Diane Pierret : Citation Profile


Are you Diane Pierret?

Université de Lausanne

6

H index

5

i10 index

292

Citations

RESEARCH PRODUCTION:

3

Articles

15

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 41
   Journals where Diane Pierret has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (0.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi339
   Updated: 2024-01-16    RAS profile: 2022-09-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Diane Pierret.

Is cited by:

Peydro, Jose-Luis (9)

Escribano, Alvaro (8)

Haselmann, Rainer (8)

Sucarrat, Genaro (8)

Acharya, Viral (8)

Bauwens, Luc (6)

Steffen, Sascha (6)

Polo, Andrea (4)

Vig, Vikrant (4)

Shephard, Neil (4)

Ruiz, Esther (4)

Cites to:

Engle, Robert (11)

Acharya, Viral (10)

Bauwens, Luc (6)

Hamilton, James (5)

Diamond, Douglas (5)

Shin, Hyun Song (4)

Jagannathan, Ravi (4)

Rochet, Jean (4)

Haldrup, Niels (4)

Kilian, Lutz (4)

Pesaran, Mohammad (4)

Main data


Where Diane Pierret has published?


Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)2

Recent works citing Diane Pierret (2024 and 2023)


YearTitle of citing document
2023Estimating the impact of supply chain network contagion on financial stability. (2023). Burger, Csaba ; Borsos, Andr'As ; Diem, Christian ; Tabachov, Zlata ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2305.04865.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

Full description at Econpapers || Download paper

2023Estimating systemic risk for non-listed euro-area banks. (2023). Engle, Robert ; Pizzeghello, Riccardo ; Parisi, Laura ; Manganelli, Simone ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20232856.

Full description at Econpapers || Download paper

2023Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085.

Full description at Econpapers || Download paper

2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

Full description at Econpapers || Download paper

2023Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011.

Full description at Econpapers || Download paper

2023Stressed Banks? Evidence from the Largest-Ever Supervisory Review. (2023). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-21.

Full description at Econpapers || Download paper

2023Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector. (2023). van der Poll, Huibrecht Margaretha ; Nkwaira, Chekani. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:87-:d:1139218.

Full description at Econpapers || Download paper

2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

Full description at Econpapers || Download paper

2023Built-in challenges within the supervisory architecture of the Eurozone. (2023). Dragomirescu-Gaina, Catalin ; Papadamou, Stephanos ; Leontitsis, Alexandros ; Philippas, Dionisis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00183-z.

Full description at Econpapers || Download paper

2023Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060.

Full description at Econpapers || Download paper

2023Global financial cycle, household credit, and macroprudential policies. (2021). Epure, Mircea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Mihai, Irina. In: Economics Working Papers. RePEc:upf:upfgen:1590.

Full description at Econpapers || Download paper

2023Risk mitigating versus risk shifting: evidence from banks security trading in crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: Economics Working Papers. RePEc:upf:upfgen:1753.

Full description at Econpapers || Download paper

2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

Full description at Econpapers || Download paper

2023Enough liquidity with enough capital - And vice versa?. (2023). Zelzner, Sebastian ; Haller, Hans ; Gersbach, Hans. In: CFS Working Paper Series. RePEc:zbw:cfswop:714.

Full description at Econpapers || Download paper

2023Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: EconStor Preprints. RePEc:zbw:esprep:226219.

Full description at Econpapers || Download paper

Works by Diane Pierret:


YearTitleTypeCited
2011Multivariate volatility modeling of electricity futures In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
paper51
2011Multivariate volatility modeling of electricity futures.(2011) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2011Multivariate Volatility Modeling of Electricity Futures.(2011) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
2013MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
article
2013The systemic risk of energy markets In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
paper12
2013The systemic risk of energy markets.(2013) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2014Systemic risk and the solvency-liquidity nexus of banks In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]
paper26
2014Systemic risk and the solvency-liquidity nexus of banks.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2015Systemic Risk and the Solvency-Liquidity Nexus of Banks.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
article
2013Modelling multivariate volatility of electricity futures In: LIDAM Reprints ISBA.
[Citation analysis]
paper7
2014Testing macroprudential stress tests: The risk of regulatory risk weights In: LIDAM Reprints ISBA.
[Citation analysis]
paper180
2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180
paper
2014Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180
paper
2014Testing macroprudential stress tests: The risk of regulatory risk weights.(2014) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180
article
2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180
paper
2017Stressed Banks In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper0
2018Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper10
2016Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus In: ZEW Discussion Papers.
[Full Text][Citation analysis]
paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team