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1

The Risk Map: A new tool for validating risk models

Colletaz, Gilbert, Hurlin, Christophe, Pérignon, Christophe

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 1.23 MB

english, 2013

2

Diversification and Value-at-Risk

Christophe Pérignon, Daniel R. Smith

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 426 KB

english, 2010

3

A New Approach to Comparing VaR Estimation Methods

Pérignon, Christophe, Smith, Daniel R

Journal:

The Journal of Derivatives

Year:

2008

Language:

english

File:

PDF, 1.05 MB

english, 2008

4

Testing the Monotonicity Property of Option Prices

Pérignon, Christophe

Journal:

The Journal of Derivatives

Year:

2006

Language:

english

File:

PDF, 423 KB

english, 2006

5

Where the Risks Lie: A Survey on Systemic Risk

Benoit, Sylvain, Colliard, Jean-Edouard, Hurlin, Christophe, Pérignon, Christophe

Journal:

Review of Finance

Year:

2016

Language:

english

File:

PDF, 779 KB

english, 2016

6

Yield-factor volatility models

Christophe Pérignon, Daniel R. Smith

Journal:

Journal of Banking & Finance

Year:

2007

Language:

english

File:

PDF, 266 KB

english, 2007

7

Do banks overstate their Value-at-Risk?

Christophe Pérignon, Zi Yin Deng, Zhi Jun Wang

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 320 KB

english, 2008

8

The level and quality of Value-at-Risk disclosure by commercial banks

Christophe Pérignon, Daniel R. Smith

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 463 KB

english, 2010

9

Evolution of market uncertainty around earnings announcements

Dušan Isakov, Christophe Pérignon

Journal:

Journal of Banking & Finance

Year:

2001

Language:

english

File:

PDF, 232 KB

english, 2001

10

How common are common return factors across the NYSE and Nasdaq?

Amit Goyal, Christophe Pérignon, Christophe Villa

Journal:

Journal of Financial Economics

Year:

2008

Language:

english

File:

PDF, 338 KB

english, 2008

11

The pernicious effects of contaminated data in risk management

Laurent Frésard, Christophe Pérignon, Anders Wilhelmsson

Journal:

Journal of Banking & Finance

Year:

2011

Language:

english

File:

PDF, 509 KB

english, 2011

12

Commonality in Liquidity: A Global Perspective

Paul Brockman, Dennis Y. Chung and Christophe Pérignon

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 2.84 MB

english, 2009

13

Commonality in Liquidity: A Global Perspective

Brockman, Paul, Chung, Dennis Y., Pérignon, Christophe

Journal:

Journal of Financial and Quantitative Analysis

Year:

2009

Language:

english

File:

PDF, 193 KB

english, 2009

14

CoMargin

Cruz Lopez, Jorge A., Harris, Jeffrey H., Hurlin, Christophe, Pérignon, Christophe

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 897 KB

english, 2017

15

Co-construction et évaluation d’un programme de promotion de la santé pour conjuguer nutrition et budget au quotidien : les ateliers Opticourses

Dubois, Christophe, Gaigi, Hind, Perignon, Marlène, Maillot, Matthieu, Darmon, Nicole

Journal:

Cahiers de Nutrition et de Diététique

Year:

2018

File:

PDF, 1.01 MB

2018

16

The Risk Map: A New Tool for Backtesting Value-at-Risk Models

Colletaz, Gilbert, Hurlin, Christophe, Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 221 KB

english, 2011

17

Extracting Information from Options Markets: Smiles, State–Price Densities and Risk Aversion

Christophe Pérignon, Christophe Villa

Journal:

European Financial Management

Year:

2002

Language:

english

File:

PDF, 570 KB

english, 2002

18

Transmission of Panton–Valentine leukocidin-producing Staphylococcus aureus from returning travelers to household contacts

Stéphane Jauréguiberry, Eric Caumes, Alice Perignon, Christophe Tresallet, Maryline Lecso, Bernard Levy, François Bricaire

Journal:

International Journal of Dermatology

Year:

2011

Language:

english

File:

PDF, 103 KB

english, 2011

19

Why common factors in international bond returns are not so common

Christophe Pérignon, Daniel R. Smith, Christophe Villa

Journal:

