By Professor Alexandre Jeanneret

Journal articles

Hasler M; Jeanneret A, 2023, 'A Macrofinance Model for Option Prices: A Story of Rare Economic Events', Management Science, 69, pp. 5543 - 5559, http://dx.doi.org/10.1287/mnsc.2022.4587

Gagnon L; Jeanneret A, 2023, 'How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory', REVIEW OF CORPORATE FINANCE STUDIES, http://dx.doi.org/10.1093/rcfs/cfad002

Andrade SC; Ekponon A; Jeanneret A, 2023, 'Sovereign risk premia and global macroeconomic conditions', Journal of Financial Economics, 147, pp. 172 - 197, http://dx.doi.org/10.1016/j.jfineco.2022.07.003

Della Corte P; Jeanneret A; Patelli E, 2023, 'A credit-based theory of the currency risk premium', Journal of Financial Economics, forthcoming

Bhamra HS; Dorion C; Jeanneret A; Weber M, 2022, 'High Inflation: Low Default Risk and Low Equity Valuations', Review of Financial Studies, 36, pp. hhac021 - hhac021, http://dx.doi.org/10.1093/rfs/hhac021

Andrei D; Hasler M; Jeanneret A, 2019, 'Asset pricing with persistence risk', The Review of Financial Studies, 32, pp. 2809 - 2849, http://dx.doi.org/10.1093/rfs/hhy121

Jeanneret A, 2018, 'Sovereign credit spreads under good/bad governance', Journal of Banking & Finance, 93, pp. 230 - 246, http://dx.doi.org/10.1016/j.jbankfin.2018.04.005

Jeanneret A, 2017, 'Sovereign default risk and the US equity market', Journal of Financial and Quantitative Analysis, 52, pp. 305 - 339, http://dx.doi.org/10.1017/S0022109016000776

Jeanneret A, 2016, 'International firm investment under exchange rate uncertainty', Review of Finance, 20, pp. 2015 - 2048

Jeanneret A; Souissi S, 2016, 'Sovereign defaults by currency denomination', Journal of International Money and Finance, 60, pp. 197 - 222

Jeanneret A; Chouaib E, 2015, 'The European Debt Crisis', ACTUALITE ECONOMIQUE, 91, pp. 599 - 631, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000433766700009&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Jeanneret A, 2015, 'The dynamics of sovereign credit risk', Journal of Financial and Quantitative Analysis, 50, pp. 963 - 985

Dorion C; François P; Grass G; Jeanneret A, 2014, 'Convertible debt and shareholder incentives', Journal of Corporate Finance, 24, pp. 38 - 56

Hasler M; Jeanneret A, 'The Dynamics of the Implied Volatility Surface: A Story of Rare Economic Events', SSRN Electronic Journal, http://dx.doi.org/10.2139/ssrn.3590242

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