Jean-Edouard Colliard : Citation Profile


Are you Jean-Edouard Colliard?

HEC Paris (École des Hautes Études Commerciales)

9

H index

9

i10 index

457

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

1

Books

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 30
   Journals where Jean-Edouard Colliard has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pco647
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Foucault, Thierry (8)

Demange, Gabrielle (5)

Abudy, Menachem (4)

Gerritsen, Dirk (4)

Bohorquez Correa, Santiago (4)

Dreber, Anna (4)

Adrian, Tobias (4)

Ait-Sahalia, Yacine (4)

Menkveld, Albert (4)

Gehrig, Thomas (4)

Johannesson, Magnus (4)

Deku, Solomon (4)

Alexeev, Vitali (4)

CAPELLE-BLANCARD, Gunther (4)

Frömmel, Michael (4)

Chow, Nikolai Sheung-Chi (4)

Dimpfl, Thomas (4)

Holzmeister, Felix (4)

Deev, Oleg (4)

Ferrara, Gerardo (4)

Caporin, Massimiliano (4)

Brownlees, Christian (4)

FERROUHI, EL MEHDI (4)

Chernov, Mikhail (4)

Dumitrescu, Ariadna (4)

Füllbrunn, Sascha (3)

Hoffmann, Peter (3)

Lopez-Lira, Alejandro (2)

Wong, Wing-Keung (2)

Heath, Davidson (2)

Prokopczuk, Marcel (2)

Gorbenko, Arseny (2)

Horenstein, Alex (2)

Patton, Andrew (2)

Smales, Lee (2)

Ødegaard, Bernt (2)

Moinas, Sophie (2)

Theissen, Erik (2)

Harris, Jeffrey (2)

Walther, Thomas (2)

Patel, Vinay (2)

Regis, Luca (2)

Hjalmarsson, Erik (2)

Scaillet, Olivier (2)

Schuerhoff, Norman (2)

Bouri, Elie (2)

Schenk-Hoppé, Klaus (2)

Vogel, Sebastian (2)

Pasquariello, Paolo (2)

Talavera, Oleksandr (2)

Jalkh, Naji (2)

Davies, Ryan (2)

Korajczyk, Robert (2)

Stefanova, Denitsa (2)

Roy, Saurabh (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Wilhelmsson, Anders (2)

Verousis, Thanos (2)

Liew, Chee (2)

Sojli, Elvira (2)

Lajaunie, Quentin (2)

Ranaldo, Angelo (2)

Lof, Matthijs (2)

Sarno, Lucio (2)

Wolff, Christian (2)

Reitz, Stefan (2)

van Kervel, Vincent (2)

Pastor, Lubos (2)

PASCUAL, ROBERTO (2)

Gil-Bazo, Javier (2)

Hurlin, Christophe (2)

Renault, Thomas (2)

Xiu, Dacheng (2)

Bos, Charles (2)

Hautsch, Nikolaus (2)

He, Xuezhong (Tony) (2)

Nielsson, Ulf (2)

Putnins, Talis (2)

Vilkov, Grigory (2)

Mihet, Roxana (2)

Tonks, Ian (2)

Kassner, Bernhard (2)

LINTON, OLIVER (2)

Palan, Stefan (2)

Frijns, Bart (2)

Jurkatis, Simon (2)

Zhou, Chen (2)

Xia, Shuo (2)

Rakowski, David (2)

Rinne, Kalle (2)

Pelizzon, Loriana (2)

Taylor, Nick (2)

Park, Andreas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Edouard Colliard.

Is cited by:

Weill, Pierre-Olivier (10)

Tonzer, Lena (9)

Degryse, Hans (7)

Lester, Benjamin (6)

Hugonnier, Julien (6)

Repullo, Rafael (6)

Ongena, Steven (5)

Oriol, Nathalie (5)

Buch, Claudia (5)

Schwaab, Bernd (5)

Uthemann, Andreas (5)

Cites to:

Foucault, Thierry (8)

Dugast, Jérôme (6)

Menkveld, Albert (5)

Lucca, David (4)

Peek, Joe (4)

Dreber, Anna (4)

Weill, Pierre-Olivier (4)

Peydro, Jose-Luis (4)

Seru, Amit (4)

Tootell, Geoffrey (4)

Johannesson, Magnus (4)

Main data


Where Jean-Edouard Colliard has published?


Journals with more than one article published# docs
Review of Finance2
Review of Financial Studies2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Papers / HAL10
Working Paper Series / European Central Bank6
CEPR Discussion Papers / C.E.P.R. Discussion Papers5
Post-Print / HAL4
PSE-Ecole d'conomie de Paris (Postprint) / HAL2
PSE Working Papers / HAL2

Recent works citing Jean-Edouard Colliard (2023 and 2022)


YearTitle of citing document
2023Too-many-to-fail and the Design of Bailout Regimes. (2023). Zeng, Jing ; Wagner, Wolf. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:230.

