citations (2) (2020)

2014

6. Sentiment and art prices
   Economics Letters, 2014, 122, (3), 432-434 View citations (27)
   See also Working Paper Sentiment and art prices, Post-Print (2014) View citations (25) (2014)