Citation profile for Jérémy Leymarie

Jérémy Leymarie : Citation Profile

Université d'Orléans

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2018 - 2021). See details.
   Cites by year: 12
   Journals where Jérémy Leymarie has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ple950
   Updated: 2024-11-04    RAS profile: 2023-02-24
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Relations with other researchers

Works with:

Scaillet, Olivier (4)

Hurlin, Christophe (4)

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

Is cited by:

Hurlin, Christophe (4)

Dumitrescu, Elena Ivona (3)

Hué, Sullivan (3)

Liu, Xiaochun (2)

Tiwari, Aviral (2)

Liu, Xiaochun (2)

Colonnello, Stefano (1)

Zhou, Chen (1)

Qi, Yaxuan (1)

Cites to:

Laurent, Sébastien (4)

Smeekes, Stephan (4)

Hurlin, Christophe (4)

Manganelli, Simone (4)

Quaedvlieg, Rogier (4)

Kim, Tae-Hwan (3)

Du, Zaichao (2)

Calabrese, Raffaella (2)

Acerbi, Carlo (2)

gourieroux, christian (2)

Tasche, Dirk (2)

Main data

Where Jérémy Leymarie has published?

Working Papers Series with more than one paper published	# docs
Working Papers / HAL	3
Post-Print / HAL	2

Recent works citing Jérémy Leymarie (2024 and 2023)

Year	Title of citing document
2023	Business cycle and realized losses in the consumer credit industry. (2023). Vrins, Frederic ; Roccazzella, Francesco ; Distaso, Walter. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023007. Full description at Econpapers \|\| Download paper
2024	Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012. Full description at Econpapers \|\| Download paper
2024	On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549. Full description at Econpapers \|\| Download paper
2024	A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324. Full description at Econpapers \|\| Download paper
2023	Measuring systemic risk with high-frequency data: A realized GARCH approach. (2023). Liang, Fang ; Huang, Zhuo ; Chen, Qihao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001265. Full description at Econpapers \|\| Download paper
2023	Forecasting 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. Full description at Econpapers \|\| Download paper
2023	Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers \|\| Download paper
2023	Compensation regulation in banking: Executive director behavior and bank performance after the EU bonus cap. (2023). Koetter, Michael ; Wagner, Konstantin ; Colonnello, Stefano. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000994. Full description at Econpapers \|\| Download paper
2023	CEO social connections and bank systemic risk: The “dark side” of social networks. (2023). Qi, Yaxuan ; Manu, Sylvester Adasi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001863. Full description at Econpapers \|\| Download paper
2023	Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971. Full description at Econpapers \|\| Download paper

Works by Jérémy Leymarie:

Year	Title	Type	Cited
2019	Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis]	paper	15
2021	Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 15	paper
2020	Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15	paper
2021	Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15	article
2018	Loss functions for Loss Given Default model comparison In: European Journal of Operational Research. [Full Text][Citation analysis]	article	13
2018	Loss Functions for LGD Models Comparison In: Post-Print. [Citation analysis]	paper	0
2018	Loss functions for LGD model comparison.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	Backtesting Expected Shortfall via Multi-Quantile Regression In: Working Papers. [Full Text][Citation analysis]	paper	10