Testing macroprudential stress tests: The risk of regulatory risk weights V Acharya, R Engle, D Pierret Journal of Monetary Economics 65, 36-53, 2014 | 422 | 2014 |
Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market V Acharya, D Pierret, S Steffen Financial Markets, Institutions & Instruments 30 (4), 87-112, 2021 | 108* | 2021 |
Systemic risk and the solvency-liquidity nexus of banks D Pierret Available at SSRN 2346606, 2015 | 81 | 2015 |
Multivariate volatility modeling of electricity futures L Bauwens, CM Hafner, D Pierret Journal of Applied Econometrics 28 (5), 743-761, 2013 | 80 | 2013 |
Stressed banks D Pierret, R Steri Available at SSRN 3066403, 2020 | 37 | 2020 |
Capital shortfalls of European banks since the start of the banking union V Acharya, S Steffen, D PIERRET | 33 | 2016 |
Introducing the “leverage ratio” in assessing the capital adequacy of european banks V Acharya, S Steffen, D PIERRET | 17 | 2016 |
The systemic risk of energy markets D Pierret Available at SSRN 2245811, 2013 | 17 | 2013 |
Similar Investors CP Georg, D Pierret, S Steffen https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3250826, 2023 | 14 | 2023 |
The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19 F Koulischer, D Pierret, R Steri Available at SSRN 3735052, 2021 | 6* | 2021 |
High time to tell European banks: No dividends V Acharya, S Steffen, D PIERRET | 6 | 2016 |
Macroprudential stress tests should not rely on regulatory risk weights V Acharya, R Engle, D Pierret | 1 | 2014 |
Similar Investors D PIERRET, CP Georg, S Steffen American Finance Association (AFA), 2024 | | 2024 |
Silicon Valley Bank’s insolvency highlights the risk of similar investors CP Georg, S Steffen, D PIERRET | | 2023 |
Capital Requirements, Supervision, and Regulatory Arbitrage: A Tale of Three D Pierret ECB Macroprudential stress-testing Conference, 2020 | | 2020 |
The impact of the Covid-19 crisis on the euro area banking system D PIERRET European Central Bank webinar, 2020 | | 2020 |
Lender of Last Resort Versus Buyer of Last Resort—Evidence From the European Sovereign Debt Crisis D PIERRET, V Acharya, S Steffen 6th Barcelona GSE Summer Forum, 2018 | | 2018 |
Capital Shortfalls of European Banks following the 2018 Stress Test S Steffen, D PIERRET | | 2018 |
Have European Banks Become Safer? S Steffen, D PIERRET | | 2018 |
Turning off the Dividend Spigot D PIERRET, V Acharya, S Steffen | | 2016 |