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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3,216

CITATIONS
Rank 26,873

SSRN RANKINGS

Top 26,873

in Total Papers Citations

9

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 1,296 (13,269)
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 799 (27,319)

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 426 (61,930)
Citation 3

Abstract:

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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 285 (98,187)

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 118 (218,633)

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: 30 Jul 2018
Christian Dorion, Adelphe Ekponon and Alexandre Jeanneret
HEC Montreal, University of Cambridge - Judge Business School and HEC Montréal
Downloads 103 (240,938)

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 101 (244,230)

Abstract:

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persistence risk, learning, long-run risk

8.

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 55 (345,551)

Abstract:

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Sovereign debt, credit risk, asset pricing, macroeconomic conditions

9.

Corporate Governance, Capital Structure, and Stock Return Volatility

Number of pages: 52 Posted: 30 Jul 2018
Louis Gagnon and Alexandre Jeanneret
Smith School of Business and HEC Montréal
Downloads 33 (421,850)

Abstract:

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Equity volatility, corporate governance, financial risk, idiosyncratic risk, inter- national markets