Jean-Edouard Colliard

HEC Paris - Finance Department

Assistant Professor

France

SCHOLARLY PAPERS

13

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5,397

SSRN CITATIONS
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Top 4,727

in Total Papers Citations

55

CROSSREF CITATIONS

173

Scholarly Papers (13)

1.

Where the Risks Lie: A Survey on Systemic Risk

HEC Paris Research Paper No. FIN-2015-1088
Number of pages: 58 Posted: 15 Mar 2015 Last Revised: 09 Feb 2016
Université Paris Dauphine - LEDa-SDFi, HEC Paris - Finance Department, University of Orleans and HEC Paris - Finance Department
Downloads 1,690 (9,954)
Citation 47

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Banking, Macroprudential Regulation, Systemically Important Financial In- stitutions, Financial Crises, Too-Big-To-Fail

Financial Transaction Taxes, Market Composition, and Liquidity

Journal of Finance, Forthcoming
Number of pages: 94 Posted: 12 Feb 2013 Last Revised: 01 Nov 2016
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 892 (25,981)
Citation 13

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Financial transaction tax, institutional trading, liquidity, high-frequency trading

Financial Transaction Taxes, Market Composition, and Liquidity

ECB Working Paper No. 2030
Number of pages: 98 Posted: 07 Mar 2017
Jean-Edouard Colliard and Peter Hoffmann
HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 71 (340,522)
Citation 1

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Financial Transaction Tax, Institutional Trading, Liquidity, High-Frequency Trading

3.
Downloads 370 ( 82,282)
Citation 34

Trading Fees and Efficiency in Limit Order Markets

Number of pages: 57 Posted: 12 May 2011 Last Revised: 15 Mar 2013
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 362 (83,729)
Citation 9

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Limit order markets, trading fees, make/take fees, inter-market competition, liquidity.

Trading Fees and Efficiency in Limit Order Markets

CEPR Discussion Paper No. DP8395
Number of pages: 68 Posted: 26 May 2011
Jean-Edouard Colliard and Thierry Foucault
HEC Paris - Finance Department and HEC Paris - Finance Department
Downloads 8 (640,267)
Citation 1
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inter-market competition, Limit order markets, liquidity, make/take fees, OTC markets, trading fees

Catching Falling Knives: Speculating on Liquidity Shocks

Number of pages: 54 Posted: 17 Oct 2012 Last Revised: 19 Nov 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 233 (134,911)
Citation 3

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supply information, non-fundamental uncertainty, market crashes, arbitrage

Catching Falling Knives: Speculating on Market Overreaction

ECB Working Paper No. 1545
Number of pages: 53 Posted: 19 Jun 2013
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 136 (218,908)

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market crashes, speculation, supply information, high-frequency trading

Strategic Selection of Risk Models and Bank Capital Regulation

Number of pages: 55 Posted: 03 Nov 2012 Last Revised: 27 Aug 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 216 (145,318)
Citation 1

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Basel risk-weights, internal risk models, leverage ratio, tail risk

Strategic Selection of Risk Models and Bank Capital Regulation

Forthcoming, Management Science, HEC Paris Research Paper No. 1229
Number of pages: 55 Posted: 18 Sep 2017 Last Revised: 29 Nov 2017
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 98 (278,832)
Citation 7

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basel risk-weights, internal risk models, leverage ratio, supervisory audits

Rational Blinders: Strategic Selection of Risk Models and Bank Capital Regulation

ECB Working Paper No. 1641
Number of pages: 46 Posted: 15 Mar 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 44 (429,922)

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Basel risk-weights, internal risk models, leverage ratio, tail risk

6.

Monitoring the Supervisors: Optimal Regulatory Architecture in a Banking Union

Number of pages: 41 Posted: 05 Jun 2013 Last Revised: 17 Apr 2014
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 346 (88,925)
Citation 6

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banking union, single supervisory mechanism, bank supervision, bank resolution, regulatory federalism

Optimal Supervisory Architecture and Financial Integration in a Banking Union

ECB Working Paper No. 1786
Number of pages: 46 Posted: 20 Jun 2015
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 193 (161,754)

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bank supervision; banking union; financial integration; regulatory federalism; single supervisory mechanism

Optimal Supervisory Architecture and Financial Integration in a Banking Union

HEC Paris Research Paper No. FIN-2018-1319
Number of pages: 58 Posted: 29 Nov 2018
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 70 (343,306)
Citation 3

