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Zigrand, Jean-Pierre's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,364 |
Total
Citations
66 |
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1.
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Danielsson, Jon
London School of Economics - Department of Accounting and Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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1,259
(6,329)
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11
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Square-root-of-time rule, time-scaling of risk, value-at-risk, systemic risk, risk regulation, jump diffusions
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2.
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Danielsson, Jon
London School of Economics - Department of Accounting and Finance Shin, Hyun Song
Princeton University - Department of Economics Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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17 Mar 09
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Last Revised:
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05 Oct 12
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605
(19,740)
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20
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Liquidity, Endogenous Risk, Financial Crises
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3.
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Danielsson, Jon
London School of Economics - Department of Accounting and Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group Shin, Hyun Song
Princeton University - Department of Economics
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402
(33,871)
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6
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value-at-risk, general equilibrium, financial regulation
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4.
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Danielsson, Jon
London School of Economics - Department of Accounting and Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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384
(35,824)
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9
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General equilibrium; Value-at-risk; Risk regulation
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5.
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Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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135
(107,255)
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1
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Arbitrage, Trading Frictions, Asset Pricing, Informational Inefficiencies
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6.
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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07 Jul 09
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Last Revised:
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25 Jan 13
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131
(109,999)
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Fragmented markets, intermediation, arbitrage, liquidity, contagion
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7.
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Strategic Financial Innovation in Segmented Markets
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Versions (3)
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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Posted:
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27 Sep 07
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Last Revised:
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29 Jul 10
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121
(117,318)
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8
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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0
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D52, G12
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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71
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8
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Security design, arbitrage, intermediation, market segmentation
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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50
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8
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Security design, arbitrage, intermediation, market segmentation
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8.
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Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group Rahi, Rohit
London School of Economics - Department of Finance
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07 Jul 09
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Last Revised:
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23 Mar 10
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119
(118,861)
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1
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Networks, arbitrage, segmented markets
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9.
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Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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115
(122,131)
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Liquidity, intermediation, arbitrage, restricted participation, contagion, market microstructure
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10.
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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| Posted: |
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14 Nov 07
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Last Revised:
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06 Jan 08
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77
(160,133)
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3
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Liquidity, intermediation, arbitrage, restricted participation, contagion, market microstructure
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11.
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Financial Innovation in Segmented Markets
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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Posted:
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11 Feb 04
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Last Revised:
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12 Oct 07
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16
(289,547)
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7
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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16
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7
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Asset innovation, arbitrage, restricted participation, innovation games
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Rahi, Rohit
London School of Economics - Department of Finance Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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0
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12.
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Danielsson, Jon
London School of Economics - Department of Accounting and Finance Shin, Hyun Song
Princeton University - Department of Economics Zigrand, Jean-Pierre
London School of Economics - Department of Finance and Financial Markets Group
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