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2022Systemic risk in interbank networks: disentangling balance sheets and network effects. (2021). Cimini, Giulio ; Ferracci, Alessandro. In: Papers. RePEc:arx:papers:2109.14360.

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2022Optimal incentives in a limit order book: a SPDE control approach. (2021). Bergault, Philippe ; Baldacci, Bastien. In: Papers. RePEc:arx:papers:2112.00375.

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2022Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777.

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2022Systemic Risk of Optioned Portfolios: Controllability and Optimization. (2022). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Papers. RePEc:arx:papers:2209.04685.

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2022Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2023Ruin Probabilities for Risk Processes in Stochastic Networks. (2023). Sulem, Agnes ; Minca, Andreea ; Cao, Zhongyuan ; Amini, Hamed. In: Papers. RePEc:arx:papers:2302.06668.

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2023The Dark Side of Algorithms? The Effect of Recommender Systems on Online Investor Behaviors. (2023). Hu, Yu Jeffrey ; He, Cheng ; Zhu, Ruiqi Rich. In: Papers. RePEc:arx:papers:2303.14263.

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2023Is Kyles equilibrium model stable?. (2023). Larsen, Kasper ; Cetin, Umut. In: Papers. RePEc:arx:papers:2307.09392.

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2022Voluntary support and ring-fencing in cross-border banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyoengyi. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1373_22.

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2022Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113.

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2023Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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2022Comparing search and intermediation frictions across markets. (2022). Üslü, Semih ; Pinter, Gabor. In: Bank of England working papers. RePEc:boe:boeewp:0974.

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2023Open banking, shadow banking and regulation. (2023). Siciliani, Paolo ; Zalewska, Anna ; Grout, Paul ; Eccles, Peter. In: Bank of England working papers. RePEc:boe:boeewp:1039.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10111.

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2023.

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2023Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_83es.

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2023Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_83en.

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2022Voluntary Support and Ring-Fencing in Cross-border Banks. (2022). Zeng, Jing ; Segura, Anatoli ; Loranth, Gyongyi. In: Working Paper Series. RePEc:ecb:ecbwps:20222688.

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2022Contagion from market price impact: a price-at-risk perspective. (2022). Mingarelli, Luca ; Sydow, Matthias ; Kaijser, Michiel ; Fukker, Gabor. In: Working Paper Series. RePEc:ecb:ecbwps:20222692.

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2022Latent fragility: conditioning banks joint probability of default on the financial cycle. (2022). Segoviano, Miguel ; Schuler, Yves S ; Hiebert, Paul ; Bochmann, Paul. In: Working Paper Series. RePEc:ecb:ecbwps:20222698.

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2023Same same but different: credit risk provisioning under IFRS 9. (2023). Couaillier, Cyril ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20232841.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2022Exchange rates and the global transmission of equity market shocks. (2022). Reboredo, Juan C ; Ojea-Ferreiro, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001602.

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2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2022Completing the European Banking Union: Capital cost consequences for credit providers and corporate borrowers. (2022). Sfrappini, Eleonora ; Krause, Thomas ; Koetter, Michael ; Tonzer, Lena. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001337.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2022The anatomy of a fee change — evidence from cryptocurrency markets. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:152-167.

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2022Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2022Brokered versus dealer markets: Impact of proprietary trading with transaction fees. (2022). Tian, Yuan ; Nishide, Katsumasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302266.

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2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022The extreme risk connectedness of the new financial system: European evidence. (2022). Foglia, Matteo ; Miglietta, Federica ; Pacelli, Vincenzo. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581.

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2022Financial inclusion and bank risk-taking: the effect of information sharing. (2022). Junarsin, E ; Teclezion, M ; Sun, W ; Marcelin, I. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003804.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2022Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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2023When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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2022Risk spillovers and interconnectedness between systemically important institutions. (2022). Andrieș, Alin Marius ; Tunaru, Radu ; Sprincean, Nicu ; Ongena, Steven. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001224.

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2022The contribution of (shadow) banks and real estate to systemic risk in China. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000420.

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2023Macroprudential policy in central banks: Integrated or separate? Survey among academics and central bankers. (2023). Malovana, Simona ; Hodula, Martin ; Bajzik, Josef ; Gric, Zuzana. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000074.

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2022From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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2022Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates. (2022). Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000865.

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2022Banking networks, systemic risk, and the credit cycle in emerging markets. (2022). Das, Sanjiv R ; Kalimipalli, Madhu ; Nayak, Subhankar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s104244312200107x.

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2022Does differential taxation of short-term relative to long-term capital gains affect long-term investment?. (2022). Venkatachalam, Mohan ; Vashishtha, Rahul ; Jacob, Martin ; He, Eric. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000027.

