Jean-Edouard Colliard : Citation Profile

Are you Jean-Edouard Colliard?

HEC Paris (École des Hautes Études Commerciales)

8

H index

8

i10 index

439

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

2

Books

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 31
   Journals where Jean-Edouard Colliard has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pco647
   Updated: 2022-06-22    RAS profile: 2022-03-08    
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Relations with other researchers

Works with:

Foucault, Thierry (7)

Hoffmann, Peter (5)

Demange, Gabrielle (5)

Hurlin, Christophe (5)

Alexeev, Vitali (4)

Dumitrescu, Ariadna (4)

Adrian, Tobias (4)

Ait-Sahalia, Yacine (4)

Menkveld, Albert (4)

Brownlees, Christian (4)

Abudy, Menachem (4)

FERROUHI, EL MEHDI (4)

Johannesson, Magnus (4)

Dimpfl, Thomas (4)

Gerritsen, Dirk (4)

Holzmeister, Felix (4)

Ferrara, Gerardo (4)

Chow, Nikolai Sheung-Chi (4)

Dreber, Anna (4)

Deev, Oleg (4)

Gehrig, Thomas (4)

Bohorquez Correa, Santiago (4)

CAPELLE-BLANCARD, Gunther (4)

Caporin, Massimiliano (4)

Füllbrunn, Sascha (3)

Frömmel, Michael (3)

Perignon, Christophe (3)

Calzolari, Giacomo (3)

Patton, Andrew (2)

Roy, Saurabh (2)

PASCUAL, ROBERTO (2)

Theissen, Erik (2)

Taylor, Nick (2)

Kassner, Bernhard (2)

Pastor, Lubos (2)

Hautsch, Nikolaus (2)

Davies, Ryan (2)

Sarno, Lucio (2)

Horenstein, Alex (2)

Heath, Davidson (2)

Jurkatis, Simon (2)

Rinne, Kalle (2)

Walther, Thomas (2)

Gorbenko, Arseny (2)

Scaillet, Olivier (2)

Smales, Lee (2)

Verousis, Thanos (2)

Putnins, Talis (2)

Schenk-Hoppé, Klaus (2)

Pasquariello, Paolo (2)

Patel, Vinay (2)

Lajaunie, Quentin (2)

LINTON, OLIVER (2)

van Kervel, Vincent (2)

Bouri, Elie (2)

Jalkh, Naji (2)

Moinas, Sophie (2)

Tonks, Ian (2)

Lopez-Lira, Alejandro (2)

Palan, Stefan (2)

Wong, Wing-Keung (2)

Wilhelmsson, Anders (2)

Nielsson, Ulf (2)

Ranaldo, Angelo (2)

Stefanova, Denitsa (2)

Liew, Chee (2)

Gil-Bazo, Javier (2)

Schwarz, Marco (2)

Talavera, Oleksandr (2)

Frijns, Bart (2)

Zhou, Chen (2)

Harris, Jeffrey (2)

Xia, Shuo (2)

Reitz, Stefan (2)

Gromb, Denis (2)

Vilkov, Grigory (2)

Xiu, Dacheng (2)

Rakowski, David (2)

Park, Andreas (2)

Wolff, Christian (2)

Pelizzon, Loriana (2)

Lof, Matthijs (2)

Bos, Charles (2)

Regis, Luca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Edouard Colliard.

Is cited by:

Weill, Pierre-Olivier (9)

Degryse, Hans (8)

Tonzer, Lena (7)

Caporin, Massimiliano (7)

Lester, Benjamin (6)

Hugonnier, Julien (6)

Soccorsi, Stefano (6)

Repullo, Rafael (6)

Pelizzon, Loriana (6)

Barigozzi, Matteo (6)

Boyer, Pierre (6)

Cites to:

Foucault, Thierry (8)

Dugast, Jérôme (6)

Miller, Merton (5)

Dreber, Anna (4)

Lucca, David (4)

Peek, Joe (4)

Peydro, Jose-Luis (4)

Ho, Teck (4)

Menkveld, Albert (4)

Stoll, Hans (4)

Seru, Amit (4)

Main data

Where Jean-Edouard Colliard has published?

