Jean-Pierre Zigrand : Citation Profile


Are you Jean-Pierre Zigrand?

London School of Economics (LSE)

8

H index

6

i10 index

260

Citations

RESEARCH PRODUCTION:

8

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (1999 - 2012). See details.
   Cites by year: 20
   Journals where Jean-Pierre Zigrand has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 7 (2.62 %)

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   Permalink: http://citec.repec.org/pzi2
   Updated: 2021-01-16    RAS profile: 2020-03-07    
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Relations with other researchers


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:

Gambacorta, Leonardo (13)

Rahi, Rohit (12)

BORIO, Claudio (11)

Danielsson, Jon (11)

Farmer, J. (10)

Altunbas, Yener (9)

Marques-Ibanez, David (6)

Shin, Hyun Song (6)

Taylor, Ashley (6)

Kondor, Péter (5)

Schuler, Tobias (4)

Cites to:

Shin, Hyun Song (10)

Gale, Douglas (9)

Shleifer, Andrei (8)

Sonnenschein, Hugo (6)

Morris, Stephen (6)

Grossman, Sanford (5)

Danielsson, Jon (5)

Summers, Lawrence (4)

Chen, Zhiwu (4)

Waldmann, Robert (4)

Hall, Maximilian (4)

Main data


Where Jean-Pierre Zigrand has published?


Journals with more than one article published# docs
Journal of Mathematical Economics2
Journal of Banking & Finance2

Recent works citing Jean-Pierre Zigrand (2021 and 2020)


YearTitle of citing document
2020Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach. (2020). Lee, Kyungsub ; Jang, Hyun Jin. In: Papers. RePEc:arx:papers:2012.04181.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2020Effects of Risk Culture and Appetite on Effective Risk Management in Nigerian Banks: Case Study of United Bank for Africa Plc. (2020). Amadi, Agatha Nkem ; Yusuf, Ismaila Akanni ; Salaudeen, Mohammed Bashir. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:6:y:2020:i:2:p:81-87.

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2020An energy-based measure for long-run horizon risk quantification. (2020). Maurer, Frantz ; Tzagkarakis, George . In: Annals of Operations Research. RePEc:spr:annopr:v:289:y:2020:i:2:d:10.1007_s10479-020-03609-5.

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2020Investment dealer collateral and leverage procyclicality. (2020). Allen, Jason ; Usher, Andrew. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1553-1.

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2020Is systemic risk systematic? Evidence from the U.S. stock markets. (2020). Park, Sunyoung ; Kim, Kanghyun ; Choi, Seo Joon. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:642-663.

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Works by Jean-Pierre Zigrand:


YearTitleTypeCited
2004Strategic Financial Innovation in Segmented Markets In: CEPR Discussion Papers.
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paper19
2004Strategic Financial Innovation in Segmented Markets.(2004) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2007Strategic Financial Innovation in Segmented Markets.(2007) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2009Strategic Financial Innovation in Segmented Markets.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 19
article
2005Highwaymen or heroes: Should hedge funds be regulated?: A survey In: Journal of Financial Stability.
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article7
2004The impact of risk regulation on price dynamics In: Journal of Banking & Finance.
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article88
2006On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance.
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article42
2003On time-scaling of risk and the square–root–of–time rule.(2003) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 42
paper
2004A general equilibrium analysis of strategic arbitrage In: Journal of Mathematical Economics.
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article7
2006Endogenous market integration, manipulation and limits to arbitrage In: Journal of Mathematical Economics.
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article6
1999Arbitrage and Endogenous Market Integration In: FMG Discussion Papers.
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paper6
2001Rational Limits to Arbitrage In: FMG Discussion Papers.
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paper1
2001What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model In: FMG Discussion Papers.
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paper18
2001Asset Price Dynamics with Value-at-Risk Constrained Traders In: FMG Discussion Papers.
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paper9
2002Rational Asset Pricing Implications from Realistic Trading Frictions In: FMG Discussion Papers.
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paper1
2005Rational Asset Pricing Implications from Realistic Trading Frictions.(2005) In: The Journal of Business.
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This paper has another version. Agregated cites: 1
article
2004(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated? In: FMG Discussion Papers.
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paper0
2006Equilibrium Asset Pricing with Systemic Risk In: FMG Discussion Papers.
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paper19
2008Equilibrium asset pricing with systemic risk.(2008) In: Economic Theory.
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This paper has another version. Agregated cites: 19
article
2006Consistent Measures of Risk In: FMG Discussion Papers.
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paper2
2009Endogenous Liquidity and Contagion In: FMG Discussion Papers.
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paper0
2010Risk Appetite and Endogenous Risk In: FMG Discussion Papers.
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paper27
2001On Physics and Finance In: FMG Special Papers.
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paper0
2012Endogenous and Systemic Risk In: NBER Chapters.
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chapter8

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