Diane Pierret

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Diane Pierret trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. V. Acharya
  2. Xin Huang

Who trusts Diane Pierret overall

  1. Wanmo Kang
  2. Paul Glasserman
  3. Chulmin Kang

Papers from Diane Pierret's perspective

Ordered by how strongly the researchers Diane Pierret trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A framework for assessing the systemic risk of major financial institutions
  2. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
  3. Deciphering the Liquidity and Credit Crunch 2007-08
  4. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  5. Multi-Period Corporate Default Prediction With Stochastic Covariates
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Assessing the Risk of Banking Crises – Revisited
  8. Zombie Lending and Depressed Restructuring in Japan
  9. Did Securitization Lead to Lax Screening ? Evidence From Subprime Loans 2001-2006 ∗
  10. Default Parameter Estimation Using Market Prices

Their papers