Aller à : contenu haut bas recherche
 
 
EN     FR
Vous êtes ici:   UNIL > HEC Inst. > HEC App. > RECHERCHE
 
 

Diane Pierret

Contact

Tenure-Track Assistant Professor
Department of Finance


Contact
Diane.Pierret@unil.ch
Extranef, room 230
Tel 021.692.61.28

Postal address
Université de Lausanne
Quartier UNIL-Dorigny
Bâtiment Extranef
1015 Lausanne

Teaching

master Advanced Econometrics
Related programme
Master of Science (MSc) in Finance
bachelor Mathématiques I
Related programmes
Bachelor of Science (BSc) in Management
Bachelor of Science (BSc) in Economics

Assistants

Alexandre Axilais
alexandre.axilais@unil.ch
Tel: (021 692) 3677
Room: 130

full description
 

Publications

3 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Pierret D. (2015). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, 11, 193-227. Peer Reviewed


Acharya V., Engle R. ; Pierret D. (2014). Testing macroprudential stress tests: The risk of regulatory risk weights. Journal of Monetary Economics, 65, 36-53. Peer Reviewed


Bauwens L., Hafner C.M. ; Pierret D. (2013). Multivariate volatility modeling of electricity futures. Journal of Applied Econometrics, 28, 743-761. Peer Reviewed


Keywords

  • banking
  • risk management (4)
  • stress tests
  • systemic risk

 
 
Search


Internef - CH-1015 Lausanne - Suisse  -   Tél. +41 21 692 33 00  -   Fax +41 21 692 33 05
Swiss University