Alexandre Jeanneret
Alexandre Jeanneret
Associate Professor in Finance, HEC Montréal
Verified email at hec.ca - Homepage
Title
Cited by
Cited by
Year
The dynamics of sovereign credit risk
A Jeanneret
Journal of Financial and Quantitative Analysis 50 (5), 2015
532015
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
412014
Sovereign defaults by currency denomination
A Jeanneret, S Souissi
Journal of International Money and Finance 60, 197-222, 2016
302016
Sovereign credit spreads under good/bad governance
A Jeanneret
Journal of Banking & Finance 93, 230-246, 2018
242018
Foreign Direct Investment and Exchange Rate Volatility: A Non-Linear Story
A Jeanneret
212007
Asset pricing with persistence risk
D Andrei, M Hasler, A Jeanneret
The Review of Financial Studies 32 (7), 2809-2849, 2019
182019
Sovereign Default Risk and the U.S. Equity Market
A Jeanneret
Journal of Financial and Quantitative Analysis 52 (1), 305-339, 2017
182017
International firm investment under exchange rate uncertainty
A Jeanneret
Review of Finance 20 (5), 2015-2048, 2016
132016
Low inflation: High default risk and high equity valuations
HS Bhamra, C Dorion, A Jeanneret, M Weber
National Bureau of Economic Research, 2018
92018
Sovereign credit risk and government effectiveness
JC Cosset, A Jeanneret
HEC Montréal, 2014
92014
La crise de la dette en Europe
A Jeanneret, E Chouaib
L'Actualité Economique 91 (4), 599-631, 2015
62015
A credit-based theory of the currency risk premium
P Della Corte, A Jeanneret, E Patelli
Available at SSRN 3413785, 2020
52020
Corporate governance, capital structure, and stock return volatility
L Gagnon, A Jeanneret
Working Paper]. Recuperado em 29 outubro, 2018, de https://papers. ssrn. com …, 2018
52018
La crise de la dette en Europe
E Chouaib
L'Actualité économique 91 (4), 599-631, 2015
52015
The dynamics of the implied volatility surface: A story of rare economic events
M Hasler, A Jeanneret
Available at SSRN 3590242, 2020
42020
A structural model for sovereign credit risk
A Jeanneret
Harvard University, Swiss Finance Institute, and University of Lausanne, April, 2008
42008
Convertible Debt and Shareholder Incentives
C Dorion, P Francois, G Grass, A Jeanneret
Journal of Corporate Finance 24, 2014, 2013
22013
Does corporate governance impact equity volatility? Theory and worldwide evidence
L Gagnon, A Jeanneret
Theory and Worldwide Evidence (July 8, 2020), 2020
12020
A Macro-Finance Model for Option Prices: A Story of Rare Economic Events
M Hasler, A Jeanneret
Available at SSRN 3590242, 2020
12020
What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk?
C Dorion, A Ekponon, A Jeanneret
Available at SSRN 3116235, 2018
12018
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Articles 1–20