Concepedia

Diane Pierret

DP

Statistics

Publications

8

Citations

572

H-Index

8

Active since

2012

Affiliations

University of Luxembourg(Current)

Luxembourg School of Business

Centre for Economic Policy Research

National Bureau of Economic Research

UCLouvain

Diane Pierret is an author at University of Luxembourg specializing in business, finance, and financial crises.

ORCID

Publications per year

2012–2021

8

Publications

8

Testing macroprudential stress tests: The risk of regulatory risk weights

Viral V. Acharya, Robert F. Engle, Diane Pierret · Journal of Monetary Economics · 2014 · 267 citations

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Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Viral V. Acharya, Robert F. Engle, Diane Pierret · SSRN Electronic Journal · 2013 · 124 citations · Full text

, , +16

MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES

Luc Bauwens, Christian Hafner, Diane Pierret · Journal of Applied Econometrics · 2012 · 57 citations · Full text

, , +17

Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights

Viral V. Acharya, Robert F. Engle, Diane Pierret · National Bureau of Economic Research · 2013 · 39 citations · Full text

, , +16

Systemic Risk and the Solvency-Liquidity Nexus of Banks

Diane Pierret · SSRN Electronic Journal · 2013 · 33 citations · Full text

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