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Diane Pierret
Diane Pierret
Assistant Professor, University of Luxembourg
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
4212014
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
105*2021
Systemic risk and the solvency-liquidity nexus of banks
D Pierret
Available at SSRN 2346606, 2015
802015
Multivariate volatility modeling of electricity futures
L Bauwens, CM Hafner, D Pierret
Journal of Applied Econometrics 28 (5), 743-761, 2013
732013
Stressed banks
D Pierret, R Steri
Available at SSRN 3066403, 2020
342020
Capital shortfalls of European banks since the start of the banking union
V Acharya, S Steffen, D PIERRET
302016
Introducing the “leverage ratio” in assessing the capital adequacy of european banks
V Acharya, S Steffen, D PIERRET
162016
The systemic risk of energy markets
D Pierret
Available at SSRN 2245811, 2013
152013
Similar Investors
CP Georg, D Pierret, S Steffen
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3250826, 2023
112023
High time to tell European banks: No dividends
V Acharya, S Steffen, D PIERRET
52016
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
4*2021
Macroprudential stress tests should not rely on regulatory risk weights
V Acharya, R Engle, D Pierret
12014
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
The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid-19
D PIERRET, F KOULISCHER, R STERI
BPI-Nova SBE Conference on “Corporate Bankruptcy and Restructuring”, 2021
2021
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
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