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Christophe Pérignon · Study
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Author
Christophe Pérignon
10 works
· latest 2017
· 4 institutions
cluster: provisional
Works
10 shown
Wholesale Funding Dry‐Ups
The Journal of Finance
·
2017
·
3 authors
·
Open access
129
citations
The Private Production of Safe Assets
The Journal of Finance
·
2017
·
3 authors
·
Open access
78
citations
The level and quality of Value-at-Risk disclosure by commercial banks
Journal of Banking & Finance
·
2009
·
2 authors
·
Open access
363
citations
Diversification and Value-at-Risk
Journal of Banking & Finance
·
2009
·
2 authors
·
Open access
89
citations
A New Approach to Comparing VaR Estimation Methods
The Journal of Derivatives
·
2008
·
2 authors
56
citations
Do banks overstate their Value-at-Risk?
Journal of Banking & Finance
·
2007
·
3 authors
111
citations
Why common factors in international bond returns are not so common
Journal of International Money and Finance
·
2007
·
3 authors
54
citations
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion
European Financial Management
·
2002
·
2 authors
·
Open access
40
citations
Evolution of market uncertainty around earnings announcements
Journal of Banking & Finance
·
2001
·
2 authors
49
citations
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports
Applied Economics
·
2000
·
2 authors
133
citations