Christophe Perignon
Names
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Christophe |
| last: |
Perignon |
Identifer
Contact
Affiliations
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HEC Paris (École des Hautes Études Commerciales)
Research profile
author of:
- Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion (RePEc:bla:eufman:v:8:y:2002:i:4:p:495-513)
by Christophe Pérignon & Christophe Villa - Wholesale Funding Dry‐Ups (RePEc:bla:jfinan:v:73:y:2018:i:2:p:575-617)
by Christophe Pérignon & David Thesmar & Guillaume Vuillemey - The Private Production of Safe Assets (RePEc:bla:jfinan:v:76:y:2021:i:2:p:495-535)
by Marcin Kacperczyk & Christophe Pérignon & Guillaume Vuillemey - Derivatives Clearing, Default Risk, and Insurance (RePEc:bla:jrinsu:v:80:y:2013:i:2:p:373-400)
by Robert A. Jones & Christophe Pérignon - Machine learning et nouvelles sources de données pour le scoring de crédit (RePEc:cai:refaef:ecofi_135_0021)
by Christophe Hurlin & Christophe Pérignon - The Private Production of Safe Assets (RePEc:cpr:ceprdp:12086)
by Vuillemey, Guillaume & Kacperczyk, Marcin & Perignon, Christophe - The Private Production of Safe Assets (RePEc:cpr:ceprdp:12395)
by Kacperczyk, Marcin & Perignon, Christophe & Vuillemey, Guillaume - Commonality in Liquidity: A Global Perspective (RePEc:cup:jfinqa:v:44:y:2009:i:04:p:851-882_99)
by Brockman, Paul & Chung, Dennis Y. & Pérignon, Christophe - CoMargin (RePEc:cup:jfinqa:v:52:y:2017:i:05:p:2183-2215_00)
by Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe - Systemic Risk Score: A Suggestion (RePEc:ebg:heccah:1005)
by Hurlin , Christophe & Perignon, Christophe - The Collateral Risk of ETFs (RePEc:ebg:heccah:1050)
by Perignon , Christophe & Yeung , Stanley & Hurlin, Christophe & Iseli, Grégoire - Where the Risks Lie: A Survey on Systemic Risk (RePEc:ebg:heccah:1088)
by Colliard , Jean-Edouard & Perignon , Christophe - Wholesale Funding Dry-Ups (RePEc:ebg:heccah:1144)
by Perignon, Christophe & Thesmar, David & Vuillemey, Guillaume - The Private Production of Safe Assets (RePEc:ebg:heccah:1212)
by Perignon, Christophe & Vuillemey, Guillaume & Kacperczyk, Marcin T. - The counterparty risk exposure of ETF investors (RePEc:eee:jbfina:v:102:y:2019:i:c:p:215-230)
by Hurlin, Christophe & Iseli, Grégoire & Pérignon, Christophe & Yeung, Stanley - Evolution of market uncertainty around earnings announcements (RePEc:eee:jbfina:v:25:y:2001:i:9:p:1769-1788)
by Isakov, Dusan & Perignon, Christophe - Yield-factor volatility models (RePEc:eee:jbfina:v:31:y:2007:i:10:p:3125-3144)
by Perignon, Christophe & Smith, Daniel R. - Do banks overstate their Value-at-Risk? (RePEc:eee:jbfina:v:32:y:2008:i:5:p:783-794)
by Pérignon, Christophe & Deng, Zi Yin & Wang, Zhi Jun - Diversification and Value-at-Risk (RePEc:eee:jbfina:v:34:y:2010:i:1:p:55-66)
by Pérignon, Christophe & Smith, Daniel R. - The level and quality of Value-at-Risk disclosure by commercial banks (RePEc:eee:jbfina:v:34:y:2010:i:2:p:362-377)
by Pérignon, Christophe & Smith, Daniel R. - The pernicious effects of contaminated data in risk management (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2569-2583)
by Frésard, Laurent & Pérignon, Christophe & Wilhelmsson, Anders - The Risk Map: A new tool for validating risk models (RePEc:eee:jbfina:v:37:y:2013:i:10:p:3843-3854)
by Colletaz, Gilbert & Hurlin, Christophe & Pérignon, Christophe - How common are common return factors across the NYSE and Nasdaq? (RePEc:eee:jfinec:v:90:y:2008:i:3:p:252-271)
by Goyal, Amit & Pérignon, Christophe & Villa, Christophe - Pitfalls in systemic-risk scoring (RePEc:eee:jfinin:v:38:y:2019:i:c:p:19-44)
by Benoit, Sylvain & Hurlin, Christophe & Pérignon, Christophe - Why common factors in international bond returns are not so common (RePEc:eee:jimfin:v:26:y:2007:i:2:p:284-304)
by Perignon, Christophe & Smith, Daniel R. & Villa, Christophe - Evolution of Market Uncertainty around Earnings Announcements (RePEc:fam:rpseri:rp15)
by Dušan Isakov & Christophe Pérignon - Repurchasing Shares on a Second Trading Line (RePEc:fam:rpseri:rp162)
by Dusan ISAKOV & Dennis Y. CHUNG & Christophe PERIGNON - Repurchasing Shares on a Second Trading Line (RePEc:fri:fribow:391)
