Diane Pierret
Names
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Diane |
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Pierret |
Identifer
Contact
Affiliations
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Université de Lausanne
/ Faculté des Hautes Études Commerciales (HEC)
/ Institut de Banque et Finance (IBF)
Research profile
author of:
- Multivariate volatility modeling of electricity futures (RePEc:aiz:louvad:2011013)
by Bauwens, L. & Hafner, C. & Pierret, D. - The systemic risk of energy markets (RePEc:aiz:louvad:2013061)
by Pierret, D. - Systemic risk and the solvency-liquidity nexus of banks (RePEc:aiz:louvad:2014056)
by Pierret, D. - Modelling multivariate volatility of electricity futures (RePEc:aiz:louvar:2013030)
by Bauwens, Luc & Hafner, Christian & Pierret, Diane - Testing macroprudential stress tests: The risk of regulatory risk weights (RePEc:aiz:louvar:2014022)
by Acharya, Viral & Engle, Robert & Pierret, Diane - Stressed Banks (RePEc:chf:rpseri:rp1758)
by Diane Pierret & Roberto Steri - Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis (RePEc:chf:rpseri:rp1835)
by Viral V. Acharya & Diane Pierret & Sascha Steffen - Multivariate volatility modeling of electricity futures (RePEc:cor:louvco:2011011)
by BAUWENS, Luc & HAFNER, Christian & pierret, Diane - The systemic risk of energy markets (RePEc:cor:louvco:2013018)
by PIERRET, Diane - Systemic risk and the solvency-liquidity nexus of banks (RePEc:cor:louvco:2014038)
by PIERRET, Diane - Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (RePEc:cpr:ceprdp:9431)
by Engle, Robert & Acharya, Viral & Pierret, Diane - Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (RePEc:cpr:ceprdp:9800)
by Engle, Robert & Acharya, Viral & Pierret, Diane - Testing macroprudential stress tests: The risk of regulatory risk weights (RePEc:eee:moneco:v:65:y:2014:i:c:p:36-53)
by Acharya, Viral & Engle, Robert & Pierret, Diane - Multivariate Volatility Modeling of Electricity Futures (RePEc:hum:wpaper:sfb649dp2011-063)
by Luc Bauwens & Christian M. Hafner & Diane Pierret - Systemic Risk and the Solvency-Liquidity Nexus of Banks (RePEc:ijc:ijcjou:y:2015:q:3:a:5)
by Diane Pierret - Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (RePEc:nbr:nberwo:18968)
by Viral V. Acharya & Robert Engle & Diane Pierret - Multivariate Volatility Modeling Of Electricity Futures (RePEc:wly:japmet:v:28:y:2013:i:5:p:743-761)
by Luc Bauwens & Christian M. Hafner & Diane Pierret - Multivariate volatility modeling of electricity futures (RePEc:zbw:sfb649:sfb649dp2011-063)
by Bauwens, Luc & Hafner, Christian M. & Pierret, Diane - Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus (RePEc:zbw:zewdip:16019)
by Acharya, Viral & Pierret, Diane & Steffen, Sascha