Journals with more than one article published# docs
Review of Finance2
Review of Financial Studies2
Journal of Finance2
Management Science2

Working Papers Series with more than one paper published# docs
Working Papers / HAL9
Working Paper Series / European Central Bank6
Post-Print / HAL5
PSE-Ecole d'conomie de Paris (Postprint) / HAL2
PSE Working Papers / HAL2

Recent works citing Jean-Edouard Colliard (2021 and 2020)

YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Allocating Losses: Bail-ins, Bailouts and Bank Regulation. (2020). Keister, Todd ; Mitkov, Yuliyan. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:049.

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2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2021Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2021Lessons from the Early Establishment of Banking Supervision in Italy (1926-1936). (2021). Pellegrino, Dario ; Molteni, Marco. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_48.

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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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2022Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113.

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2020Relationship Trading in Over?the?Counter Markets. (2020). Schuerhoff, Norman ; Livdan, Dmitry ; Hendershott, Terrence ; Schurhoff, Norman. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:683-734.

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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2021Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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2020Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs. (2020). Sun, Tao ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:285-318.

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2021Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148.

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2020Network-Based Measures of Systemic Risk in Korea. (2020). Lee, Jieun ; Choi, Jaewon. In: Working Papers. RePEc:bok:wpaper:2008.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2020The effect of the trading activities of banks on systemic risk: does banking industry concentration matter?. (2020). Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00798.

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2021How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260.

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2020How do banking groups react to macroprudential policies? Cross-border spillover effects of higher capital buffers on lending, risk-taking and internal markets. (2020). Marques, Aurea Ponte ; Cappelletti, Giuseppe ; Martin, Diego Vila ; Salleo, Carmelo. In: Working Paper Series. RePEc:ecb:ecbwps:20202497.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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2021Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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2020What is the minimal systemic risk in financial exposure networks?. (2020). Pichler, Anton ; Diem, Christian ; Thurner, Stefan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300683.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2020Bank systemic risk and CEO overconfidence. (2020). Zhao, Yang ; Lin, James Juichia ; Lee, Jin-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294081830487x.

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2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

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2021Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x.

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2021TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

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2020Systemic risk in European financial and energy sectors: Dynamic factor copula approach. (2020). Nevrla, Matj. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304904.

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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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2020The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332.

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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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2021Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021Leverage and systemic risk pro-cyclicality in the Chinese financial system. (2021). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002210.

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2021Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000118.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2021Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719.

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2020Strategic scope and bank performance. (2020). Schmid, Markus ; Walter, Ingo ; Saunders, Anthony. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306667.

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2020The contribution of shadow insurance to systemic risk. (2020). Urga, Giovanni ; Pellegrini, Carlo Bellavite ; Leong, Soon Heng. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300772.

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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2021ESG investing: A chance to reduce systemic risk. (2021). Nicolosi, Marco ; Dalo, Ambrogio ; Ciciretti, Rocco ; Cerqueti, Roy. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000474.

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2020Empirically assessing and modeling spillover effects from operational risk events in the insurance industry. (2020). Heidinger, Dinah ; Gatzert, Nadine ; Eckert, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:72-83.

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2021Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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2020Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression. (2020). Kurz, Christopher ; Ghysels, Eric ; Chabot, Ben ; Brownlees, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300030.

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2020Does uniqueness in banking matter?. (2020). Norden, Lars ; Spargoli, Fabrizio ; Liu, Frank Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s037842662030203x.

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2020Regulatory competition in banking: Curse or blessing?. (2020). Gersbach, Hans ; Papageorgiou, Stylianos ; Haller, Hans. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302168.

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2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

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2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2022Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909.

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2022Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028.

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2020Regulatory arbitrage and the efficiency of banking regulation. (2020). Boyer, Pierre ; Kempf, Hubert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:41:y:2020:i:c:s1042957317300566.

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2020Did TARP reduce or increase systemic risk? The effects of government aid on financial system stability. (2020). Sedunov, John ; Roman, Raluca A ; Berger, Allen N. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300129.

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2021Should bank capital regulation be risk sensitive?. (2021). Ahnert, Toni ; Wilkins, Carolyn ; Chapman, James. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300243.

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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302837.

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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110.

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2021Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery. (2021). Prakash, OM ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002806.

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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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2021Political corruption and legislative complexity: Two sides of same coin?. (2021). di Vita, Giuseppe. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:136-147.

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2022Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247.

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2021Artificial intelligence and systemic risk. (2021). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111601.

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2020Banking Supervision: The Perspective from Economics. (2020). Hirtle, Beverly. In: Staff Reports. RePEc:fip:fednsr:89213.

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2021Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio. In: Staff Reports. RePEc:fip:fednsr:93431.

