Jean-Edouard Colliard : Citation Profile

Are you Jean-Edouard Colliard?

HEC Paris (École des Hautes Études Commerciales)

8

H index

8

i10 index

439

Citations

RESEARCH PRODUCTION:

11

Articles

39

Papers

1

Books

RESEARCH ACTIVITY:

   15 years (2007 - 2022). See details.
   Cites by year: 29
   Journals where Jean-Edouard Colliard has often published
   Relations with other researchers
   Recent citing documents: 164.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pco647
   Updated: 2023-08-19    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Foucault, Thierry (8)

Hoffmann, Peter (5)

Demange, Gabrielle (5)

Caporin, Massimiliano (4)

Abudy, Menachem (4)

Frömmel, Michael (4)

Dimpfl, Thomas (4)

Alexeev, Vitali (4)

Holzmeister, Felix (4)

Gehrig, Thomas (4)

Adrian, Tobias (4)

Ait-Sahalia, Yacine (4)

Ferrara, Gerardo (4)

Menkveld, Albert (4)

Hurlin, Christophe (4)

Gerritsen, Dirk (4)

Chernov, Mikhail (4)

Johannesson, Magnus (4)

Chow, Nikolai Sheung-Chi (4)

Dreber, Anna (4)

Bohorquez Correa, Santiago (4)

Deev, Oleg (4)

CAPELLE-BLANCARD, Gunther (4)

FERROUHI, EL MEHDI (4)

Deku, Solomon (4)

Dumitrescu, Ariadna (4)

Brownlees, Christian (4)

Perignon, Christophe (3)

Füllbrunn, Sascha (3)

Moinas, Sophie (2)

Korajczyk, Robert (2)

LINTON, OLIVER (2)

Wolff, Christian (2)

Tonks, Ian (2)

Xiu, Dacheng (2)

Schenk-Hoppé, Klaus (2)

Ødegaard, Bernt (2)

Bos, Charles (2)

van Kervel, Vincent (2)

Schuerhoff, Norman (2)

Gil-Bazo, Javier (2)

Xia, Shuo (2)

Park, Andreas (2)

Lajaunie, Quentin (2)

Wong, Wing-Keung (2)

Hautsch, Nikolaus (2)

Liew, Chee (2)

Taylor, Nick (2)

Stefanova, Denitsa (2)

Lopez-Lira, Alejandro (2)

Rakowski, David (2)

He, Xuezhong (Tony) (2)

Patton, Andrew (2)

Frijns, Bart (2)

Kearney, Fearghal (2)

Schwarz, Marco (2)

Heath, Davidson (2)

Talavera, Oleksandr (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Regis, Luca (2)

Mihet, Roxana (2)

Putnins, Talis (2)

Sarno, Lucio (2)

Reitz, Stefan (2)

Vogel, Sebastian (2)

Patel, Vinay (2)

Ranaldo, Angelo (2)

Davies, Ryan (2)

Lof, Matthijs (2)

Walther, Thomas (2)

Wilhelmsson, Anders (2)

Roy, Saurabh (2)

Theissen, Erik (2)

Nielsson, Ulf (2)

Renault, Thomas (2)

Bouri, Elie (2)

Kassner, Bernhard (2)

Horenstein, Alex (2)

Verousis, Thanos (2)

Pastor, Lubos (2)

Hjalmarsson, Erik (2)

Gorbenko, Arseny (2)

Rinne, Kalle (2)

Jurkatis, Simon (2)

Pasquariello, Paolo (2)

Calzolari, Giacomo (2)

Harris, Jeffrey (2)

Smales, Lee (2)

PASCUAL, ROBERTO (2)

Palan, Stefan (2)

Jalkh, Naji (2)

Vilkov, Grigory (2)

Scaillet, Olivier (2)

Zhou, Chen (2)

Sojli, Elvira (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)

Repullo, Rafael (6)

Lester, Benjamin (6)

Hugonnier, Julien (6)

Ongena, Steven (5)

Urga, Giovanni (5)

Schwaab, Bernd (5)

Oriol, Nathalie (5)

Uthemann, Andreas (5)

Cites to:

Foucault, Thierry (8)

Dugast, Jérôme (6)

Menkveld, Albert (5)

Weill, Pierre-Olivier (4)

Seru, Amit (4)

Easley, David (4)

Lucca, David (4)

Dreber, Anna (4)

Ho, Teck (4)

Peek, Joe (4)

Peydro, Jose-Luis (4)

Main data

Where Jean-Edouard Colliard has published?