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2022Housing networks and driving forces. (2022). Hurn, Stan ; Wang, Ben ; Shi, Shuping. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002685.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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2022Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909.

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2022Internal models for deposits: Effects on banks capital and interest rate risk of assets. (2022). Dal Borgo, Mariela. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426620302028.

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2022The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

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2022Supervisory enforcement actions against banks and systemic risk. (2022). Sedunov, John ; Roman, Raluca A ; Cai, Jin ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001813.

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2022Artificial intelligence and systemic risk. (2022). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621002466.

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2022Winning connections? Special interests and the sale of failed banks. (2022). Igan, Deniz ; Zhang, Eden Quxian ; Wagner, Wolf ; Lambert, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622000930.

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2022Intermediation in the interbank lending market. (2022). Ma, Yiming ; Craig, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:179-207.

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2022Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072.

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2022Capital forbearance in the bank recovery and resolution game. (2022). Suarez, Javier ; Perotti, Enrico ; Martynova, Natalya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:3:p:884-904.

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2022Political influence and banks: Evidence from mortgage lending. (2022). Zhang, Tim ; Chu, Yongqiang. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957322000353.

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2022Global banks and systemic risk: The dark side of country financial connectedness. (2022). Sanz, Leandro ; Mihov, Atanas ; McLemore, Ping. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:129:y:2022:i:c:s0261560622001371.

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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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2023Risk spillovers in global financial markets: Evidence from the COVID-19 crisis. (2023). Zhao, Yang ; Shao, Zhiquan ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:821-840.

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2023Financial market spillovers and macroeconomic shocks: Evidence from China. (2023). Guo, Kun ; Wu, Jie ; Liu, Yue ; Feng, Haoyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000879.

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2022Tail risk and systemic risk of finance and technology (FinTech) firms. (2022). Benjasak, Chonlakan ; Duc, Toan Luu ; Ahmed, Rizwan ; Chaudhry, Sajid M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006247.

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2022Artificial intelligence and systemic risk. (2021). Uthemann, Andreas ; MacRae, Robert ; Danielsson, Jon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111601.

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2022The Impact of ESG Ratings on the Systemic Risk of European Blue-Chip Firms. (2022). Eratalay, Mustafa ; Cortes, Ariana Paola. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:153-:d:781555.

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2023Intermediaries’ Substitutability and Financial Network Resilience: A Hyperstructure Approach. (2023). Ugolini, Stefano ; Lucena-Piquero, Delio ; Accominotti, Olivier. In: Post-Print. RePEc:hal:journl:hal-04160805.

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2022Market Risk and Volatility Weighted Historical Simulation After Basel III. (2022). Firouzi, Hassan Omidi ; Laurent, Jean-Paul. In: Working Papers. RePEc:hal:wpaper:hal-03679434.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Benkraiem, Ramzi ; Isleimeyyeh, Mohammad ; Goutte, Stephane ; Amar, Amine. In: Working Papers. RePEc:hal:wpaper:halshs-03672476.

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2022Small Business Lending and Regulation for Small Banks. (2022). Vallascas, Francesco ; Srivastav, Abhishek. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:10:p:7742-7760.

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2022Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare. (2022). Wuyts, Gunther ; van Achter, Mark ; Degryse, Hans. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:1:p:635-653.

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2023Immediacy Provision and Matchmaking. (2023). Zheng, Zeyu ; An, YU. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:1245-1263.

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2023Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424.

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2023Tick Size, Trading Strategies, and Market Quality. (2023). Wen, Yuanji ; Buti, Sabrina ; Rindi, Barbara ; Werner, Ingrid M. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3818-3837.

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2022Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2022Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms. (2022). Zhang, Zongxin ; Chen, Ying. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10171-0.

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2023Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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2022Exploring the Systemic Risk of Domestic Banks with ?CoVaR and Elastic-Net. (2022). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:62:y:2022:i:1:d:10.1007_s10693-021-00366-9.

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2022The impact of make-take fees on market efficiency. (2022). Black, Jeffrey R. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01016-w.

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2022Federal home loan bank advances and systemic risk. (2022). Kanas, Angelos ; Zervopoulos, Panagiotis D. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:4:d:10.1007_s11156-022-01082-8.

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2022THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS. (2022). Corts, Ariana Paola ; Eratalay, Mustafa Hakan. In: University of Tartu - Faculty of Economics and Business Administration Working Paper Series. RePEc:mtk:febawb:139.

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2022Fire sales and ex ante valuation of systemic risk: A financial equilibrium networks approach. (2022). Bougheas, Spiros ; Spencer, Adam Hal. In: Discussion Papers. RePEc:not:notcfc:2022/04.

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2022Fire Sales and Ex Ante Valuation of Systemic Risk: A Financial Equilibrium Networks Approach. (2022). Bougheas, Spiros ; Spencer, Adam. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:544.

