Adrien d'Avernas

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

  • Swedish House of Finance

SCHOLARLY PAPERS

4

DOWNLOADS

106

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (4)

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1.

Disentangling Credit Spreads and Equity Volatility

Swedish House of Finance Research Paper No. 18-9
Number of pages: 90 Posted: 01 Feb 2018 Last Revised: 22 May 2018
Adrien d'Avernas
Swedish House of Finance
Downloads 55 (401,224)
Citation 3

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2.

Unconventional Monetary Policy and Funding Liquidity Risk

Downloads 43 (445,212)
Citation 1

Unconventional Monetary Policy and Funding Liquidity Risk

ECB Working Paper No. 2350
Number of pages: 56 Posted: 04 Jan 2020
Adrien d'Avernas, Quentin Vandeweyer and Matthieu Darracq Paries
Swedish House of Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 30 (517,128)

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asset pricing, money markets, quantitative easing, shadow banks

Unconventional Monetary Policy and Funding Liquidity Risk

Number of pages: 54 Posted: 30 Dec 2019
Adrien d'Avernas, Quentin Vandeweyer and Matthieu Darracq Paries
Swedish House of Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 13 (631,680)
Citation 1

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Asset Pricing, Quantitative Easing, Money Markets, Shadow Banks

3.

Government Guarantees and the Valuation of American Banks

NBER Working Paper No. w24706
Number of pages: 84 Posted: 18 Jun 2018
Andrew Atkeson, Adrien d'Avernas, Andrea L. Eisfeldt and Pierre-Olivier Weill
University of California, Los Angeles (UCLA) - Department of Economics, Swedish House of Finance, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 6 (656,282)
Citation 3

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4.

Financial Risk Capacity

NBER Working Paper No. w26561
Number of pages: 57 Posted: 16 Dec 2019
Saki Bigio and Adrien d'Avernas
University of California, Los Angeles (UCLA) - Department of Economics and Swedish House of Finance
Downloads 2 (688,658)
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