7
H index
5
i10 index
248
Citations
Jean-Pierre Zigrand : Citation Profile
London School of Economics (LSE) | RESEARCH PRODUCTION: 8 Articles 1 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2004 - 2012). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Pierre Zigrand. | Is cited by:
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Main data
Where Jean-Pierre Zigrand has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Mathematical Economics | 2 |
| Journal of Banking & Finance | 2 |
Recent works citing Jean-Pierre Zigrand (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954. Full description at Econpapers || Download paper |
| 2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper |
| 2023 | Coherent measure of portfolio risk. (2023). Ardakani, Omid. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005949. Full description at Econpapers || Download paper |
| 2023 | Impact of systemic risk regulation on optimal policies and asset prices. (2023). Cui, Xuecan ; Bernard, Carole. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002011. Full description at Econpapers || Download paper |
| 2024 | Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261. Full description at Econpapers || Download paper |
| 2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper |
| 2024 | Does “Lean Against the Wind” monetary policy improve welfare in a commodity exporter?. (2024). Tsomocos, Dimitrios ; Shirobokov, A ; Peiris, M U. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560623002139. Full description at Econpapers || Download paper |
| 2023 | The price of independence in a model with unknown dependence. (2023). de la Pea, Victor ; Chollete, Loran ; Klass, Michael. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:123:y:2023:i:c:p:51-58. Full description at Econpapers || Download paper |
| 2024 | Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Teplova, Tamara ; Choi, Sun-Yong ; Umar, Zaghum ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293. Full description at Econpapers || Download paper |
| 2023 | Decoupling VaR and regulatory capital: an examination of practitioners’ experience of market risk regulation. (2023). Killian, Sheila ; Cummins, Mark ; McCullagh, Orla. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:3:d:10.1057_s41261-022-00199-z. Full description at Econpapers || Download paper |
Works by Jean-Pierre Zigrand:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Strategic Financial Innovation in Segmented Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Strategic Financial Innovation in Segmented Markets.(2009) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2005 | Highwaymen or heroes: Should hedge funds be regulated?: A survey In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 8 |
| 2004 | The impact of risk regulation on price dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 102 |
| 2006 | On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 56 |
| 2004 | A general equilibrium analysis of strategic arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 9 |
| 2006 | Endogenous market integration, manipulation and limits to arbitrage In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Endogenous and Systemic Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 22 |
| 2008 | Equilibrium asset pricing with systemic risk In: Economic Theory. [Full Text][Citation analysis] | article | 23 |
| 2005 | Rational Asset Pricing Implications from Realistic Trading Frictions In: The Journal of Business. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team