Christophe Perignon : Citation Profile

HEC Paris (École des Hautes Études Commerciales)

15

H index

22

i10 index

1228

Citations

RESEARCH PRODUCTION:

24

Articles

68

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 55
   Journals where Christophe Perignon has often published
   Relations with other researchers
   Recent citing documents: 77.    Total self citations: 15 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe841
   Updated: 2025-03-22    RAS profile: 2021-11-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Hurlin, Christophe (2)

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

Is cited by:

Jimenez-Martin, Juan (29)

Pérez-Amaral, Teodosio (23)

Hurlin, Christophe (16)

Danielsson, Jon (14)

Righi, Marcelo (13)

Maillet, Bertrand (11)

Urga, Giovanni (10)

Chang, Chia-Lin (10)

Diebold, Francis (9)

Andersen, Torben (9)

Hammoudeh, Shawkat (9)

Cites to:

Kupiec, Paul (10)

Caballero, Ricardo (10)

Hirtle, Beverly (9)

Gourinchas, Pierre-Olivier (7)

Engle, Robert (7)

cotter, john (7)

Vermaelen, Theo (7)

Campbell, John (6)

Hall, Maximilian (6)

Pelletier, Denis (6)

Hamermesh, Daniel (6)

Main data

Production by document typearticlepaper19992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christophe Perignon has published?

Journals with more than one article published# docs
Journal of Banking & Finance8
Journal of Financial and Quantitative Analysis2
Review of Finance2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL29
Working Papers / HAL18
HEC Research Papers Series / HEC Paris5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2
FSES Working Papers / Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland2

Recent works citing Christophe Perignon (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Formation 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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2025Statistical Validation of Contagion Centrality in Financial Networks. (2024). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials. (2024). Lu, Yang ; Hurlin, Christophe. In: Papers. RePEc:arx:papers:2405.02012.

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2025Risk forecasting using Long Short-Term Memory Mixture Density Networks. (2025). Herrig, Nico. In: Papers. RePEc:arx:papers:2501.01278.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2024Sectoral Dynamics of Safe Assets in Advanced Economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjorn. In: Working Papers. RePEc:bge:wpaper:1438.

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2024Currency flotation and dividend policies: Evidence from Chinas central parity reform. (2024). Thewissen, James ; Ni, Chenkai ; Luo, Yilin. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:1:p:145-174.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2024.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

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2024Dynamic monitoring of financial security risks: A novel China financial risk index and an early warning system. (2024). Zhang, Wenyu. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004718.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The 2008 short-selling ban’s impact on tail risk. (2024). Bartl, Jonas ; Irresberger, Felix ; Weiss, Gregor ; Yang, Ruomei ; Bostandzic, Denefa. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000677.

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2024Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Yang, MO ; Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Chang, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

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2024Retail traders and co-movement: Evidence from Robinhood trading activity. (2024). faff, robert ; Oliver, Barry ; Haghighi, Afshin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003636.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024Systemic risk effects of climate transition on financial stability. (2024). Ugolini, Andrea ; Reboredo, Juan ; Ojea-Ferreiro, Javier. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006549.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Huang, Guanglin ; Wang, Peiwen. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Palma, Alessia ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Bank opacity, systemic risk and financial stability. (2024). Mies, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001110.

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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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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Probability equivalent level for CoVaR and VaR. (2024). Suarez-Llorens, Alfonso ; Sordo, Miguel A ; Pellerey, Franco ; Ortega-Jimenez, Patricia. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Credit rating downgrades and systemic risk. (2024). Skouralis, Alexandros ; Kladakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001701.

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2024Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2024Liquidity regulation and banks: Theory and evidence. (2024). Xiao, Kairong ; Sundaresan, Suresh. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001873.

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2024Pre-publication revisions of bank financial statements: A novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000020.

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2024Smart systemic-risk scores. (2024). Benoit, Sylvain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001699.

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2024Latent fragility: Conditioning banks joint probability of default on the financial cycle. (2024). Schüler, Yves ; Schuler, Yves ; Hiebert, Paul ; Bochmann, Paul ; Segoviano, Miguel A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000949.

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2024Measuring systemic risk in Asian foreign exchange markets. (2024). Chen, Yanghan ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001220.

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2024Does mixed frequency variables help to forecast value at risk in the crude oil market?. (2024). Ke, Rui ; Qin, Fanshu ; Lyu, Yongjian ; Kong, Mengzhen ; Wei, YU. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011376.

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2024Political uncertainty and commonality in liquidity. (2024). Dang, Tung ; Nguyen, MY ; Luong, Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x23003207.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2024Media sentiment, deposit stability and bank systemic risk: Evidence from China. (2024). Yuan, Yan ; Wang, Yanru ; Fang, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1150-1172.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Commonality in liquidity and corporate default risk - Evidence from China. (2024). Zan, Bingyan ; Li, Jintian ; He, Feng ; Fu, Yumei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000734.

