Jean-Pierre Zigrand : Citation Profile

Are you Jean-Pierre Zigrand?

London School of Economics (LSE)

7

H index

5

i10 index

248

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2004 - 2012). See details.
   Cites by year: 31
   Journals where Jean-Pierre Zigrand has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 4 (1.59 %)

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   Permalink: http://citec.repec.org/pzi2
   Updated: 2024-12-03    RAS profile: 2020-03-07    
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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 Jean-Pierre Zigrand.

Is cited by:

Gambacorta, Leonardo (14)

BORIO, Claudio (11)

Rahi, Rohit (11)

Altunbas, Yener (9)

Farmer, J. (8)

Kondor, Péter (7)

Marques-Ibanez, David (6)

Shin, Hyun Song (6)

Anthropelos, Michail (5)

Dunne, Peter (5)

Corrado, Luisa (4)

Cites to:

Gale, Douglas (9)

Shin, Hyun Song (9)

Danielsson, Jon (4)

Chen, Zhiwu (4)

Hall, Maximilian (4)

van Damme, Eric (3)

Polemarchakis, Herakles (3)

Basak, Suleyman (3)

Allen, Franklin (3)

Morris, Stephen (3)

Shleifer, Andrei (3)

Main data

Where Jean-Pierre Zigrand has published?

Journals with more than one article published# docs
Journal of Mathematical Economics2
Journal of Banking & Finance2

Recent works citing Jean-Pierre Zigrand (2024 and 2023)

YearTitle of citing document
2023Equilibrium in thin security markets under restricted participation. (2019). Anthropelos, Michail ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1802.09954.

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2023Market 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.

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2023Coherent measure of portfolio risk. (2023). Ardakani, Omid. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005949.

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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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2024Marginals 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.

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2024Price 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.

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2024Does “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.

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2023The 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.

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2024Quantifying 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.

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2023Decoupling 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.

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Works by Jean-Pierre Zigrand:

YearTitleTypeCited
2004Strategic Financial Innovation in Segmented Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2009Strategic 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
2005Highwaymen or heroes: Should hedge funds be regulated?: A survey In: Journal of Financial Stability.
[Full Text][Citation analysis]		article8
2004The impact of risk regulation on price dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article102
2006On time-scaling of risk and the square-root-of-time rule In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article56
2004A general equilibrium analysis of strategic arbitrage In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article9
2006Endogenous market integration, manipulation and limits to arbitrage In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article7
2012Endogenous and Systemic Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter22
2008Equilibrium asset pricing with systemic risk In: Economic Theory.
[Full Text][Citation analysis]		article23
2005Rational Asset Pricing Implications from Realistic Trading Frictions In: The Journal of Business.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team