Select Publications

Preprints

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

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

Jeanneret A; Sokolovski V, Commodity Prices and Currencies, , http://dx.doi.org/10.2139/ssrn.4564504

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

Gagnon LJ; Jeanneret A, Corporate Governance, Capital Structure, and Stock Return Volatility, , http://dx.doi.org/10.2139/ssrn.3222818

Ericsson J; Jeanneret A; Lu Y, Default Contagion in a Two-Tree Economy, , http://dx.doi.org/10.2139/ssrn.3839885

Jeanneret A, Foreign Direct Investment, Exchange Rate Uncertainty, and Firm Heterogeneity, , 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.3290745

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

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

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

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

Jeanneret A; Lu T; Tang W, 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, Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk, , http://dx.doi.org/10.2139/ssrn.4138544

Ekponon BA, What Drives Corporate Asset Prices: Short- or Long-Run Risk?, , http://dx.doi.org/10.2139/ssrn.3116235

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


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