עקוב אחר
Diane Pierret
Diane Pierret
Assistant Professor, University of Luxembourg
כתובת אימייל מאומתת בדומיין uni.lu - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
Testing macroprudential stress tests: The risk of regulatory risk weights
V Acharya, R Engle, D Pierret
Journal of Monetary Economics 65, 36-53, 2014
4272014
Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market
V Acharya, D Pierret, S Steffen
Financial Markets, Institutions & Instruments 30 (4), 87-112, 2021
109*2021
Systemic risk and the solvency-liquidity nexus of banks
D Pierret
International Journal of Central Banking 11 (3), 193-227, 2015
842015
Multivariate volatility modeling of electricity futures
L Bauwens, CM Hafner, D Pierret
Journal of Applied Econometrics 28 (5), 743-761, 2013
832013
Stressed banks
D Pierret, R Steri
372020
Capital shortfalls of European banks since the start of the banking union
V Acharya, S Steffen, D PIERRET
332016
Introducing the “leverage ratio” in assessing the capital adequacy of european banks
V Acharya, S Steffen, D PIERRET
182016
The systemic risk of energy markets
D Pierret
182013
Similar Investors
CP Georg, D Pierret, S Steffen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3250826, 2023
112023
The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19
F Koulischer, D Pierret, R Steri
Available at SSRN 3735052, 2021
7*2021
High time to tell European banks: No dividends
V Acharya, S Steffen, D PIERRET
62016
Systemic Risk Measures: Taking Stock from 1927 to 2023
VV Acharya, MK Brunnermeier, D Pierret
National Bureau of Economic Research, 2024
22024
Macroprudential stress tests should not rely on regulatory risk weights
V Acharya, R Engle, D Pierret
12014
Silicon Valley Bank’s insolvency highlights the risk of similar investors
CP Georg, S Steffen, D PIERRET
2023
Capital Requirements, Supervision, and Regulatory Arbitrage: A Tale of Three
D Pierret
ECB Macroprudential stress-testing Conference, 2020
2020
The impact of the Covid-19 crisis on the euro area banking system
D PIERRET
European Central Bank webinar, 2020
2020
Capital Shortfalls of European Banks following the 2018 Stress Test
S Steffen, D PIERRET
2018
Have European Banks Become Safer?
S Steffen, D PIERRET
2018
Turning off the Dividend Spigot
D PIERRET, V Acharya, S Steffen
2016
Essays on comovements and systemic risk in energy and financial sectors
D Pierret
UCL-Université Catholique de Louvain, 2014
2014
המערכת אינה יכולה לבצע את הפעולה כעת. נסה שוב מאוחר יותר.
מאמרים 1–20