by Dennis Y. Chung & Dušan Isakov & Christophe Pérignon - What if dividends were tax-exempt? Evidence from a natural experiment (RePEc:fri:fribow:fribow00498)
by Isakov, Dusan & Pérignon, Christophe & Weisskopf, Jean-Philippe - On the Dynamic Interdependence of International Stock Markets: a Swiss Perspective (RePEc:fth:ehecge:99.1)
by Isakov, D. & Perignon, C. - Evolution of Market Uncertainty around Earnings Announcements (RePEc:fth:ehecge:99.12)
by Isakov, D. & Perignon, C. - Unknown item RePEc:fth:geneec:00.04 (paper)
- Unknown item RePEc:fth:geneec:00.05 (paper)
- Unknown item RePEc:fth:geneec:97.03 (paper)
- Unknown item RePEc:fth:geneec:99.06 (paper)
- Unknown item RePEc:fth:geneec:99.09 (paper)
- Commonality in Liquidity: A Global Perspective (RePEc:hal:journl:hal-00461036)
by Paul Brockman & Dennis Y. Chung & Christophe Pérignon - Do banks overstate their Value-at-Risk? (RePEc:hal:journl:hal-00461046)
by Christophe Pérignon & Zi Yin Deng & Zhi Jun Wang - Impact of Overwhelming Joy on Consumer Demand (RePEc:hal:journl:hal-00461063)
by Christophe Pérignon & Jean Marc Falter & Olivier Vercruysse - Yield-factor volatility models (RePEc:hal:journl:hal-00461067)
by Christophe Pérignon & Daniel R. Smith - Repurchasing Shares on a Second Trading Line (RePEc:hal:journl:hal-00461078)
by Christophe Pérignon & Dennis Y. Chung & Dusan Isakov - Marchés Financiers: Gestion de portefeuille et des risques (RePEc:hal:journl:hal-00494897)
by Christophe Perignon & Bertrand Jacquillat & Bruno Solnik - Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data (RePEc:hal:journl:hal-00495589)
by Christophe Perignon & R. Jones - The Level and Quality of Value-at-Risk Disclosure by Commercial Banks (RePEc:hal:journl:hal-00496102)
by Christophe Perignon & D. Smith - Diversification and Value-at-Risk (RePEc:hal:journl:hal-00528390)
by Christophe Perignon & Daniel R. Smith - The level and quality of Value-at-Risk disclosure by commercial banks (RePEc:hal:journl:hal-00528391)
by Christophe Perignon & Daniel R. Smith - The pernicious effects of contaminated data in risk management (RePEc:hal:journl:hal-00554131)
by Laurent Fresard & C. Pérignon & A. Wilhelmsson - La gestion des risques fait sa révolution (RePEc:hal:journl:hal-00570108)
by Christophe Pérignon - Clearing house, margin requirements, and systemic risk (RePEc:hal:journl:hal-00578316)
by Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris - Clearing house, margin requirements, and systemic risk (RePEc:hal:journl:hal-00578317)
by Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris - The Pernicious Effects of Contaminated Data in Risk Management (RePEc:hal:journl:hal-00630301)
by Christophe Pérignon & Laurent Fresard & Anders Wilhelmsson - How common are common return factors across NYSE and Nasdaq? (RePEc:hal:journl:hal-00796909)
by Christophe Villa & Amit Goyal & Christophe Pérignon - Representative yield curve shocks and stress testing (RePEc:hal:journl:hal-00797402)
by Christophe Villa & Francis X. Diebold & Canlin Li & Christophe Pérignon - Derivatives Clearing, Default Risk, and Insurance (RePEc:hal:journl:hal-00829059)
by Christophe Pérignon & Robert A. Jones - A New Approach to Comparing VaR Estimation Methods (RePEc:hal:journl:hal-00854087)
by Christophe Pérignon & R.D. Smith - Representative Yield Curve Shocks and Stress Testing (RePEc:hal:journl:hal-00958362)
by Emilios C. C Galariotis & Christophe Villa & Christophe Pérignon & Konstantinos Zopounidis - Implied Risk Exposures (RePEc:hal:journl:hal-01485613)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:journl:hal-01498631)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - Pitfalls in systemic-risk scoring (RePEc:hal:journl:hal-02292305)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Marchés financiers, gestion de portefeuilles et des risques (RePEc:hal:journl:hal-03415763)
by Bertrand Jacquillat & Bruno Solnik & Christophe Pérignon - Component Proponents II (RePEc:hal:journl:halshs-00069017)
by Christophe Villa & C. Pérignon - Component Proponents (RePEc:hal:journl:halshs-00069515)
by Christophe Villa & C. Pérignon - Extracting information from options markets : smiles, state-price densities and risk-aversion (RePEc:hal:journl:halshs-00071103)
