Diane Pierret
Diane Pierret
Assistant Professor, Luxembourg School of Finance
Verified email at uni.lu - Homepage
Title
Cited by
Cited by
Year
Testing macroprudential stress tests: The risk of regulatory risk weights
V Acharya, R Engle, D Pierret
Journal of Monetary Economics 65, 36-53, 2014
2722014
Multivariate volatility modeling of electricity futures
L Bauwens, CM Hafner, D Pierret
Journal of Applied Econometrics 28 (5), 743-761, 2013
642013
Lender of last resort versus buyer of last resort: Evidence from the European sovereign debt crisis
VV Acharya, D Pierret, S Steffen
University of Geneva, 2018
53*2018
Systemic risk and the solvency-liquidity nexus of banks
D Pierret
Available at SSRN 2346606, 2015
512015
Capital shortfalls of European banks since the start of the Banking Union
V Acharya, D Pierret, S Steffen
New York: Stern School of Business, New York University, 2016
232016
Introducing the “Leverage Ratio” in assessing the capital adequacy of European banks
VV Acharya, D Pierret, S Steffen
ZEW Discussion Und Working Paper 49 (621), 460-482, 2016
112016
The systemic risk of energy markets
D Pierret
Available at SSRN 2245811, 2013
102013
Stressed banks
D Pierret, R Steri
Swiss Finance Institute Research Paper, 2019
92019
Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market
VV Acharya, D Pierret, S Steffen
ZEW-Centre for European Economic Research Discussion Paper, 18-35, 2018
82018
Similar Investors
CP Georg, D Pierret, S Steffen
Available at SSRN 3250826, 2019
12019
Macroprudential stress tests should not rely on regulatory risk weights
V Acharya, R Engle, D Pierret
VOX: Research-based policy analysis and commentary from leading economists, 2014
12014
Leave Room for Growth
E Macchiavello, V Acharya, I Hasan, A Saunders, R Adams, H Mehran, ...
Microfinance and Financial Inclusion: The Challenge of Regulating …, 2018
2018
Essays on comovements and systemic risk in energy and financial sectors
D Pierret
UCL-Université Catholique de Louvain, 2014
2014
Lender of Last Resort versus Buyer of Last Resort
V Acharya, D Pierret, S Steffen
The system can't perform the operation now. Try again later.
Articles 1–14