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Details about Diane Pierret

E-mail:
Homepage:http://dianepierret.com
Workplace:Institut de Banque et Finance (IBF) (Institute of Banking and Finance), Faculté des Hautes Études Commerciales (HEC) (Business School), Université de Lausanne (University of Lausanne), (more information at EDIRC)

Access statistics for papers by Diane Pierret.

Last updated 2018-12-30. Update your information in the RePEc Author Service.

Short-id: ppi339


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Working Papers

2016

  1. Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (5)

2014

  1. Systemic risk and the solvency-liquidity nexus of banks
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (3)
    See also Journal Article in International Journal of Central Banking (2015)
  2. Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (74)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013) Downloads View citations (14)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (29)

    See also Journal Article in Journal of Monetary Economics (2014)

2013

  1. The systemic risk of energy markets
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (8)

2011

  1. Multivariate Volatility Modeling of Electricity Futures
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011) Downloads View citations (22)

    See also Journal Article in Journal of Applied Econometrics (2013)

Journal Articles

2015

  1. Systemic Risk and the Solvency-Liquidity Nexus of Banks
    International Journal of Central Banking, 2015, 11, (3), 193-227 Downloads View citations (13)
    See also Working Paper (2014)

2014

  1. Testing macroprudential stress tests: The risk of regulatory risk weights
    Journal of Monetary Economics, 2014, 65, (C), 36-53 Downloads View citations (74)
    See also Working Paper (2014)

2013

  1. MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
    Journal of Applied Econometrics, 2013, 28, (5), 743-761 Downloads View citations (22)
    See also Working Paper (2011)
 
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