Journals with more than one article published# docs
Journal of Finance2
Review of Financial Studies2
Review 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 Working Papers / HAL2
PSE-Ecole d'économie de Paris (Postprint) / HAL2

Recent works citing Jean-Edouard Colliard (2022 and 2021)

YearTitle of citing document
2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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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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2021Lessons from the Early Establishment of Banking Supervision in Italy (1926-1936). (2021). Pellegrino, Dario ; Molteni, Marco. In: Quaderni di storia economica (Economic History Working Papers). RePEc:bdi:workqs:qse_48.

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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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2021Optimal bank leverage and recapitalization in crowded markets. (2021). Bertsch, Christoph ; Mariathasan, Mike. In: BIS Working Papers. RePEc:bis:biswps:923.

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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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2021Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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2021Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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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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2021Optimal make–take fees for market making regulation. (2021). Rosenbaum, Mathieu ; Mastrolia, Thibaut ; el Euch, Omar ; Touzi, Nizar. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:109-148.

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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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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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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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2021Supranational Rules, National Discretion: Increasing versus Inflating Regulatory Bank Capital?. (2021). Ongena, Steven ; Gropp, Reint ; Wix, Carlo ; Simac, Ines ; Mosk, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15764.

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2021How useful is market information for the identification of G-SIBs?. (2021). Cappelletti, Giuseppe ; Busch, Pascal ; Wildmann, Nadya ; Meller, Barbara ; Marincas, Vlad. In: Occasional Paper Series. RePEc:ecb:ecbops:2021260.

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2021A risk management perspective on macroprudential policy. (2021). Kremer, Manfred ; Fahr, Stephan ; Chavleishvili, Sulkhan ; Schwaab, Bernd ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212556.

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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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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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2021Forgive me all my sins: How penalties imposed on banks travel through markets. (2021). Degryse, Hans ; Flore, Christian ; Schiereck, Dirk ; Kolaric, Sascha. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s092911992100033x.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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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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2021Systemic financial risk early warning of financial market in China using Attention-LSTM model. (2021). Lai, Yongzeng ; Yang, Xi-Te ; Ouyang, Zi-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082100019x.

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2021TrAffic LIght system for systemic Stress: TALIS3. (2021). Caporin, Massimiliano ; Jimenez-Martin, Juan-angel ; Garcia-Jorcano, Laura. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000772.

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2021Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis. (2021). Vuković, Darko ; Maiti, Moinak ; Lapshina, Kseniya A ; Vukovic, Darko B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000838.

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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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2021Time-varying general dynamic factor models and the measurement of financial connectedness. (2021). Soccorsi, Stefano ; von Sachs, Rainer ; Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:324-343.

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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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2021Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:263-277.

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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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2021Liquidity provider incentives in fragmented securities markets. (2021). Panz, Sven ; Lausen, Jens ; Gomber, Peter ; Clapham, Benjamin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:16-38.

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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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2021Bail-in vs bail-out: Bank resolution and liability structure. (2021). Tarelli, Andrea ; Sbuelz, Alessandro ; Leanza, Luca. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302830.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021Leverage 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.

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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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2021Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?. (2021). Fenech, Jean-Pierre ; Contessi, Silvio ; Halili, Alba. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000118.

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2022A study of interconnections and contagion among Chinese financial institutions using a ?CoV aR network. (2022). Xu, Zezhou ; Mo, Dongxu ; Chen, Yan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321003950.

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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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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2021Broker routing decisions in limit order markets. (2021). Cimon, David A. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300719.

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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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2021Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383.

