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Alexandre Jeanneret
Alexandre Jeanneret
Associate Professor in Finance, UNSW
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The dynamics of sovereign credit risk
A Jeanneret
Journal of Financial and Quantitative Analysis 50 (5), 2015
622015
Sovereign credit spreads under good/bad governance
A Jeanneret
Journal of Banking & Finance 93, 230-246, 2018
56*2018
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
532014
International firm investment under exchange rate uncertainty
A Jeanneret
Review of Finance 20 (5), 2015-2048, 2016
46*2016
Sovereign defaults by currency denomination
A Jeanneret, S Souissi
Journal of International Money and Finance 60, 197-222, 2016
462016
High inflation: Low default risk and low equity valuations
HS Bhamra, C Dorion, A Jeanneret, M Weber
The Review of Financial Studies 36 (3), 1192-1252, 2023
37*2023
Sovereign Default Risk and the U.S. Equity Market
A Jeanneret
Journal of Financial and Quantitative Analysis 52 (1), 305-339, 2017
292017
Asset pricing with persistence risk
D Andrei, M Hasler, A Jeanneret
The Review of Financial Studies 32 (7), 2809-2849, 2019
252019
A credit-based theory of the currency risk premium
P Della Corte, A Jeanneret, EDS Patelli
Journal of Financial Economics 149 (3), 473-496, 2023
142023
La crise de la dette en Europe
A Jeanneret*, E Chouaib
L'Actualité économique 91 (4), 599-631, 2015
102015
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
72018
La crise de la dette en Europe
E Chouaib, A Jeannerat
Miméo, HEC Montreal, Canada, 2014
72014
A Macrofinance Model for Option Prices: A Story of Rare Economic Events
M Hasler, A Jeanneret
Management Science 69 (9), 5543-5559, 2023
6*2023
Sovereign risk premia and global macroeconomic conditions
SC Andrade, A Ekponon, A Jeanneret
Journal of financial economics 147 (1), 172-197, 2023
62023
A structural model for sovereign credit risk
A Jeanneret
Harvard University, Swiss Finance Institute, and University of Lausanne, April, 2008
52008
Commodity prices and currencies
A Jeanneret, V Sokolovski
Available at SSRN 4564504, 2023
32023
Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk
A Dickerson, M Fournier, A Jeanneret, P Mueller
WBS Finance Group Research Paper Forthcoming, UNSW Business School Research …, 2022
32022
When do commodity prices matter for the carry trade? The role of FX liquidity
A Jeanneret
The Role of FX Liquidity (April 16, 2019), 2019
32019
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
Deflation, sticky leverage and asset prices
HS Bhamra, C Dorion, A Jeanneret, M Weber
Working Paper, 2017
12017
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