Follow
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
3642014
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
92*2021
Multivariate volatility modeling of electricity futures
L Bauwens, CM Hafner, D Pierret
Journal of Applied Econometrics 28 (5), 743-761, 2013
732013
Systemic risk and the solvency-liquidity nexus of banks
D Pierret
Available at SSRN 2346606, 2015
672015
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
252016
Stressed banks
D Pierret, R Steri
Available at SSRN 3066403, 2020
232020
The systemic risk of energy markets
D Pierret
Available at SSRN 2245811, 2013
142013
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
132016
Similar investors
CP Georg, D Pierret, S Steffen
Available at SSRN 3250826, 2020
62020
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
VOX: Research-based policy analysis and commentary from leading economists, 2014
12014
Essays on comovements and systemic risk in energy and financial sectors
D Pierret
UCL-Université Catholique de Louvain, 2014
2014
The system can't perform the operation now. Try again later.
Articles 1–12