Alexandre Jeanneret

HEC Montréal

Assistant Professor in Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://www.alexandrejeanneret.com

SCHOLARLY PAPERS

9

DOWNLOADS
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SSRN RANKINGS

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in Total Papers Downloads

3,280

CITATIONS
Rank 25,323

SSRN RANKINGS

Top 25,323

in Total Papers Citations

10

Scholarly Papers (9)

1.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 37 Posted: 13 Dec 2007 Last Revised: 23 Sep 2013
Alexandre Jeanneret
HEC Montréal
Downloads 1,298 (13,451)
Citation 6

Abstract:

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Sovereign Debt, Credit Risk, Asset Pricing, International Financial Markets

2.

International Firm Investment under Exchange Rate Uncertainty

Review of Finance, Forthcoming
Number of pages: 54 Posted: 03 Mar 2008 Last Revised: 24 Oct 2015
Alexandre Jeanneret
HEC Montréal
Downloads 800 (27,673)

Abstract:

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Real Options, Uncertainty, International Investment, Foreign Exchange

3.

Sovereign Default Risk and the US Equity Market

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 94 Posted: 05 Dec 2010 Last Revised: 07 Apr 2015
Alexandre Jeanneret
HEC Montréal
Downloads 427 (62,664)
Citation 4

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Sovereign Debt, Volatility, Credit Risk, Asset Pricing, International Financial Markets

4.

Convertible Debt and Shareholder Incentives

Journal of Corporate Finance, Forthcoming
Number of pages: 43 Posted: 10 Oct 2012 Last Revised: 02 Dec 2013
Christian Dorion, Pascal Francois, Gunnar Grass and Alexandre Jeanneret
HEC Montreal, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 288 (98,513)

Abstract:

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Convertible bonds, Risk-shifting, Asset substitution, Agency conflict, Financial distress, Asset volatility, Contingent claims

5.

Sovereign Defaults by Currency Denomination

Journal of International Money and Finance, Forthcoming
Number of pages: 46 Posted: 29 Jun 2014 Last Revised: 07 Apr 2015
Alexandre Jeanneret and Slim Souissi
HEC Montréal and TELECOM Ecole de Management
Downloads 119 (220,071)

Abstract:

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Sovereign Default, Local Currency Debt, Foreign Currency Debt, International Bonds

6.

What Drives Corporate Asset Prices: Short- or Long-Run Risk?

Number of pages: 69 Posted: 12 Feb 2018 Last Revised: 08 Oct 2018
Christian Dorion, Adelphe Ekponon and Alexandre Jeanneret
HEC Montreal, University of Cambridge - Judge Business School and HEC Montréal
Downloads 114 (227,157)

Abstract:

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Asset pricing, long-run risk, cross-section of returns, recursive preferences

7.

Asset Pricing with Persistence Risk

Number of pages: 56 Posted: 07 Sep 2017 Last Revised: 13 Aug 2018
Daniel Andrei, Michael Hasler and Alexandre Jeanneret
McGill University, University of Toronto - Rotman School of Management and HEC Montréal
Downloads 104 (242,322)

Abstract:

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persistence risk, learning, long-run risk

8.

Do Corporate Governance Reforms Impact Equity Volatility? Theory and Worldwide Evidence

Number of pages: 47 Posted: 30 Jul 2018 Last Revised: 13 Nov 2018
Louis Gagnon and Alexandre Jeanneret
Smith School of Business and HEC Montréal
Downloads 69 (311,930)

Abstract:

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Equity volatility, corporate governance, financial risk, idiosyncratic risk, international markets

9.

Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads

Number of pages: 55 Posted: 02 May 2018
Sandro C. Andrade, Adelphe Ekponon and Alexandre Jeanneret
University of Miami - Department of Finance, University of Cambridge - Judge Business School and HEC Montréal
Downloads 61 (332,576)

Abstract:

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Sovereign debt, credit risk, asset pricing, macroeconomic conditions