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

10

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3,427

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Scholarly Papers (10)

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 1,302 (13,622)

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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 806 (27,890)

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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 429 (63,379)

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

4.

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 291 (99,022)

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

5.

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

Number of pages: 68 Posted: 12 Feb 2018 Last Revised: 08 Jan 2019
Christian Dorion, Adelphe Ekponon and Alexandre Jeanneret
HEC Montreal, University of Cambridge - Judge Business School and HEC Montréal
Downloads 143 (193,626)

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

6.

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 119 (223,415)

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

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 Toronto - Rotman School of Management and HEC Montréal
Downloads 117 (226,337)

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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
Smith School of Business and HEC Montréal
Downloads 93 (265,248)

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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: 57 Posted: 02 May 2018 Last Revised: 19 Nov 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 82 (286,792)

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Sovereign debt, credit risk, asset pricing, macroeconomic conditions

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 28 (467,814)

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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 15 (545,625)

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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 2 (633,239)
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