7
H index
5
i10 index
226
Citations
Jean-Pierre Zigrand : Citation Profile
London School of Economics (LSE) | RESEARCH PRODUCTION: 8 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2004 - 2012). 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:
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Main data
Where Jean-Pierre Zigrand has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 2 |
| Journal of Banking & Finance | 2 |
Recent works citing Jean-Pierre Zigrand (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | 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 |
| 2021 | Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160. Full description at Econpapers || Download paper |
| 2021 | Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?. (2021). Timphus, Maike ; Fritzsch, Simon ; Weiss, Gregor. In: Papers. RePEc:arx:papers:2109.10946. Full description at Econpapers || Download paper |
| 2021 | Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972. Full description at Econpapers || Download paper |
| 2021 | Optimal investment, derivative demand, and arbitrage under price impact. (2021). Spiliopoulos, Konstantinos ; Robertson, Scott ; Anthropelos, Michail. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:3-35. Full description at Econpapers || Download paper |
| 2021 | Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336. Full description at Econpapers || Download paper |
| 2021 | Leverage 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. Full description at Econpapers || Download paper |
| 2021 | A two-stage general approach to aggregate multiple bank risks. (2021). Li, Jian Ping ; Wei, LU ; Zhu, Xiaoqian. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030533x. Full description at Econpapers || Download paper |
| 2021 | A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098. Full description at Econpapers || Download paper |
| 2022 | Rocking the boat: How relative performance evaluation affects corporate risk taking. (2022). Zuo, Luo ; Zhang, Huai ; Do, Truc. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:73:y:2022:i:1:s0165410121000409. Full description at Econpapers || Download paper |
| 2021 | Computational Valuation Model of Housing Price Using Pseudo Self Comparison Method. (2021). Choi, Seung Woo ; Yi, Mun Yong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:20:p:11489-:d:658814. Full description at Econpapers || Download paper |
| 2022 | Market Risk and Volatility Weighted Historical Simulation After Basel III. (2022). Firouzi, Hassan Omidi ; Laurent, Jean-Paul. In: Working Papers. RePEc:hal:wpaper:hal-03679434. Full description at Econpapers || Download paper |
| 2021 | The New Standardised Approach as a Credible Fallback. (2021). Rossignolo, Adrian F. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:tnea:a:1. Full description at Econpapers || Download paper |
| 2022 | Bias-optimal vol-of-vol estimation: the role of window overlapping. (2022). Recchioni, Maria Cristina ; Toscano, Giacomo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-021-00349-4. Full description at Econpapers || Download paper |
| 2022 | Operational risk assessment of third-party payment platforms: a case study of China. (2022). Li, Jian Ping ; Yao, Yinhong. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00332-x. Full description at Econpapers || Download paper |
| 2022 | Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market. (2022). leardi, alessandro. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09558-4. Full description at Econpapers || Download paper |
Works by Jean-Pierre Zigrand:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Strategic Financial Innovation in Segmented Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2009 | Strategic Financial Innovation in Segmented Markets.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2005 | Highwaymen or heroes: Should hedge funds be regulated?: A survey In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 7 |
| 2004 | The impact of risk regulation on price dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 97 |
| 2006 | On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 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 | 20 |
| 2008 | Equilibrium asset pricing with systemic risk In: Economic Theory. [Full Text][Citation analysis] | article | 20 |
| 2005 | Rational Asset Pricing Implications from Realistic Trading Frictions In: The Journal of Business. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team