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2021ESG investing: A chance to reduce systemic risk. (2021). Nicolosi, Marco ; Dalo, Ambrogio ; Ciciretti, Rocco ; Cerqueti, Roy. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000474.

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2022Risk spillovers and interconnectedness between systemically important institutions. (2022). AndrieÈ™, 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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2021Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664.

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2021Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency. (2021). GILLET, Roland ; Veryzhenko, Iryna ; Ligot, Stephanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001499.

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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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2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

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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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2021Should bank capital regulation be risk sensitive?. (2021). Ahnert, Toni ; Wilkins, Carolyn ; Chapman, James. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300243.

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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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2021Centralised or decentralised banking supervision? Evidence from European banks. (2021). Reghezza, Alessio ; Polizzi, Salvatore ; Altunbas, Yener ; Avignone, Giuseppe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302205.

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2021Corporate Governance and Banking Systemic Risk: A Test of the Bundling Hypothesis. (2021). Hussain, Nazim ; Addo, Kwabena Aboah ; Iqbal, Jamshed. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560620302837.

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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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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2021Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773.

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2021A study of systemic risk of global stock markets under COVID-19 based on complex financial networks. (2021). Hu, Yibo ; Lai, Yujie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309110.

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2021Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery. (2021). Prakash, OM ; Nurujjaman, MD ; Rai, Anish ; Mahata, Ajit. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002806.

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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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2021Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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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.
[Full Text][Citation analysis]		article35
2017Financial transaction taxes, market composition, and liquidity.(2017) In: Working Paper Series.
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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets In: Journal of Finance.
[Full Text][Citation analysis]		article3
2007Une brève histoire de limpôt In: Regards croisés sur l'économie.
[Full Text][Citation analysis]		article0
2018Les taxes sur les transactions financières : un outil dépassé ? In: Revue d'économie financière.
[Full Text][Citation analysis]		article0
2015Cash Providers: Asset Dissemination over Intermediation Chains In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: PSE Working Papers.
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2014Cash Providers: Asset Dissemination over Intermediation Chains.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 13		paper
2016Multinational Banks and Supranational Supervision In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2017Multinational Banks and Supranational Supervision.(2017) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		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.
[Full Text][Citation analysis]		paper10
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2021Inventory management, dealers’ connections, and prices in OTC markets.(2021) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2018Inventory Management, Dealers Connections, and Prices in OTC Markets.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 10		paper
2020Measuring Regulatory Complexity In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2020Measuring Regulatory Complexity.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2011Trading Fees and Efficiency in Limit Order Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper64
2012Trading Fees and Efficiency in Limit Order Markets.(2012) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 64		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: 64		paper
2012Trading fees and efficiency in limit order markets.(2012) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 64		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: 64		article
2015Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper218
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 218		paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 218		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: 218		paper
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 218		article
2017Strategic Selection of Risk Models and Bank Capital Regulation In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper8
2019Strategic Selection of Risk Models and Bank Capital Regulation.(2019) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper34
2015Optimal supervisory architecture and financial integration in a banking union.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2017Optimal Supervisory Architecture and Financial Integration in a Banking Union.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 34		paper
2020Optimal Supervisory Architecture and Financial Integration in a Banking Union*.(2020) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		article
2018Financial Restructuring and Resolution of Banks In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper12
2018Financial Restructuring and Resolution of Banks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Asset Dissemination Through Dealer Markets In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper1
2021Asset Dissemination Through Dealer Markets.(2021) In: Post-Print.
[Citation analysis]
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.
[Full Text][Citation analysis]		article0
2013Catching falling knives: speculating on market overreaction In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2014Rational blinders: strategic selection of risk models and bank capital regulation In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2019The architecture of supervision In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2016The SSM at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book2
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper2
2021Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2021Non-Standard Errors.(2021) In: Post-Print.
[Full Text][Citation analysis]
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2021Non-Standard Errors.(2021) In: Working Papers.
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2022Algorithmic Pricing and Liquidity in Securities Markets In: Working Papers.
[Citation analysis]		paper0
2017Catching Falling Knives: Speculating on Liquidity Shocks In: Management Science.
[Full Text][Citation analysis]		article0

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