Christophe Pérignon
Finance · 2000–2017
A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 125 citations into it; #3,692 of 10,518 by trust here, #3,208 by citations
- Economics and Econometrics — 86 citations into it; #15,201 of 23,481 by trust here, #13,596 by citations
- Accounting — 35 citations into it; #4,751 of 8,970 by trust here, #5,847 by citations
Whom Christophe Pérignon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- V. Acharya
- Peter F. Christoffersen
- Markus K. Brunnermeier
- Daniel R. Smith
- Olivier Scaillet
- Philippe Jorion
- Jeremy Berkowitz
- Tarun Chordia
- Tim Bollerslev
- Domenico Cuoco
Who trusts Christophe Pérignon overall
- Carol Alexander
- M. Nieto
- Elizabeth Sheedy
- Esther Ruiz
- Zihao Deng
- Paul Embrechts
- Zhi Wang
- Amir Ehsan Khandani
- Yunhui He
Papers from Christophe Pérignon's perspective
Ordered by how strongly the researchers Christophe Pérignon trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Market liquidity and funding liquidity
- Market Liquidity and Trading Activity
- A Theory of Systemic Risk and Design of Prudential Bank Regulation
- An academic response to Basel II
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Demand Deposit Contracts and the Probability of Bank Runs
- The Maturity Rat Race
- A Tax on Systemic Risk
- Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
Their papers
- Where the Risks Lie: A Survey on Systemic Risk (2017) — 603 citations
- A Theoretical and Empirical Comparison of Systemic Risk Measures (2013) — 198 citations
- The Level and Quality of Value-at-Risk Disclosure by Commercial Banks (2010) — 368 citations
- Commonality in Liquidity: A Global Perspective (2009) — 232 citations
- Do banks overstate their Value-at-Risk? (2008) — 137 citations
- Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports (2000) — 144 citations