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Diane Pierret

This is information that was supplied by Diane Pierret in registering through RePEc. If you are Diane Pierret , 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:Diane
Middle Name:
Last Name:Pierret
Suffix:
RePEc Short-ID:ppi339
http://dianepierret.com
Lausanne, Switzerland
http://www.hec.unil.ch/ibf/

: +41-21-692.33.84
+41 21 692 34 35
Route de Chavannes 33, 1007 Lausanne
RePEc:edi:ibflsch (more details at EDIRC)
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  1. Acharya, Viral & Pierret, Diane & Steffen, Sascha, 2016. "Lender of last resort versus buyer of last resort: The impact of the European Central Bank actions on the bank-sovereign nexus," ZEW Discussion Papers 16-019, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  2. PIERRET, Diane, 2014. "Systemic risk and the solvency-liquidity nexus of banks," CORE Discussion Papers 2014038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  3. Acharya, Viral V & Engle III, Robert F & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
  4. PIERRET, Diane, 2013. "The systemic risk of energy markets," CORE Discussion Papers 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  5. bauwens, Luc & hafner, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," CORE Discussion Papers 2011011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  1. Diane Pierret, 2015. "Systemic Risk and the Solvency-Liquidity Nexus of Banks," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 193-227, June.
  2. Acharya, Viral & Engle, Robert & Pierret, Diane, 2014. "Testing macroprudential stress tests: The risk of regulatory risk weights," Journal of Monetary Economics, Elsevier, vol. 65(C), pages 36-53.
  3. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, 08.
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-BAN: Banking (4) 2013-04-27 2014-06-02 2015-04-11 2016-03-29. Author is listed
  2. NEP-RMG: Risk Management (4) 2013-04-27 2013-06-04 2014-06-02 2015-04-11. Author is listed
  3. NEP-CBA: Central Banking (3) 2013-04-27 2014-06-02 2016-03-29. Author is listed
  4. NEP-EEC: European Economics (1) 2016-03-29. Author is listed
  5. NEP-ENE: Energy Economics (1) 2013-06-04. Author is listed
  6. NEP-MON: Monetary Economics (1) 2016-03-29. Author is listed
  7. NEP-REG: Regulation (1) 2014-06-02. Author is listed

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