Items where Author is "Zigrand, Jean-Pierre"

Number of items: 46.
Article
  • Are asset managers systemically important? Danielsson, Jon and Zigrand, Jean-Pierre
  • Endogenous extreme events and the dual role of prices. Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
  • Endogenous market integration, manipulation and limits to arbitrage. Zigrand, Jean-Pierre
  • Equilibrium asset pricing with systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre
  • Europe’s proposed capital markets union: disruption will drive investment and innovation. Danielsson, Jon and Micheler, Eva and Neugebauer, Katja and Uthemann, Andreas and Zigrand, Jean-Pierre
  • Information acquisition, price informativeness, and welfare. Rahi, Rohit and Zigrand, Jean-Pierre
  • Layered networks, equilibrium dynamics, and stable coalitions. Fu, Jing and Page, Frank and Zigrand, Jean-Pierre picture_as_pdf
  • On the financial market consequences of Brexit. Danielsson, Jon and Macrae, Robert and Zigrand, Jean-Pierre
  • On time-scaling of risk and the square-root-of-time rule. Danielsson, Jon and Zigrand, Jean-Pierre
  • Rational asset pricing implications from realistic trading frictions. Zigrand, Jean-Pierre
  • Regulating hedge funds. Danielsson, Jon and Zigrand, Jean-Pierre
  • Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Walrasian foundations for equilibria in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Why macropru can end up being procyclical. Danielsson, Jon and Macrae, Robert and Tsomocos, Dimitrios P. and Zigrand, Jean-Pierre
  • The coronavirus crisis is no 2008. Danielsson, Jon and Macrae, Robert and Vayanos, Dimitri and Zigrand, Jean-Pierre
  • A general equilibrium analysis of strategic arbitrage. Zigrand, Jean-Pierre
  • The impact of risk regulation on price dynamics. Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre
  • A proposed research and policy agenda for systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre
    • Chapter
  • Centralized or decentralized? A principal agent game of network formation. Fu, Jing and Page, Frank and Zigrand, Jean-Pierre
  • Physics of finance. Zigrand, Jean-Pierre
    • Conference or Workshop Item
  • Arbitrage networks. Rahi, Rohit and Zigrand, Jean-Pierre
    • Report
  • Systems and systemic risk in finance and economics. Zigrand, Jean-Pierre
    • Online resource
  • Europe’s proposed capital markets union: how disruptive technologies will drive investment and innovation. Danielsson, Jon and Micheler, Eva and Neugebauer, Katja and Uthemann, Andreas and Zigrand, Jean-Pierre
    • Working paper
  • Arbitrage and endogenous market integration. Zigrand, Jean-Pierre picture_as_pdf
  • Arbitrage networks. Rahi, Rohit and Zigrand, Jean-Pierre
  • Asset price dynamics with value-at-risk constrained traders. Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre picture_as_pdf
  • Balance sheet capacity and endogenous risk. Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
  • Consistent measures of risk. Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G.
  • Economic impact assessments on MiFID II policy measures related to computer trading in financial markets. Linton, Oliver and O'Hara, Maureen and Zigrand, Jean-Pierre
  • Endogenous and systemic risk. Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre
  • Endogenous liquidity and contagion. Rahi, Rohit and Zigrand, Jean-Pierre picture_as_pdf
  • Equilibrium asset pricing with systemic risk. Danielsson, Jon and Zigrand, Jean-Pierre
  • Information acquisition, price informativeness and welfare. Rahi, Rohit and Zigrand, Jean-Pierre picture_as_pdf
  • Layered networks, equilibrium dynamics, and stable coalitions. Fu, Jing and Page, Frank and Zigrand, Jean-Pierre picture_as_pdf
  • Market fragmentation and contagion. Rahi, Rohit and Zigrand, Jean-Pierre picture_as_pdf
  • Market quality and contagion in fragmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Market resilience. Danielsson, Jon and Panayi, Efstathios and Peters, Gareth and Zigrand, Jean-Pierre picture_as_pdf
  • On time-scaling of risk and the square–root–of–time rule. Danielsson, Jon and Zigrand, Jean-Pierre
  • Rational asset pricing implications from realistic trading frictions. Zigrand, Jean-Pierre
  • Rational limits to arbitrage. Zigrand, Jean-Pierre
  • Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Strategic financial innovation in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • Walrasian foundations for equilibria in segmented markets. Rahi, Rohit and Zigrand, Jean-Pierre
  • What happens when you regulate risk?: evidence from a simple equilibrium model. Zigrand, Jean-Pierre and Danielsson, Jon
  • A theory of strategic intermediation and endogenous liquidity. Rahi, Rohit and Zigrand, Jean-Pierre