Christophe PERIGNON
Christophe PERIGNON
Adresse e-mail validée de hec.fr - Page d'accueil
TitreCitée parAnnée
The level and quality of Value-at-Risk disclosure by commercial banks
C Pérignon, DR Smith
Journal of Banking & Finance 34 (2), 362-377, 2010
3382010
Commonality in liquidity: A global perspective
P Brockman, DY Chung, C Pérignon
Journal of Financial and Quantitative Analysis 44 (4), 851-882, 2009
2152009
Where the risks lie: A survey on systemic risk
S Benoit, JE Colliard, C Hurlin, C Pérignon
Review of Finance 21 (1), 109-152, 2017
1712017
A theoretical and empirical comparison of systemic risk measures
S Benoit, G Colletaz, C Hurlin, C Pérignon
HEC Paris Research Paper No. FIN-2014-1030, 2013
168*2013
Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports
JM Falter, C Pérignon
Applied Economics 32 (13), 1757-1765, 2000
1402000
Do banks overstate their Value-at-Risk?
C Pérignon, ZY Deng, ZJ Wang
Journal of Banking & Finance 32 (5), 783-794, 2008
1262008
Diversification and value-at-risk
C Pérignon, DR Smith
Journal of Banking & Finance 34 (1), 55-66, 2010
862010
A new approach to comparing VaR estimation methods
C Perignon, DR Smith
Journal of Derivatives, 2008
602008
The Risk Map: A new tool for validating risk models
G Colletaz, C Hurlin, C Pérignon
Journal of Banking & Finance 37 (10), 3843-3854, 2013
552013
Evolution of market uncertainty around earnings announcements
D Isakov, C Perignon
Journal of Banking & Finance 25 (9), 1769-1788, 2001
552001
Why common factors in international bond returns are not so common
C Pérignon, DR Smith, C Villa
Journal of International Money and Finance 26 (2), 284-304, 2007
542007
How common are common return factors across the NYSE and Nasdaq?
A Goyal, C Pérignon, C Villa
Journal of Financial Economics 90 (3), 252-271, 2008
472008
Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion
C Pérignon, C Villa
European Financial Management 8 (4), 495-513, 2002
452002
Derivatives clearing, default risk, and insurance
RA Jones, C Pérignon
Journal of Risk and Insurance 80 (2), 373-400, 2013
37*2013
Wholesale Funding Dry‐Ups
C Pérignon, D Thesmar, G Vuillemey
Journal of Finance 73 (2), 575-617, 2018
362018
RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results
V Stodden, C Hurlin, C Pérignon
E-Science, 2012 IEEE 8th International Conference, 1-8, 2012
352012
Repurchasing shares on a second trading line
DY Chung, D Isakov, C Pérignon
Review of Finance 11 (2), 253-285, 2007
35*2007
Sources of time variation in the covariance matrix of interest rates
C Perignon, C Villa
Journal of Business 79 (3), 1535-1549, 2006
342006
On the dynamic interdependence of international stock markets: A Swiss perspective
D Isakov, C Pérignon
Swiss Journal of Economics and Statistics, 1999
341999
Impact of overwhelming joy on consumer demand: The case of a Soccer World Cup victory
JM Falter, C Perignon, O Vercruysse
Journal of Sports Economics 9 (1), 20-42, 2008
322008
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