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Diane Pierret

Personal Details

First Name:Diane
Middle Name:
Last Name:Pierret
Suffix:
RePEc Short-ID:ppi339
[This author has chosen not to make the email address public]
http://dianepierret.com
Terminal Degree:2014 Center for Operations Research and Econometrics (CORE); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)

Affiliation

Institut de Banque et Finance (IBF)
Faculté des Hautes Études Commerciales (HEC)
Université de Lausanne

Lausanne, Switzerland
http://www.hec.unil.ch/ibf/
RePEc:edi:ibflsch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Viral V. Acharya & Diane Pierret & Sascha Steffen, 2018. "Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis," Swiss Finance Institute Research Paper Series 18-35, Swiss Finance Institute.
  2. Diane Pierret & Roberto Steri, 2017. "Stressed Banks," Swiss Finance Institute Research Paper Series 17-58, Swiss Finance Institute.
  3. Acharya, Viral & Pierret, Diane & Steffen, Sascha, 2016. "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 16-019, ZEW - Leibniz Centre for European Economic Research.
  4. Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," LIDAM Reprints ISBA 2014022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  5. Pierret, D., 2014. "Systemic risk and the solvency-liquidity nexus of banks," LIDAM Discussion Papers ISBA 2014056, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  6. Pierret, D., 2013. "The systemic risk of energy markets," LIDAM Discussion Papers ISBA 2013061, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  7. Bauwens, Luc & Hafner, Christian & Pierret, Diane, 2013. "Modelling multivariate volatility of electricity futures," LIDAM Reprints ISBA 2013030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  8. Bauwens, Luc & Hafner, Christian M. & Pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," SFB 649 Discussion Papers 2011-063, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  9. Bauwens, L. & Hafner, C. & Pierret, D., 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers ISBA 2011013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).

Articles

  1. Diane Pierret, 2015. "Systemic Risk and the Solvency-Liquidity Nexus of Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 193-227, June.
  2. Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
  3. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (6) 2013-04-27 2014-06-02 2015-04-11 2016-03-29 2018-07-23 2018-08-20. Author is listed
  2. NEP-CBA: Central Banking (5) 2013-04-27 2014-06-02 2016-03-29 2018-07-23 2018-08-20. Author is listed
  3. NEP-RMG: Risk Management (5) 2013-04-27 2013-06-04 2014-06-02 2015-04-11 2018-08-20. Author is listed
  4. NEP-EEC: European Economics (2) 2016-03-29 2018-07-23
  5. NEP-MON: Monetary Economics (2) 2016-03-29 2018-07-23
  6. NEP-ENE: Energy Economics (1) 2013-06-04
  7. NEP-REG: Regulation (1) 2014-06-02

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