By Professor Alexandre Jeanneret

Preprints

Jeanneret A; Sokolovski V, 2023, Looking Under the Hood of Commodity Currency Predictability, http://dx.doi.org/10.2139/ssrn.4564504

Jeanneret A; Lu T; Tang W, 2023, The Motivation and Consequence of Firm Attention to Retail Investors, http://dx.doi.org/10.2139/ssrn.4508415

Dickerson A; Fournier M; Jeanneret A; Mueller P, 2022, Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk, http://dx.doi.org/10.2139/ssrn.4138544

Ericsson J; Jeanneret A; Lu L; Glover KJ, 2021, Excess Co-movement in Default Risk, http://dx.doi.org/10.2139/ssrn.3839885

Hasler M; Jeanneret A, 2020, A Macro-Finance Model for Option Prices: A Story of Rare Economic Events, http://dx.doi.org/10.2139/ssrn.3590242

Della Corte P; Jeanneret A; Patelli E, 2019, A Credit-Based Theory of the Currency Risk Premium, http://dx.doi.org/10.2139/ssrn.3413785

Jeanneret A, 2019, When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity, http://dx.doi.org/10.2139/ssrn.3379090

Dorion C; Ekponon A; Jeanneret A, 2018, What Drives Equity Prices: Short- or Long-Run Risk?, http://dx.doi.org/10.2139/ssrn.3116235

Bhamra HS; Dorion C; Jeanneret A; Weber M, 2018, High Inflation: Low Default Risk and Low Equity Valuations, http://dx.doi.org/10.2139/ssrn.3290745

Gagnon LJ; Jeanneret A, 2018, How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory, http://dx.doi.org/10.2139/ssrn.3222818

Andrei D; Hasler M; Jeanneret A, 2017, Asset Pricing with Persistence Risk, http://dx.doi.org/10.2139/ssrn.3032238

Jeanneret A; Souissi S, 2014, Sovereign Defaults by Currency Denomination, http://dx.doi.org/10.2139/ssrn.2365059

Jeanneret A, 2012, The Dynamics of Sovereign Credit Risk, http://dx.doi.org/10.2139/ssrn.1071665

Dorion C; Francois P; Grass G; Jeanneret A, 2012, Convertible Debt and Shareholder Incentives, http://dx.doi.org/10.2139/ssrn.2159478

Jeanneret A, 2010, Sovereign Default Risk and the US Equity Market, http://dx.doi.org/10.2139/ssrn.1719685

Jeanneret A, 2008, International Firm Investment under Exchange Rate Uncertainty, http://dx.doi.org/10.2139/ssrn.967873

Smarzynska Javorcik B; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3338745

Bhamra HS; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk AND High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3292395

Andrade SC; Ekponon BA; Jeanneret A, Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads, http://dx.doi.org/10.2139/ssrn.3162853

Patelli E; Jeanneret A; Augustin P; Sanchez Martinez JM, Option-Implied Local Currency Credit Spreads, http://dx.doi.org/10.2139/ssrn.6596998

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