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2021Buy Now and Pay (Dearly) Later: Unraveling Consumer Financial Spinning. (2021). Mesly, Olivier. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:4:p:55-:d:646563.

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2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

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2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Cortes, Ariana Paola ; Eratalay, Mustafa Hakan. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

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2020The Leaders, the Laggers, and the “Vulnerables”. (2020). Arakelian, Veni ; Hashem, Shatha Qamhieh. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:26-:d:331532.

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2020A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector. (2020). Wanat, Stanisław ; Denkowska, Anna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:39-:d:348740.

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2020Research into the Mechanism for the Impact of Climate Change on Systemic Risk—A Case Study of China’s Small- and Medium-sized Commercial Banks. (2020). Zou, Zongbao ; Huang, Chunzhong ; Liu, Yongping ; Chu, Xuan ; Chen, Qiao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9582-:d:446612.

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2021A fistful of dollars:Transmission of global funding shocks to EMs. (2020). Mathur, Aakriti ; Kumar, Shekhar Hari. In: IHEID Working Papers. RePEc:gii:giihei:heidwp04-2020.

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2020Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne. In: Working Papers. RePEc:hal:wpaper:hal-02881064.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2020THE DETERMINANTS OF SYSTEMIC RISK: EVIDENCE FROM INDONESIAN COMMERCIAL BANKS. (2020). Koesrindartoto, Deddy Priatmodjo ; Aini, Mutiara. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:23:y:2020:i:1e:p:101-120.

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2021Optimal Market Asset Pricing. (2021). Rindi, Barbara ; Ricco, Roberto ; Seppi, Duane J. In: Working Papers. RePEc:igi:igierp:675.

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2020Price Improvement and Execution Risk in Lit and Dark Markets. (2020). Brolley, Michael. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:863-886.

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2021Supervisory Incentives in a Banking Union. (2021). Marquez, Robert ; Dellariccia, Giovanni ; Carletti, Elena. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:455-470.

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2021Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1183-1198.

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2020The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the. (2020). Lamouchi, Ali ; Derbali, Abdelkader. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:87-122.

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2021Exchange rates and the global transmission of equity market shocks. (2021). Reboredo, Juan ; Ojea-Ferreiro, Javier. In: Working Papers. RePEc:jrs:wpaper:202105.

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2021Systemic risk measurement: bucketing global systemically important banks. (2021). Riccetti, Luca ; Lagasio, Valentina ; Brogi, Marina. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:3:d:10.1007_s10436-021-00391-7.

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2020Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2.

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2022The impact of make-take fees on market efficiency. (2022). Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01016-w.

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2020Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2003.

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2020Bank resolution and multinational banks. (2020). Cerasi, Vittoria ; Montoli, Stefano. In: Working Papers. RePEc:mib:wpaper:447.

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2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

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More than 100 citations found, this list is not complete...

Works by Jean-Edouard Colliard:

YearTitleTypeCited
2017Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance.
[Full Text][Citation analysis]		article27
2017Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 27		paper
2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
[Full Text][Citation analysis]		article1
2007Une brève histoire de limpôt In: Regards croisés sur l'économie.
[Full Text][Citation analysis]		article0
2018Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2015Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers.
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2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 13		paper
2016Multinational Banks and Supranational Supervision In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2017Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2019Multinational Banks and Supranational Supervision.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 17		article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2020Measuring Regulatory Complexity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Measuring Regulatory Complexity.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper59
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 59		paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 59		paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 59		paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		article
2015Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper159
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 159		paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 159		paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159		paper
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 159		article
2017Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper5
2019Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper25
2015Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 25		paper
2020Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2018Financial Restructuring and Resolution of Banks In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper10
2018Financial Restructuring and Resolution of Banks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2018Asset Dissemination Through Dealer Markets In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper1
2021Asset Dissemination Through Dealer Markets.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Asset Dissemination Through Dealer Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015The impact of financial transaction taxes: new evidence In: Research Bulletin.
[Full Text][Citation analysis]		article0
2013Catching falling knives: speculating on market overreaction In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2014Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2019The architecture of supervision In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2016Banking Reform In: SUERF Studies.
[Full Text][Citation analysis]		book0
2016The SSM at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper0
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 0		paper
2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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2017Where the Risks Lie: A Survey on Systemic Risk* In: Post-Print.
[Citation analysis]		paper102
2017Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science.
[Full Text][Citation analysis]		article0

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