Diane Pierret : Citation Profile

Université de Lausanne

7

H index

6

i10 index

337

Citations

RESEARCH PRODUCTION:

4

Articles

18

Papers

RESEARCH ACTIVITY:

   13 years (2011 - 2024). See details.
   Cites by year: 25
   Journals where Diane Pierret has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 2 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppi339
   Updated: 2025-11-08    RAS profile: 2025-05-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Diane Pierret.

Is cited by:

Peydro, Jose-Luis (10)

Escribano, Alvaro (8)

Sucarrat, Genaro (8)

Haselmann, Rainer (8)

Acharya, Viral (8)

Bauwens, Luc (6)

Noureldin, Diaa (6)

Hülsewig, Oliver (6)

Steffen, Sascha (6)

Kolb, Benedikt (5)

Ongena, Steven (5)

Cites to:

Acharya, Viral (14)

Engle, Robert (12)

Härdle, Wolfgang (11)

Bauwens, Luc (9)

Rochet, Jean (7)

Diamond, Douglas (6)

Vives, Xavier (6)

Hafner, Christian (6)

Rajan, Raghuram (5)

Hautsch, Nikolaus (5)

Taschini, Luca (5)

Main data

Where Diane Pierret has published?

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)3
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Diane Pierret (2025 and 2024)

YearTitle of citing document
2024Differential Crowding Out Effects of Government Loans and Bonds: Evidence from an Emerging Market Economy. (2024). Tobal, Martin ; Jaume, David ; Agarwal, Isha ; de la Vega, Everardo Tellez. In: Working Papers. RePEc:aoz:wpaper:314.

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

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2025A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk. (2025). Diem, Christian ; Fialkowski, Jan ; Borsos, Andr'As ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2502.17044.

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2024Macroprudential Capital Regulation and Fiscal Balances in the Euro Area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10968.

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2024Banking Regulation and Sovereign Default Risk: How Regulation Undermines Rules. (2024). Hülsewig, Oliver ; Hulsewig, Oliver ; Steinbach, Armin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11190.

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2024Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348.

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2024The nonlinear effects of banks’ vulnerability to capital depletion in euro area countries. (2024). Davidson, Sharada Nia ; Moccero, Diego Nicolas. In: Working Paper Series. RePEc:ecb:ecbwps:20242912.

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2024Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies. (2024). Miccio, Debora ; Gallet, Sbastien ; Schltter, Sebastian ; Kotronis, Stelios ; Sottocornola, Matteo ; Sydow, Matthias ; Dubiel-Teleszynski, Tomasz ; Fukker, Gbor ; Grndl, Helmut ; Franch, Fabio ; Pellegrino, Michela. In: Working Paper Series. RePEc:ecb:ecbwps:20243000.

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2025A study on the interaction of capital, liquidity and bank stability. (2025). Surez, Nuria ; Poblacin, Francisco Javier. In: Working Paper Series. RePEc:ecb:ecbwps:20253134.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Estimating the impact of supply chain network contagion on financial stability. (2024). Diem, Christian ; Thurner, Stefan ; Borsos, Andrs ; Tabachov, Zlata ; Burger, Csaba. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001219.

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2024Estimating systemic risk for non-listed Euro-area banks. (2024). Parisi, Laura ; Engle, Robert ; Pizzeghello, Riccardo ; Manganelli, Simone ; Emambakhsh, Tina. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001244.

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2025Bank diversity and financial contagion. (2025). Zazzaro, Alberto ; Caiazzo, Emmanuel. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s157230892500021x.

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2024Modeling your stress away. (2024). Niepmann, Friederike ; Stebunovs, Viktors. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002327.

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2024Bank regulation and supervision: A symbiotic relationship. (2024). Goel, Tirupam ; Agarwal, Isha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s037842662400102x.

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2024Direct lenders in the U.S. middle market. (2024). Marchuk, Tatyana ; Davydiuk, Tetiana ; Rosen, Samuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001697.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2024Liquidity pressure and the sovereign-bank diabolic loop. (2024). Hassan, M. Kabir ; Janbaz, M ; Floreani, J ; Dreassi, A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1039-1057.

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2024Payout Restrictions and Bank Risk-Shifting. (2024). Fringuellotti, Fulvia ; Kroen, Thomas. In: Staff Reports. RePEc:fip:fednsr:98924.

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2024Stock Markets and Stress Test Announcements: Evidence from European Banks. (2024). Daskalakis, Nikolaos ; Karpouzis, Efstathios ; Floros, Christos. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:171-:d:1428880.

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2024Cost of Capital in the Energy Sector, in Emerging Markets, the Case of a Dollarized Economy. (2024). Cabrera, Fanny ; Naula, Freddy ; Aguilar, Victor. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:19:p:4782-:d:1484940.

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2024Forecasting Realized Covariances Using HAR-Type Models. (2024). Manner, Hans ; Tafakori, Laleh ; Quiroz, Matias. In: Graz Economics Papers. RePEc:grz:wpaper:2024-20.

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2024The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Boni, Pascal ; Zimmermann, Heinz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:38:y:2024:i:1:d:10.1007_s11408-023-00443-0.

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2025Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets. (2025). Kosmidou, Kyriaki ; Ioannidis, Filippos ; Theodossiou, Panayiotis. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1253-1277.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Discussion Papers. RePEc:zbw:bubdps:284407.

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Works by Diane Pierret:

YearTitleTypeCited
2011Multivariate volatility modeling of electricity futures In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper55
2011Multivariate volatility modeling of electricity futures.(2011) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013Multivariate volatility modeling of electricity futures.(2013) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES.(2013) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2011Multivariate volatility modeling of electricity futures.(2011) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2013The systemic risk of energy markets In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper13
2013The systemic risk of energy markets.(2013) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2014Systemic risk and the solvency-liquidity nexus of banks In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper30
2014Systemic risk and the solvency-liquidity nexus of banks.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2015Systemic Risk and the Solvency-Liquidity Nexus of Banks.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2013Modelling multivariate volatility of electricity futures In: LIDAM Reprints ISBA.
[Citation analysis]		paper7
2014Testing macroprudential stress tests: The risk of regulatory risk weights In: LIDAM Reprints ISBA.
[Citation analysis]		paper199
2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2013) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		paper
2014Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2014) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		paper
2014Testing macroprudential stress tests: The risk of regulatory risk weights.(2014) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		article
2013Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 199		paper
2017Stressed Banks In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2018Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper11
2011Multivariate Volatility Modeling of Electricity Futures In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper13
2024Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023 In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2021Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market* In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]		article3
2016Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper6

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