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Lauren Stagnol

Personal Details

First Name:Lauren
Middle Name:
Last Name:Stagnol
Suffix:
RePEc Short-ID:pst736
[This author has chosen not to make the email address public]
https://www.linkedin.com/in/laurenstagnol/?originalSubdomain=be

Affiliation

EconomiX
Université Paris-Nanterre (Paris X)

Nanterre, France
http://economix.fr/
RePEc:edi:modemfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Raphael Semet & Thierry Roncalli & Lauren Stagnol, 2021. "ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?," Papers 2110.06617, arXiv.org.
  2. Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
  3. Lauren Stagnol, 2017. "The Risk Parity Principle Applied to a Corporate Bond Index," Post-Print hal-01550002, HAL.
  4. Marielle de Jong & Lauren Stagnol, 2016. "A fundamental bond index including solvency criteria," Post-Print hal-01410662, HAL.
  5. Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.
  6. Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris Nanterre, EconomiX.

Articles

  1. Lauren Stagnol, 2019. "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 341-350, September.
  2. Marielle de Jong & Lauren Stagnol, 2016. "A fundamental bond index including solvency criteria," Journal of Asset Management, Palgrave Macmillan, vol. 17(4), pages 280-294, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Marielle de Jong & Lauren Stagnol, 2016. "A fundamental bond index including solvency criteria," Post-Print hal-01410662, HAL.

    Cited by:

    1. Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.

Articles

  1. Lauren Stagnol, 2019. "Extracting global factors from local yield curves," Journal of Asset Management, Palgrave Macmillan, vol. 20(5), pages 341-350, September.

    Cited by:

    1. Venetis, Ioannis & Ladas, Avgoustinos, 2022. "Co-movement and global factors in sovereign bond yields," MPRA Paper 115801, University Library of Munich, Germany.

  2. Marielle de Jong & Lauren Stagnol, 2016. "A fundamental bond index including solvency criteria," Journal of Asset Management, Palgrave Macmillan, vol. 17(4), pages 280-294, July.
    See citations under working paper version above.

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 4 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-RMG: Risk Management (2) 2016-09-18 2017-04-30. Author is listed
  2. NEP-ACC: Accounting and Auditing (1) 2015-12-20. Author is listed
  3. NEP-ENV: Environmental Economics (1) 2021-10-18. Author is listed
  4. NEP-FDG: Financial Development and Growth (1) 2021-10-18. Author is listed
  5. NEP-FMK: Financial Markets (1) 2021-10-18. Author is listed
  6. NEP-ORE: Operations Research (1) 2016-09-18. Author is listed
  7. NEP-SOG: Sociology of Economics (1) 2016-09-18. Author is listed

Corrections

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