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US monetary policy responses to the debt crisis

Jones, Robert A. - In: World debt crisis : international lending on trial, (pp. 85-98). 1986

Persistent link: https://www.econbiz.de/10001258759

Executive compensation, earnings management and shareholder litigation

Jones, Robert A.; Wu, Yan Wendy - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10008797148

Credit exposure and valuation of revolving credit lines

Jones, Robert; Wu, Yan Wendy - In: The journal of derivatives : the official publication … 22 (2015) 4, pp. 37-53

Persistent link: https://www.econbiz.de/10011399777

Sources of time variation in the covariance matrix of interest rates

Pérignon, Christophe; Villa, Christophe - In: The journal of business : B 79 (2006) 3, pp. 1535-1550

Persistent link: https://www.econbiz.de/10003337025

How common are common return factors across the NYSE and Nasdaq?

Goyal, Amit; Pérignon, Christophe; Villa, Christophe - In: Journal of financial economics 90 (2008) 3, pp. 252-271

Persistent link: https://www.econbiz.de/10003833349

Why common factors in international bond returns are not so common

Pérignon, Christophe; Smith, Daniel R.; Villa, Christophe - In: Journal of international money and finance 26 (2007) 2, pp. 284-304

Persistent link: https://www.econbiz.de/10003429372

Implied risk exposures

Benoit, Sylvain; Hurlin, Christophe; Pérignon, Christophe - In: Review of finance : journal of the European Finance … 19 (2015) 6, pp. 2183-2222

Persistent link: https://www.econbiz.de/10011456461

A theoretical and empirical comparison of systemic risk measures

Benoit, Sylvain; Colletaz, Gilbert; Hurlin, Christophe; … - 2013

We derive several popular systemic risk measures in a common framework and show that they can be expressed as transformations of market risk measures (e.g., beta). We also derive conditions under which the different measures lead to similar rankings of systemically important financial...

Persistent link: https://www.econbiz.de/10010497204

On the dynamic interdependence of international stock markets : a Swiss perspective

Isakov, Dušan; Pérignon, Christophe - 1999

Persistent link: https://www.econbiz.de/10001488308