Journal of International Money and Finance

Year:

2007

Language:

english

File:

PDF, 234 KB

english, 2007

20

Derivatives Clearing, Default Risk, and Insurance

Robert A. Jones, Christophe Pérignon

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 893 KB

english, 2012

21

Water-Soluble Dendritic Architectures with Carbohydrate Shells for the Templation and Stabilization of Catalytically Active Metal Nanoparticles

Krämer, Michael, Pérignon, Nelly, Haag, Rainer, Marty, Jean-Daniel, Thomann, Ralf, Lauth-de Viguerie, Nancy, Mingotaud, Christophe

Journal:

Year:

2005

Language:

english

File:

PDF, 250 KB

english, 2005

22

Hyperbranched Polymers Analogous to PAMAM Dendrimers for the Formation and Stabilization of Gold Nanoparticles

Pérignon, Nelly, Marty, Jean-Daniel, Mingotaud, Anne-Françoise, Dumont, Matthieu, Rico-Lattes, Isabelle, Mingotaud, Christophe

Journal:

Year:

2007

Language:

english

File:

PDF, 201 KB

english, 2007

23

Formation and Stabilization in Water of Metal Nanoparticles by a Hyperbranched Polymer Chemically Analogous to PAMAM Dendrimers

Pérignon, Nelly, Mingotaud, Anne-Françoise, Marty, Jean-Daniel, Rico-Lattes, Isabelle, Mingotaud, Christophe

Journal:

Chemistry of Materials

Year:

2004

Language:

english

File:

PDF, 159 KB

english, 2004

24

Sources of Time Variation in the Covariance Matrix of Interest Rates*

Pérignon, Christophe, Villa, Christophe

Journal:

The Journal of Business

Year:

2006

Language:

english

File:

PDF, 233 KB

english, 2006

25

Bolaamphiphile Surfactants as Nanoparticle Stabilizers: Application to Reversible Aggregation of Gold Nanoparticles

Sistach, Stéphanie, Rahme, Kamil, Pérignon, Nelly, Marty, Jean-Daniel, Viguerie, Nancy Lauth-de, Gauffre, Fabienne, Mingotaud, Christophe

Journal:

Chemistry of Materials

Year:

2008

Language:

english

File:

PDF, 129 KB

english, 2008

26

[IEEE 2012 IEEE 8th International Conference on E-Science (e-Science) - Chicago, IL, USA (2012.10.8-2012.10.12)] 2012 IEEE 8th International Conference on E-Science - RunMyCode.org: A novel dissemination and collaboration platform for executing published computational results

Stodden, Victoria, Hurlin, Christophe, Perignon, Christophe

Year:

2012

Language:

english

File:

PDF, 1.41 MB

english, 2012

27

Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports

Falter, Jean-Marc, Perignon, Christophe

Journal:

Applied Economics

Year:

2000

Language:

english

File:

PDF, 192 KB

english, 2000

28

Reduced Radiation Dose with Model-based Iterative Reconstruction versus Standard Dose with Adaptive Statistical Iterative Reconstruction in Abdominal CT for Diagnosis of Acute Renal Colic

Fontarensky, Mikael, Alfidja, Agaïcha, Perignon, Renan, Schoenig, Arnaud, Perrier, Christophe, Mulliez, Aurélien, Guy, Laurent, Boyer, Louis

Journal:

Year:

2015

Language:

english

File:

PDF, 1.52 MB

english, 2015

29

The Political Economy of Financial Innovation: Evidence from Local Governments

Pérignon, Christophe, Vallée, Boris

Journal:

Review of Financial Studies

Year:

2017

Language:

english

File:

PDF, 338 KB

english, 2017

30

Wholesale Funding Dry-Ups

PÉRIGNON, CHRISTOPHE, THESMAR, DAVID, VUILLEMEY, GUILLAUME

Journal:

The Journal of Finance

Year:

2017

Language:

english

File:

PDF, 678 KB

english, 2017

31

Pitfalls in Systemic-Risk Scoring

Benoit, Sylvain, Hurlin, Christophe, Pérignon, Christophe

Journal:

Journal of Financial Intermediation

Year:

2018

Language:

english

File:

