IDEAS home Printed from
   My authors  Follow this author

Diane Pierret

Personal Details

First Name:Diane
Middle Name:
Last Name:Pierret
RePEc Short-ID:ppi339
Terminal Degree:2014 Center for Operations Research and Econometrics (CORE); Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM); Université Catholique de Louvain (from RePEc Genealogy)


Institut de Banque et Finance (IBF)
Faculté des Hautes Études Commerciales (HEC)
Université de Lausanne

Lausanne, Switzerland
RePEc:edi:ibflsch (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Viral V. Acharya & Diane Pierret & Sascha Steffen, 2018. "Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis," Swiss Finance Institute Research Paper Series 18-35, Swiss Finance Institute.
  2. Diane Pierret & Roberto Steri, 2017. "Stressed Banks," Swiss Finance Institute Research Paper Series 17-58, Swiss Finance Institute.
  3. 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 - Leibniz Centre for European Economic Research.
  4. Engle, Robert & Acharya, Viral & Pierret, Diane, 2014. "Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights," CEPR Discussion Papers 9800, C.E.P.R. Discussion Papers.
  5. PIERRET, Diane, 2014. "Systemic risk and the solvency-liquidity nexus of banks," LIDAM Discussion Papers CORE 2014038, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. Bauwens, Luc & Hafner, Christian & Pierret, Diane, 2013. "Modelling multivariate volatility of electricity futures," LIDAM Reprints ISBA 2013030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  7. PIERRET, Diane, 2013. "The systemic risk of energy markets," LIDAM Discussion Papers CORE 2013018, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. BAUWENS, Luc & HAFNER, Christian & pierret, Diane, 2011. "Multivariate volatility modeling of electricity futures," LIDAM Discussion Papers CORE 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, August.

More information

Research fields, statistics, top rankings, if available.


Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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 (6) 2013-04-27 2014-06-02 2015-04-11 2016-03-29 2018-07-23 2018-08-20. Author is listed
  2. NEP-CBA: Central Banking (5) 2013-04-27 2014-06-02 2016-03-29 2018-07-23 2018-08-20. Author is listed
  3. NEP-RMG: Risk Management (5) 2013-04-27 2013-06-04 2014-06-02 2015-04-11 2018-08-20. Author is listed
  4. NEP-EEC: European Economics (2) 2016-03-29 2018-07-23
  5. NEP-MON: Monetary Economics (2) 2016-03-29 2018-07-23
  6. NEP-ENE: Energy Economics (1) 2013-06-04
  7. NEP-REG: Regulation (1) 2014-06-02


All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Diane Pierret should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.