Alexandre Jeanneret
HEC Montréal
H-index: 10
North America-Canada
Top articles of Alexandre Jeanneret
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
A credit-based theory of the currency risk premium | Journal of Financial Economics | Pasquale Della Corte Alexandre Jeanneret Ella DS Patelli | 2023/9/1 |
High inflation: Low default risk and low equity valuations | The Review of Financial Studies | Harjoat S Bhamra Christian Dorion Alexandre Jeanneret Michael Weber | 2023/3/1 |
Default Risk Linkages in a Structural Credit Model | Jan Ericsson Kristoffer Glover Alexandre Jeanneret Lucie Y Lu | 2023/11/14 | |
How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory | Worldwide Evidence and Theory (January 12, 2023). Forthcoming in The Review of Corporate Finance Studies | Louis Gagnon Alexandre Jeanneret | 2023/1/12 |
Survey Expectations Meet Option Prices: New Insights from the FX Market | Pasquale Della Corte Can Gao Alexandre Jeanneret | 2023/9/12 | |
Sovereign risk premia and global macroeconomic conditions | Journal of Financial Economics | Sandro C Andrade Adelphe Ekponon Alexandre Jeanneret | 2023/1/1 |
Commodity prices and currencies | Available at SSRN 4564504 | Alexandre Jeanneret Valeri Sokolovski | 2023/9/10 |
A Macrofinance Model for Option Prices: A Story of Rare Economic Events | Management Science | Michael Hasler Alexandre Jeanneret | 2023/9 |
Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk | WBS Finance Group Research Paper Forthcoming, UNSW Business School Research Paper Forthcoming | Alexander Dickerson Mathieu Fournier Alexandre Jeanneret Philippe Mueller | 2022/6/16 |
Expected Currency Returns | Pasquale Della Corte Can Gao Alexandre Jeanneret | 2022/3/2 | |
Default Linkages in a Structural Credit Model | Available at SSRN 3839885 | Jan Ericsson Alexandre Jeanneret Lucie Y Lu | 2022 |
The Motivation and Consequence of Firm Attention to Retail Investors | Available at SSRN 4508415 | Alexandre Jeanneret Tianyi Lu Wenjin Tang | 2022/10/31 |