8
H index
6
i10 index
260
Citations
Jean-Pierre Zigrand : Citation Profile
London School of Economics (LSE) | RESEARCH PRODUCTION: 8 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (1999 - 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 (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Systemic 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. Full description at Econpapers || Download paper |
| 2020 | Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540. Full description at Econpapers || Download paper |
| 2020 | How 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. Full description at Econpapers || Download paper |
| 2020 | Effects 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. Full description at Econpapers || Download paper |
| 2020 | An 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. Full description at Econpapers || Download paper |
| 2020 | Investment 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. Full description at Econpapers || Download paper |
| 2020 | Is 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. 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 | 19 |
| 2004 | Strategic Financial Innovation in Segmented Markets.(2004) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2007 | Strategic Financial Innovation in Segmented Markets.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2009 | Strategic Financial Innovation in Segmented Markets.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another 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 | 7 |
| 2004 | The impact of risk regulation on price dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 88 |
| 2006 | On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
| 2003 | On time-scaling of risk and the square–root–of–time rule.(2003) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 2004 | A general equilibrium analysis of strategic arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | Endogenous market integration, manipulation and limits to arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
| 1999 | Arbitrage and Endogenous Market Integration In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2001 | Rational Limits to Arbitrage In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
| 2001 | Asset Price Dynamics with Value-at-Risk Constrained Traders In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2002 | Rational Asset Pricing Implications from Realistic Trading Frictions In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Rational Asset Pricing Implications from Realistic Trading Frictions.(2005) In: The Journal of Business. [Full Text][Citation analysis] 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. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Equilibrium Asset Pricing with Systemic Risk In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 2008 | Equilibrium asset pricing with systemic risk.(2008) In: Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2006 | Consistent Measures of Risk In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Endogenous Liquidity and Contagion In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Risk Appetite and Endogenous Risk In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2001 | On Physics and Finance In: FMG Special Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Endogenous and Systemic Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team