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Jean-Pierre Zigrand

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This is information that was supplied by Jean-Pierre Zigrand in registering through RePEc. If you are Jean-Pierre Zigrand , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jean-Pierre
Middle Name:
Last Name: Zigrand
Suffix:

RePEc Short-ID: pzi2

Email:
Homepage: http://accfin.lse.ac.uk/staff/zigrand/
Postal Address:
Phone:

Affiliation

Financial Markets Group (FMG)
London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://fmg.lse.ac.uk/
Email:
Phone: 020-7955-7002
Fax: 020-7242-1006
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:fmlseuk (more details at EDIRC)

Works

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Working papers

  1. Jean-Pierre Zigrand & Hyun Song Shin & Jon Danielsson, 2010. "Risk Appetite and Endogenous Risk," FMG Discussion Papers dp647, Financial Markets Group.
  2. Jean-Pierre Zigrand & Rohit Rahi, 2009. "Endogenous Liquidity and Contagion," FMG Discussion Papers dp637, Financial Markets Group.
  3. Jean-Pierre Zigrand & Jon Danielsson, 2006. "Equilibrium Asset Pricing with Systemic Risk," FMG Discussion Papers dp561, Financial Markets Group.
  4. Casper G. de Vries & Mandira Sarma & Bjørn N. Jorgensen & Jean-Pierre Zigrand & Jon Danielsson, 2006. "Consistent Measures of Risk," FMG Discussion Papers dp565, Financial Markets Group.
  5. Jean-Pierre Zigrand & Ashley Taylor & Jon Danielsson, 2004. "(IAM Series No 004) Highwaymen or Heroes: Should Hedge Funds be Regulated?," FMG Discussion Papers dp518, Financial Markets Group.
  6. Rahi, Rohit & Zigrand, Jean-Pierre, 2004. "Strategic Financial Innovation in Segmented Markets," CEPR Discussion Papers 4176, C.E.P.R. Discussion Papers.
  7. Jean-Pierre Zigrand & Jon Danielsson, 2003. "On time-scaling of risk and the square–root–of–time rule," FMG Discussion Papers dp439, Financial Markets Group.
  8. Jean-Pierre Zigrand, 2002. "Rational Asset Pricing Implications from Realistic Trading Frictions," FMG Discussion Papers dp414, Financial Markets Group.
  9. Jean-Pierre Zigrand & Jon Danielsson, 2001. "What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model," FMG Discussion Papers dp393, Financial Markets Group.
  10. Jean-Pierre Zigrand & Jon Danielsson & Hyun Song Shin, 2001. "Asset Price Dynamics with Value-at-Risk Constrained Traders," FMG Discussion Papers dp394, Financial Markets Group.
  11. Jean-Pierre Zigrand, 2001. "Rational Limits to Arbitrage," FMG Discussion Papers dp392, Financial Markets Group.
  12. Jean-Pierre Zigrand, 2001. "On Physics and Finance," FMG Special Papers sp128, Financial Markets Group.
  13. Jean-Pierre Zigrand, 1999. "Arbitrage and Endogenous Market Integration," FMG Discussion Papers dp319, Financial Markets Group.

Articles

  1. Rohit Rahi & Jean-Pierre Zigrand, 2009. "Strategic Financial Innovation in Segmented Markets," Review of Financial Studies, Society for Financial Studies, vol. 22(8), pages 2941-2971, August.
  2. Jón Daníelsson & Jean-Pierre Zigrand, 2008. "Equilibrium asset pricing with systemic risk," Economic Theory, Springer, vol. 35(2), pages 293-319, May.
  3. Zigrand, Jean-Pierre, 2006. "Endogenous market integration, manipulation and limits to arbitrage," Journal of Mathematical Economics, Elsevier, vol. 42(3), pages 301-314, June.
  4. Danielsson, Jon & Zigrand, Jean-Pierre, 2006. "On time-scaling of risk and the square-root-of-time rule," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2701-2713, October.
  5. Jean-Pierre Zigrand, 2005. "Rational Asset Pricing Implications from Realistic Trading Frictions," The Journal of Business, University of Chicago Press, vol. 78(3), pages 871-892, May.
  6. Danielsson, Jon & Taylor, Ashley & Zigrand, Jean-Pierre, 2005. "Highwaymen or heroes: Should hedge funds be regulated?: A survey," Journal of Financial Stability, Elsevier, vol. 1(4), pages 522-543, October.
  7. Zigrand, Jean-Pierre, 2004. "A general equilibrium analysis of strategic arbitrage," Journal of Mathematical Economics, Elsevier, vol. 40(8), pages 923-952, December.
  8. Danielsson, Jon & Shin, Hyun Song & Zigrand, Jean-Pierre, 2004. "The impact of risk regulation on price dynamics," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1069-1087, May.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-03-06
  2. NEP-BEC: Business Economics (1) 2010-03-06
  3. NEP-CFN: Corporate Finance (2) 2004-02-29 2006-05-27. Author is listed
  4. NEP-FIN: Finance (2) 2006-05-27 2006-06-17. Author is listed
  5. NEP-FMK: Financial Markets (3) 2004-02-29 2006-05-27 2006-06-17. Author is listed
  6. NEP-MIC: Microeconomics (1) 2004-02-29
  7. NEP-RMG: Risk Management (2) 2006-06-17 2010-03-06. Author is listed
  8. NEP-UPT: Utility Models & Prospect Theory (2) 2006-06-17 2010-03-06. Author is listed

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