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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..

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2022Inventory-Constrained Underwriters and Corporate Bond Offerings. (2022). Ottonello, Giorgio ; Nagler, Florian. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:12:y:2022:i:3:p:639-666..

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2022Bank Systemic Risk and Macroprudential Policy. (2022). Serbanescu, Liviu ; Schipor, Georgiana-Loredana. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxii:y:2022:i:1:p:431-436.

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2022Bank capital and liquidity regulation. (2022). Chiba, Asako. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00157-1.

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2022Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8.

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2023Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Ahmed, Abdullahi D ; Lu, Ran ; Zeng, Hongjun. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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2022Voluntary Equity, Project Risk, and Capital Requirements. (2022). Haufler, Andreas ; Lulfesmann, Christoph. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:357.

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2023Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Kumar, Dilip ; Narayan, Shivani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84.

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2022Systemically Important Bank: A Bibliometric Analysis for the Period of 2002 to 2022. (2022). Kasasbeh, Hamad ; Alsmadi, Ayman Abdalmajeed ; Alzoubi, Marwan. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:4:p:21582440221141259.

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2022Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy. (). Oreste, Napolitano ; Cristiana, Fiorelli ; Marcella, Duva ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:654.

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2022Measuring and stress-testing market-implied bank capital. (2022). Fuster, Andreas ; Jondeau, Eric ; Indergand, Martin. In: Working Papers. RePEc:snb:snbwpa:2022-02.

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2022Pareto efficient buy and hold investment strategies under order book linked constraints. (2022). Balbas, Raquel. In: Annals of Operations Research. RePEc:spr:annopr:v:311:y:2022:i:2:d:10.1007_s10479-021-03942-3.

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2022Systemic risk: a network approach. (2022). Hasse, Jean-Baptiste. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02131-2.

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2022Measuring systemic risk and contagion in the European financial network. (2022). Tafakori, Laleh ; Rastelli, Riccardo ; Pourkhanali, Armin. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:1:d:10.1007_s00181-021-02135-y.

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More than 100 citations found, this list is not complete...

Works by Jean-Edouard Colliard:


YearTitleTypeCited
2017Financial Transaction Taxes, Market Composition, and Liquidity In: Journal of Finance.
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article38
2017Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series.
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This paper has another version. Agregated cites: 38
paper
2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
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article4
2007Une brève histoire de limpôt In: Regards croisés sur l'économie.
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article0
2018Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière.
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article0
2015Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers.
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paper14
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers.
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paper
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers.
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paper
2016Multinational Banks and Supranational Supervision In: CEPR Discussion Papers.
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paper23
2017Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series.
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paper
2019Multinational Banks and Supranational Supervision.(2019) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 23
article
2018Inventory Management, Dealers Connections, and Prices in OTC Markets In: CEPR Discussion Papers.
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paper11
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
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This paper has another version. Agregated cites: 11
paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2020Measuring Regulatory Complexity In: CEPR Discussion Papers.
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paper2
2020Measuring Regulatory Complexity.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
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paper66
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
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This paper has another version. Agregated cites: 66
paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 66
paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 66
paper
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 66
article
2015Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series.
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paper224
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 224
paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 224
paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 224
paper
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
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This paper has another version. Agregated cites: 224
article
2017Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series.
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paper10
2019Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science.
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This paper has another version. Agregated cites: 10
article
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series.
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paper34
2015Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 34
paper
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 34
paper
2020Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance.
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This paper has another version. Agregated cites: 34
article
2018Financial Restructuring and Resolution of Banks In: HEC Research Papers Series.
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paper12
2018Financial Restructuring and Resolution of Banks.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2018Asset Dissemination Through Dealer Markets In: HEC Research Papers Series.
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paper1
2021Asset Dissemination Through Dealer Markets.(2021) In: Post-Print.
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This paper has another version. Agregated cites: 1
paper
2021Asset Dissemination Through Dealer Markets.(2021) In: PSE-Ecole d'économie de Paris (Postprint).
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Asset Dissemination Through Dealer Markets.(2018) In: PSE Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Asset Dissemination Through Dealer Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015The impact of financial transaction taxes: new evidence In: Research Bulletin.
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article0
2013Catching falling knives: speculating on market overreaction In: Working Paper Series.
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paper2
2014Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series.
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paper5
2019The architecture of supervision In: Working Paper Series.
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paper6
2016The SSM at 1 In: SUERF Studies.
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book2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper2
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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This paper has another version. Agregated cites: 2
paper
2021Non-Standard Errors.(2021) In: Post-Print.
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2021Non-Standard Errors.(2021) In: Working Papers.
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paper
2022Algorithmic Pricing and Liquidity in Securities Markets In: Working Papers.
[Citation analysis]
paper1
2017Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science.
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