Diane Pierret : Citation Profile

Are you Diane Pierret?

Université de Lausanne

7

H index

6

i10 index

318

Citations

RESEARCH PRODUCTION:

3

Articles

16

Papers

RESEARCH ACTIVITY:

   7 years (2011 - 2018). See details.
   Cites by year: 45
   Journals where Diane Pierret has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (0.63 %)

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   Permalink: http://citec.repec.org/ppi339
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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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 (9)

Sucarrat, Genaro (8)

Acharya, Viral (8)

Haselmann, Rainer (8)

Escribano, Alvaro (8)

Bauwens, Luc (6)

Steffen, Sascha (6)

Noureldin, Diaa (6)

Hülsewig, Oliver (6)

Kolb, Benedikt (5)

Polo, Andrea (4)

Cites to:

Engle, Robert (12)

Härdle, Wolfgang (11)

Acharya, Viral (10)

Bauwens, Luc (9)

Hafner, Christian (6)

Taschini, Luca (5)

Hautsch, Nikolaus (5)

Hamilton, James (5)

Diamond, Douglas (5)

Pesaran, Mohammad (4)

Vives, Xavier (4)

Main data

Where Diane Pierret has published?

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

Recent works citing Diane Pierret (2024 and 2023)

YearTitle of citing document
2023Estimating the impact of supply chain network contagion on financial stability. (2023). Burger, Csaba ; Borsos, Andr'As ; Diem, Christian ; Tabachov, Zlata ; Thurner, Stefan. In: Papers. RePEc:arx:papers:2305.04865.

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

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2023Does IFRS 9 increase banks’ resilience?. (2023). Rugilo, Daniel ; Kund, Arndt-Gerrit. In: Working Paper Series. RePEc:ecb:ecbwps:20232792.

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2023Estimating systemic risk for non-listed euro-area banks. (2023). Engle, Robert ; Pizzeghello, Riccardo ; Parisi, Laura ; Manganelli, Simone ; Emambakhsh, Tina. In: Working Paper Series. RePEc:ecb:ecbwps:20232856.

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

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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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2023Addressing Spillovers from Prolonged U.S. Monetary Policy Easing. (2023). Sahay, Ratna ; Rawat, Umang ; Narita, Machiko ; Cecchetti, Stephen G. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001085.

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2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

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2023Impact 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.

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

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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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2023Stressed Banks? Evidence from the Largest-Ever Supervisory Review. (2023). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-21.

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2023Anticipating the Unforeseen and Expecting the Unexpected: Effectiveness of Macro-Prudential Policies in Curbing the Impact of Stranded Assets in the Banking Sector. (2023). van der Poll, Huibrecht Margaretha ; Nkwaira, Chekani. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:5:p:87-:d:1139218.

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2024The Credit Suisse bailout in hindsight: not a bitter pill to swallow, but a case to follow. (2024). Zimmermann, Heinz ; Boni, Pascal. 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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2023Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72..

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2023Built-in challenges within the supervisory architecture of the Eurozone. (2023). Dragomirescu-Gaina, Catalin ; Papadamou, Stephanos ; Leontitsis, Alexandros ; Philippas, Dionisis. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00183-z.

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2023Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060.

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2023Global financial cycle, household credit, and macroprudential policies. (2021). Epure, Mircea ; Peydro, Jose-Luis ; Minoiu, Camelia ; Mihai, Irina. In: Economics Working Papers. RePEc:upf:upfgen:1590.

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2023Risk mitigating versus risk shifting: evidence from banks security trading in crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: Economics Working Papers. RePEc:upf:upfgen:1753.

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2024Are Market‐Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?. (2015). Zhang, QI ; Cai, Charlie X ; Keasey, Kevin ; Vallascas, Francesco. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:47:y:2015:i:7:p:1403-1442.

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2023Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market?Based Stress Tests. (2023). van Oordt, Maarten. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:2-3:p:465-501.

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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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2023Enough liquidity with enough capital - And vice versa?. (2023). Zelzner, Sebastian ; Haller, Hans ; Gersbach, Hans. In: CFS Working Paper Series. RePEc:zbw:cfswop:714.

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2023Risk Mitigating versus Risk Shifting: Evidence from Banks Security Trading in Crises. (2020). Sette, Enrico ; Polo, Andrea ; Peydro, Jose-Luis. In: EconStor Preprints. RePEc:zbw:esprep:226219.

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Works by Diane Pierret:

YearTitleTypeCited
2011Multivariate volatility modeling of electricity futures In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper51
2011Multivariate volatility modeling of electricity futures.(2011) In: LIDAM Discussion Papers CORE.
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This paper has nother version. Agregated cites: 51		paper
2013MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES.(2013) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 51		article
.() In: .
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This paper has nother version. Agregated cites: 51		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]		paper28
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: 28		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: 28		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]		paper190
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: 190		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: 190		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: 190		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: 190		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]		paper10
2011Multivariate Volatility Modeling of Electricity Futures In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper13
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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