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Christophe Perignon

Institution: HEC Paris (École des Hautes Études Commerciales)

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.hec.fr/perignon

First Publication: 2000

Most Recent: 2021

RePEc ID: ppe841 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 1.35 0.00 0.00 1.35 42%
Last 10 Years 0.00 4.71 2.19 0.00 6.90 80%
All Time 0.00 6.05 10.26 0.50 16.82 93%

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 14.30

Publications (19)

Year Article Journal Tier Authors
2021 The Private Production of Safe Assets Journal of Finance A 3
2019 The counterparty risk exposure of ETF investors Journal of Banking & Finance B 4
2019 Pitfalls in systemic-risk scoring Journal of Financial Intermediation B 3
2018 Wholesale Funding Dry‐Ups Journal of Finance A 3
2017 CoMargin Journal of Financial and Quantitative Analysis B 4
2017 Where the Risks Lie: A Survey on Systemic Risk Review of Finance B 4
2017 The Political Economy of Financial Innovation: Evidence from Local Governments The Review of Financial Studies A 2
2015 Implied Risk Exposures Review of Finance B 3
2013 The Risk Map: A new tool for validating risk models Journal of Banking & Finance B 3
2011 The pernicious effects of contaminated data in risk management Journal of Banking & Finance B 3
2010 Diversification and Value-at-Risk Journal of Banking & Finance B 2
2010 The level and quality of Value-at-Risk disclosure by commercial banks Journal of Banking & Finance B 2
2009 Commonality in Liquidity: A Global Perspective Journal of Financial and Quantitative Analysis B 3
2008 How common are common return factors across the NYSE and Nasdaq? Journal of Financial Economics A 3
2008 Do banks overstate their Value-at-Risk? Journal of Banking & Finance B 3
2007 Why common factors in international bond returns are not so common Journal of International Money and Finance B 3
2007 Yield-factor volatility models Journal of Banking & Finance B 2
2001 Evolution of market uncertainty around earnings announcements Journal of Banking & Finance B 2
2000 Demand for football and intramatch winning probability: an essay on the glorious uncertainty of sports Applied Economics C 2