7
H index
5
i10 index
237
Citations
London School of Economics (LSE) | 7 H index 5 i10 index 237 Citations RESEARCH PRODUCTION: 8 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY: 8 years (2004 - 2012). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzi2 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Zigrand. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Mathematical Economics | 2 |
Journal of Banking & Finance | 2 |
Year | Title of citing document |
---|---|
2023 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. Full description at Econpapers || Download paper |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper |
2023 | Impact 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 |
2023 | The price of independence in a model with unknown dependence. (2023). de la Pea, Victor ; Chollete, Loran ; Klass, Michael. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:123:y:2023:i:c:p:51-58. Full description at Econpapers || Download paper |
2023 | Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation. (2023). Killian, Sheila ; Cummins, Mark ; McCullagh, Orla. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:3:d:10.1057_s41261-022-00199-z. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2004 | Strategic Financial Innovation in Segmented Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2009 | Strategic Financial Innovation in Segmented Markets.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2005 | Highwaymen or heroes: Should hedge funds be regulated?: A survey In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 8 |
2004 | The impact of risk regulation on price dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 100 |
2006 | On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 51 |
2004 | A general equilibrium analysis of strategic arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 8 |
2006 | Endogenous market integration, manipulation and limits to arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
2012 | Endogenous and Systemic Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 21 |
2008 | Equilibrium asset pricing with systemic risk In: Economic Theory. [Full Text][Citation analysis] | article | 23 |
2005 | Rational Asset Pricing Implications from Realistic Trading Frictions In: The Journal of Business. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team