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2025Carry trade behavior by non-US banks. (2025). Suzuki, Katsushi ; Homma, Yasutake. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004112.

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2024Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

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2024Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407.

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2024Assessing Commonality in Liquidity: Evidence from an Emerging Market’s Index Stocks. (2024). Pant, Abhay ; Misra, Arun Kumar ; Kumar, Gaurav ; Rahman, Molla Ramizur. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2:p:302-322.

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2025Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective. (2025). Ning, Hao-Yang ; Gong, Xiao-Li ; Xiong, Xiong. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00687-3.

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2024Sectoral dynamics of safe assets in advanced economies. (2024). Kuvshinov, Dmitry ; Jauregui, Madalen Castells ; Vanasco, Victoria ; Richter, Bjoern. In: Economics Working Papers. RePEc:upf:upfgen:1884.

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Works by Christophe Perignon:

Year  ↓Title  ↓Type  ↓Cited  ↓
2002Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion In: European Financial Management.
[Full Text][Citation analysis]		article14
2002Extracting information from options markets : smiles, state-price densities and risk-aversion.(2002) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Wholesale Funding Dry‐Ups In: Journal of Finance.
[Full Text][Citation analysis]		article60
2017Wholesale Funding Dry-Ups.(2017) In: HEC Research Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2017Wholesale funding dry-ups.(2017) In: ESRB Working Paper Series.
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This paper has nother version. Agregated cites: 60		paper
2021The Private Production of Safe Assets In: Journal of Finance.
[Full Text][Citation analysis]		article16
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2017The Private Production of Safe Assets.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2017The Private Production of Safe Assets.(2017) In: HEC Research Papers Series.
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This paper has nother version. Agregated cites: 16		paper
2013Derivatives Clearing, Default Risk, and Insurance In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article21
2013Derivatives Clearing, Default Risk, and Insurance.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2019Machine learning et nouvelles sources de données pour le scoring de crédit In: Revue d'économie financière.
[Full Text][Citation analysis]		article6
2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Machine Learning et nouvelles sources de données pour le scoring de crédit.(2019) In: LEO Working Papers / DR LEO.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2009Commonality in Liquidity: A Global Perspective In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article111
2009Commonality in Liquidity: A Global Perspective.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 111		paper
2017CoMargin In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2015CoMargin.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2013Systemic Risk Score: A Suggestion In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper3
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013Systemic Risk Score: A Suggestion.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2014The Collateral Risk of ETFs In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper2
2015Where the Risks Lie: A Survey on Systemic Risk In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper284
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 284		paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 284		paper
2015Where the Risks Lie: A Survey on Systemic Risk.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 284		paper
2017Where the Risks Lie: A Survey on Systemic Risk.(2017) In: Review of Finance.
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This paper has nother version. Agregated cites: 284		article
2019The counterparty risk exposure of ETF investors In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2014The Counterparty Risk Exposure of ETF Investors.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2001Evolution of market uncertainty around earnings announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2000Evolution of Market Uncertainty around Earnings Announcements.(2000) In: FAME Research Paper Series.
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This paper has nother version. Agregated cites: 15		paper
1999Evolution of Market Uncertainty around Earnings Announcements..(1999) In: Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2007Yield-factor volatility models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2007Yield-factor volatility models.(2007) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2008Do banks overstate their Value-at-Risk? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article77
2008Do banks overstate their Value-at-Risk?.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2010Diversification and Value-at-Risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
2010Diversification and Value-at-Risk.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2010The level and quality of Value-at-Risk disclosure by commercial banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article144
2009The Level and Quality of Value-at-Risk Disclosure by Commercial Banks.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2010The level and quality of Value-at-Risk disclosure by commercial banks.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2011The pernicious effects of contaminated data in risk management In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2010The pernicious effects of contaminated data in risk management.(2010) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2011The Pernicious Effects of Contaminated Data in Risk Management.(2011) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2013The Risk Map: A new tool for validating risk models In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2012The Risk Map: A New Tool for Validating Risk Models.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 28		paper
2008How common are common return factors across the NYSE and Nasdaq? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2008How common are common return factors across NYSE and Nasdaq?.(2008) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019Pitfalls in systemic-risk scoring In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article26
2019Pitfalls in systemic-risk scoring.(2019) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017Pitfalls in Systemic-Risk Scoring.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2007Why common factors in international bond returns are not so common In: Journal of International Money and Finance.
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2017The Political Economy of Financial Innovation: Evidence from Local Governments In: The Review of Financial Studies.
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