Diane Pierret

Diane Pierret

Université du Luxembourg - Esch-sur-Alzette / Luxembourg
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 1791915
University of Luxembourg Universität Luxemburg
person_outline Diane Pierret's MOST POPULAR ARTICLES
1-) Testing macroprudential stress tests: The risk of regulatory risk weightsV Acharya, R Engle, D PierretJournal of Monetary Economics 65, 36-53, 20143812014
2-) Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond marketV Acharya, D Pierret, S SteffenFinancial Markets, Institutions & Instruments 30 (4), 87-112, 202199*2021
3-) Systemic risk and the solvency-liquidity nexus of banksD PierretAvailable at SSRN 2346606, 2015802015
4-) Multivariate volatility modeling of electricity futuresL Bauwens, CM Hafner, D PierretJournal of Applied Econometrics 28 (5), 743-761, 2013802013
5-) Stressed banksD Pierret, R SteriAvailable at SSRN 3066403, 2020372020