PDF, 1.77 MB

english, 2018

32

Long-Term Clinical Protection from Falciparum Malaria Is Strongly Associated with IgG3 Antibodies to Merozoite Surface Protein 3

Roussilhon, Christian, Oeuvray, Claude, Müller-Graf, Christine, Tall, Adama, Rogier, Christophe, Trape, Jean-François, Theisen, Michael, Balde, Aissatou, Pérignon, Jean-Louis, Druilhe, Pierre, Krishna

Journal:

Year:

2007

Language:

english

File:

PDF, 246 KB

english, 2007

33

Commonality in Liquidity: A Global Perspective

Brockman, Paul, Chung, Dennis Y., Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 376 KB

english, 2006

34

A New Approach to Comparing VaR Estimation Methods

Perignon, Christophe, Smith, Daniel R.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 499 KB

english, 2008

35

Co-construction and Evaluation of a Prevention Program for Improving the Nutritional Quality of Food Purchases at No Additional Cost in a Socioeconomically Disadvantaged Population

Perignon, Marlène, Dubois, Christophe, Gazan, Rozenn, Maillot, Matthieu, Muller, Laurent, Ruffieux, Bernard, Gaigi, Hind, Darmon, Nicole

Journal:

Current Developments in Nutrition

Year:

2017

Language:

english

File:

PDF, 648 KB

english, 2017

36

Derivatives Clearing, Default Risk, and Insurance

Jones, Robert A., Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 1.55 MB

english, 2012

37

Where the Risks Lie: A Survey on Systemic Risk

Benoit, Sylvain, Colliard, Jean-Edouard, Hurlin, Christophe, Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 940 KB

english, 2015

38

Impact of Overwhelming Joy on Consumer Demand: The Case of a Soccer World-Cup Victory

Falter, Jean-Marc, Perignon, Christophe, Vercruysse, Olivier

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 349 KB

english, 2006

39

How Common are Common Return Factors Across NYSE and NASDAQ?

Perignon, Christophe, Goyal, Amit, Villa, Christophe

Journal:

SSRN Electronic Journal

Year:

2007

Language:

english

File:

PDF, 290 KB

english, 2007

40

Implied Risk Exposures

Benoit, Sylvain, Hurlin, Christophe, Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 336 KB

english, 2013

41

The Level and Quality of Value-at-Risk Disclosure by Commercial Banks

Perignon, Christophe, Smith, Daniel R.

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 533 KB

english, 2009

42

Systemic Risk Score: A Suggestion

Hurlin, Christophe, Perignon, Christophe

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.58 MB

english, 2013

43

Development of the Healthy Purchase Index (HPI): a scoring system to assess the nutritional quality of household food purchases

Tharrey, Marion, Dubois, Christophe, Maillot, Matthieu, Vieux, Florent, Méjean, Caroline, Perignon, Marlène, Darmon, Nicole

Journal:

Public Health Nutrition

Year:

2018

Language:

english

File:

PDF, 798 KB

english, 2018

44

Diversification and Value-at-Risk

Perignon, Christophe, Smith, Daniel R.

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 354 KB

english, 2008

45

The Collateral Risk of ETFs

Hurlin, Christophe, Iseli, Grrgoire, Perignon, Christophe, Yeung, Stanley

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 542 KB

english, 2014

46

What If Dividends Were Tax‐Exempt? Evidence from a Natural Experiment

Isakov, Dušan, Perignon, Christophe, Weisskopf, Jean-Philippe

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 349 KB

english, 2018

47

Industrially processed v . home-prepared dishes: what economic benefit for the consumer?

Tharrey, Marion, DroguÃ©, Sophie, Privet, Lisa, Perignon, MarlÃ¨ne, Dubois, Christophe, Darmon, Nicole

Journal:

Public Health Nutrition

Year:

2020

File:

PDF, 368 KB

2020

48

Nutritional Quality of Vegetarian and Non-Vegetarian Dishes at School: Are Nutrient Profiling Systems Sufficiently Informative?

Poinsot, Romane, Vieux, Florent, Dubois, Christophe, Perignon, MarlÃ¨ne, MÃ©jean, Caroline, Darmon, Nicole

Journal:

Year:

2020

File:

PDF, 2.14 MB

2020