Diane Pierret

Names

Identifer

Contact

Affiliations

• Université de Lausanne / Faculté des Hautes Études Commerciales (HEC) / Institut de Banque et Finance (IBF)
  • EDIRC entry
  • location:

Research profile

author of:

• Multivariate volatility modeling of electricity futures
  LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2011)
  by Bauwens, L. & Hafner, C. & Pierret, D.
  (ReDIF-paper, aiz:louvad:2011013)
• The systemic risk of energy markets
  LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2013)
  by Pierret, D.
  (ReDIF-paper, aiz:louvad:2013061)
• Systemic risk and the solvency-liquidity nexus of banks
  LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014)
  by Pierret, D.
  (ReDIF-paper, aiz:louvad:2014056)
• Modelling multivariate volatility of electricity futures
  LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2013)
  by Bauwens, Luc & Hafner, Christian & Pierret, Diane
  (ReDIF-paper, aiz:louvar:2013030)
• Testing macroprudential stress tests: The risk of regulatory risk weights
  LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014)
  by Acharya, Viral & Engle, Robert & Pierret, Diane
  (ReDIF-paper, aiz:louvar:2014022)
• Stressed Banks
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2017)
  by Diane Pierret & Roberto Steri
  (ReDIF-paper, chf:rpseri:rp1758)
• Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis
  Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2018)
  by Viral V. Acharya & Diane Pierret & Sascha Steffen
  (ReDIF-paper, chf:rpseri:rp1835)
• Multivariate volatility modeling of electricity futures
  LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2011)
  by BAUWENS, Luc & HAFNER, Christian & pierret, Diane
  (ReDIF-paper, cor:louvco:2011011)
• The systemic risk of energy markets
  LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2013)
  by PIERRET, Diane
  (ReDIF-paper, cor:louvco:2013018)
• Systemic risk and the solvency-liquidity nexus of banks
  LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2014)
  by PIERRET, Diane
  (ReDIF-paper, cor:louvco:2014038)
• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Engle, Robert & Acharya, Viral & Pierret, Diane
  (ReDIF-paper, cpr:ceprdp:9431)
• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
  by Engle, Robert & Acharya, Viral & Pierret, Diane
  (ReDIF-paper, cpr:ceprdp:9800)
• Testing macroprudential stress tests: The risk of regulatory risk weights
  Journal of Monetary Economics, Elsevier (2014)
  by Acharya, Viral & Engle, Robert & Pierret, Diane
  (ReDIF-article, eee:moneco:v:65:y:2014:i:c:p:36-53)
• Unknown item RePEc:hum:wpaper:sfb649dp2011-063 (paper)
• Systemic Risk and the Solvency-Liquidity Nexus of Banks
  International Journal of Central Banking, International Journal of Central Banking (2015)
  by Diane Pierret
  (ReDIF-article, ijc:ijcjou:y:2015:q:3:a:5)
• Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Viral V. Acharya & Robert Engle & Diane Pierret
  (ReDIF-paper, nbr:nberwo:18968)
• Systemic Risk Measures: Taking Stock from 1927 to 2023
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret
  (ReDIF-paper, nbr:nberwo:33211)
• Multivariate Volatility Modeling Of Electricity Futures
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2013)
  by Luc Bauwens & Christian M. Hafner & Diane Pierret
  (ReDIF-article, wly:japmet:v:28:y:2013:i:5:p:743-761)
• Multivariate volatility modeling of electricity futures
  SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2011)
  by Bauwens, Luc & Hafner, Christian M. & Pierret, Diane
  (ReDIF-paper, zbw:sfb649:sfb649dp2011-063)
• Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus
  ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research (2016)
  by Acharya, Viral & Pierret, Diane & Steffen, Sascha
  (ReDIF-paper, zbw:zewdip:16019)