Alexandre Jeanneret

HEC Montréal

Assistant Professor in Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

http://www.alexandrejeanneret.net

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 11,250

SSRN RANKINGS

Top 11,250

in Total Papers Downloads

4,340

SSRN CITATIONS
Rank 42,366

SSRN RANKINGS

Top 42,366

in Total Papers Citations

3

CROSSREF CITATIONS

10

Scholarly Papers (13)

1.

The Dynamics of Sovereign Credit Risk

Journal of Financial and Quantitative Analysis (JFQA), Vol. 50, 2015
Number of pages: 64 Posted: 13 Dec 2007 Last Revised: 19 Nov 2018
Alexandre Jeanneret
HEC Montréal
Downloads 1,333 (14,668)
Citation 7

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

2.

International Firm Investment under Exchange Rate Uncertainty

Review of Finance, 20, 2016
Number of pages: 44 Posted: 03 Mar 2008 Last Revised: 19 Nov 2018
Alexandre Jeanneret
HEC Montréal
Downloads 817 (30,179)

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), 2017, 52, 305-339.
Number of pages: 94 Posted: 05 Dec 2010 Last Revised: 19 Nov 2018
Alexandre Jeanneret
HEC Montréal
Downloads 440 (67,598)
Citation 3

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

4.

What Drives Equity Prices: Short- or Long-Run Risk?

Number of pages: 50 Posted: 12 Feb 2018 Last Revised: 09 Aug 2019
Christian Dorion, Adelphe Ekponon and Alexandre Jeanneret
HEC Montreal, University of Cambridge - Judge Business School and HEC Montréal
Downloads 388 (78,502)
Citation 1

Abstract:

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

5.

Sovereign Bond Premium and Global Macroeconomic Conditions

University of Miami Business School Research Paper No. 3162853
Number of pages: 62 Posted: 02 May 2018 Last Revised: 14 Oct 2019
Sandro C. Andrade, Adelphe Ekponon and Alexandre Jeanneret
University of Miami - Department of Finance, University of Cambridge - Judge Business School and HEC Montréal
Downloads 329 (94,824)

Abstract:

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Sovereign debt, credit risk, asset pricing, macroeconomic conditions

6.

Convertible Debt and Shareholder Incentives

Journal of Corporate Finance, (24) 2014
Number of pages: 43 Posted: 10 Oct 2012 Last Revised: 19 Nov 2018
Christian Dorion, Pascal Francois, Gunnar Grass and Alexandre Jeanneret
HEC Montreal, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 308 (101,933)

Abstract:

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

7.

Asset Pricing with Persistence Risk

Review of Financial Studies, Forthcoming
Number of pages: 61 Posted: 07 Sep 2017 Last Revised: 21 Nov 2018
Daniel Andrei, Michael Hasler and Alexandre Jeanneret
McGill University, University of Texas at Dallas, Naveen Jindal School of Management, Department of Finance and HEC Montréal
Downloads 147 (206,561)
Citation 2

Abstract:

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persistence risk, learning, long-run risk

8.

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

31st Australasian Finance and Banking Conference 2018
Number of pages: 47 Posted: 30 Jul 2018 Last Revised: 13 Nov 2018
Louis Gagnon and Alexandre Jeanneret
Queen's University - Smith School of Business and HEC Montréal
Downloads 146 (207,737)

Abstract:

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

9.

A Credit-Based Theory of the Currency Risk Premium

Number of pages: 69 Posted: 03 Jul 2019
Pasquale Della Corte, Alexandre Jeanneret and Ella Patelli
Imperial College Business School, HEC Montréal and HEC Montréal
Downloads 142 (212,453)
Citation 1

Abstract:

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exchange rate, predictability, risk premium, credit risk, sovereign default

10.

Sovereign Defaults by Currency Denomination

Journal of International Money and Finance, (60) 2016
Number of pages: 46 Posted: 29 Jun 2014 Last Revised: 19 Nov 2018
Alexandre Jeanneret and Slim Souissi
HEC Montréal and TELECOM Ecole de Management
Downloads 134 (222,612)

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

Low Inflation: High Default Risk AND High Equity Valuations

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-81
Number of pages: 79 Posted: 29 Nov 2018
Imperial College Business School, HEC Montreal, HEC Montréal and University of Chicago - Finance
Downloads 73 (337,574)

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low inflation, default risk, equity, leverage, credit spreads

Low Inflation: High Default Risk and High Equity Valuations

Chicago Booth Research Paper No. 18-12
Number of pages: 78 Posted: 11 Dec 2018
Imperial College Business School, HEC Montreal, HEC Montréal and University of Chicago - Finance
Downloads 20 (560,197)

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low inflation, default risk, equity, leverage, credit spreads

Low Inflation: High Default Risk and High Equity Valuations

NBER Working Paper No. w25317
Number of pages: 78 Posted: 03 Dec 2018
Imperial College Business School, HEC Montreal, HEC Montréal and University of Chicago - Finance
Downloads 5 (667,101)
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12.

When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity

Number of pages: 43 Posted: 24 May 2019
Alexandre Jeanneret
HEC Montréal
Downloads 38 (448,859)

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Carry Trade, Commodity Prices, FX Liquidity, Exchange Rates

13.

Low Inflation: High Default Risk and High Equity Valuations

CESifo Working Paper No. 7391
Number of pages: 79 Posted: 21 Feb 2019
University of Oxford - Department of Economics, HEC Montreal, HEC Montréal and University of Chicago - Finance
Downloads 20 (541,505)

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low inflation, default risk, equity, leverage, credit spreads