by Christophe Villa & C. Pérignon - Estimation empirique de l'aversion au risque : l'apport des marchés d'options (RePEc:hal:journl:halshs-00076862)
by Christophe Villa & C. Pérignon - Sources of time variation in the covariance matrix of interest rates (RePEc:hal:journl:halshs-00114211)
by Christophe Villa & Christophe Pérignon - Pitfalls in Systemic-Risk Scoring (RePEc:hal:wpaper:hal-01485644)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Wholesale Funding Runs (RePEc:hal:wpaper:hal-01993397)
by Christophe Pérignon & David Thesmar & Guillaume Vuillemey - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:wpaper:hal-02011395)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - Systemic Risk Score: A Suggestion (RePEc:hal:wpaper:hal-02011444)
by Christophe Hurlin & Christophe Pérignon - Is Mister Mayor Running a Hedge Fund? The Use of Toxic Loans by Local Authorities (RePEc:hal:wpaper:hal-02058243)
by Boris Vallée & Christophe Pérignon - A Theoretical and Empirical Comparison of Systemic Risk Measures (RePEc:hal:wpaper:hal-02292323)
by Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - Reproducibility Certification in Economics Research (RePEc:hal:wpaper:hal-02896404)
by Christophe Hurlin & Christophe Pérignon - What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment (RePEc:hal:wpaper:hal-02953033)
by Dušan Isakov & Christophe Perignon & Jean-Philippe Weisskopf - RunMyCode.org: a novel dissemination and collaboration platform for executing published computational results (RePEc:hal:wpaper:halshs-00739233)
by Christophe Hurlin & Christophe Pérignon & Victoria Stodden - A Theoretical and Empirical Comparison of Systemic Risk Measures (RePEc:hal:wpaper:halshs-00746272)
by Sylvain Benoît & Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - The Risk Map: A New Tool for Validating Risk Models (RePEc:hal:wpaper:halshs-00746273)
by Gilbert Colletaz & Christophe Hurlin & Christophe Pérignon - Margin Backtesting (RePEc:hal:wpaper:halshs-00746274)
by Christophe Hurlin & Christophe Pérignon - Implied Risk Exposures (RePEc:hal:wpaper:halshs-00836280)
by Sylvain Benoît & Christophe Hurlin & Christophe Pérignon - Systemic Risk Score: A Suggestion (RePEc:hal:wpaper:halshs-00867063)
by Christophe Hurlin & Christophe Pérignon - CoMargin (RePEc:hal:wpaper:halshs-00979440)
by Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon - The Counterparty Risk Exposure of ETF Investors (RePEc:hal:wpaper:halshs-01023807)
by Christophe Hurlin & Gregoire Iseli & Christophe Pérignon & Stanley Yeung - Where the Risks Lie: A Survey on Systemic Risk (RePEc:hal:wpaper:halshs-01142014)
by Sylvain Benoît & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - Machine Learning et nouvelles sources de données pour le scoring de crédit (RePEc:hal:wpaper:halshs-02377886)
by Christophe Hurlin & Christophe Pérignon - Non-Standard Errors (RePEc:inn:wpaper:2021-31)
by Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & Tobi - Machine Learning et nouvelles sources de données pour le scoring de crédit (RePEc:leo:wpaper:2739)
by Christophe HURLIN & Christophe PERIGNON - Implied Risk Exposures (RePEc:oup:revfin:v:19:y:2015:i:6:p:2183-2222.)
by Sylvain Benoit & Christophe Hurlin & Christophe Perignon - Where the Risks Lie: A Survey on Systemic Risk (RePEc:oup:revfin:v:21:y:2017:i:1:p:109-152.)
by Sylvain Benoit & Jean-Edouard Colliard & Christophe Hurlin & Christophe Pérignon - The Political Economy of Financial Innovation: Evidence from Local Governments (RePEc:oup:rfinst:v:30:y:2017:i:6:p:1903-1934.)
by Christophe Pérignon & Boris Vallée - On the dynamic interdependence of international stock markets: A Swiss perspective (RePEc:ses:arsjes:2000-ii-1)
by Dušan Isakov & Christophe Pérignon - Wholesale funding dry-ups (RePEc:srk:srkwps:201749)
by Pérignon, Christophe & Thesmar, David & Vuillemey, Guillaume - Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports (RePEc:taf:applec:v:32:y:2000:i:13:p:1757-1765)
by Jean-Marc Falter & Christophe Perignon - Sources of Time Variation in the Covariance Matrix of Interest Rates (RePEc:ucp:jnlbus:v:79:y:2006:i:3:p:1535-1550)
by Christophe Pérignon & Christophe Villa