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banking union, bank supervision, financial integration

Optimal Supervisory Architecture and Financial Integration in a Banking Union

HEC Paris Research Paper, No. FIN-2017-1230
Number of pages: 51 Posted: 21 Sep 2017 Last Revised: 29 Nov 2017
Jean-Edouard Colliard
HEC Paris - Finance Department
Downloads 57 (382,563)
Citation 4

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banking union, bank supervision, financial integration

8.
Downloads 301 (103,664)
Citation 3

Multinational Banks and Supranational Supervision

HEC Paris Research Paper No. FIN-2016-1152
Number of pages: 57 Posted: 25 Apr 2016 Last Revised: 12 Jan 2017
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and University of Vienna
Downloads 208 (150,680)
Citation 2

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Cross-Border Banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

Number of pages: 49 Posted: 07 Feb 2017 Last Revised: 11 May 2018
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and Centre for Economic Policy Research (CEPR)
Downloads 92 (290,706)

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Cross-border banks, Multinational banks, Supervision, Monitoring, Regulation, Banking Union

Multinational Banks and Supranational Supervision

CEPR Discussion Paper No. DP11326
Number of pages: 56 Posted: 13 Jun 2016
Giacomo Calzolari, Jean-Edouard Colliard and Gyongyi Loranth
European University Institute - Economics Department (ECO), HEC Paris - Finance Department and University of Vienna
Downloads 1 (703,316)
Citation 1
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Banking Union, Cross-border banks, Monitoring, Multinational banks, regulation, Supervision

Cash Providers: Asset Dissemination over Intermediation Chains

CEPR Discussion Paper No. DP10747
Number of pages: 65 Posted: 18 Mar 2014 Last Revised: 16 Apr 2017
Jean-Edouard Colliard and Gabrielle Demange
HEC Paris - Finance Department and Paris School of Economics (PSE)
Downloads 243 (129,356)
Citation 10

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intermediation chains, liquidity, OTC markets, dealer markets

Asset Dissemination Through Dealer Markets

HEC Paris Research Paper No. FIN-2018-1296
Number of pages: 63 Posted: 05 Sep 2018 Last Revised: 02 Nov 2019
Jean-Edouard Colliard and Gabrielle Demange
HEC Paris - Finance Department and Paris School of Economics (PSE)
Downloads 48 (414,189)
Citation 3

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intermediation chains, liquidity, OTC markets, dealer markets

Inventory Management, Dealers' Connections, and Prices in OTC Markets

HEC Paris Research Paper No. FIN-2018-1286
Number of pages: 60 Posted: 10 Jul 2018 Last Revised: 13 Dec 2019
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
Downloads 181 (171,545)
Citation 6

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OTC markets, Interdealer trading, Inventory management

Inventory Management, Dealers' Connections, and Prices in OTC Markets

CEPR Discussion Paper No. DP13093
Number of pages: 64 Posted: 06 Aug 2018
Jean-Edouard Colliard, Thierry Foucault and Peter Hoffmann
HEC Paris - Finance Department, HEC Paris - Finance Department and European Central Bank (ECB) - Directorate General Research
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interdealer trading, Inventory management, OTC markets

11.

Financial Restructuring and Resolution of Banks

HEC Paris Research Paper No. FIN-2018-1272
Number of pages: 57 Posted: 23 May 2018
Jean-Edouard Colliard and Denis Gromb
HEC Paris - Finance Department and HEC Paris
Downloads 154 (197,273)
Citation 8

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Bank resolution, bail-out, bail-in, debt restructuring

12.

The Architecture of Supervision

ECB Working Paper No. 2287 (2019); ISBN 978-92-899-3549-4
Number of pages: 65 Posted: 12 Jun 2019
European Central Bank (ECB) - Directorate General Research, City University London - Sir John Cass Business School, European Central Bank (ECB), HEC Paris - Finance Department, European Central Bank, Financial Research Division, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 53 (389,871)
Citation 2

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supervisory structure, central banks, lender of last resort, policy coordination

13.

Measuring Regulatory Complexity

HEC Paris Research Paper No. FIN-2020-1358
Number of pages: 42
Jean-Edouard Colliard and Co-Pierre Georg
HEC Paris - Finance Department and Deutsche Bundesbank
Downloads 1

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Financial Regulation, Capital Regulation, Regulatory Complexity, Basel Accords.