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Diane Pierret

Diane Pierret

Assistant professor

Academic Area(s) Finance
Research Topics Banking, Monetary policy, Regulation, Systemic risk, Liquidity risk, Financial intermediation
Faculty or Centre Faculty of Law, Economics and Finance
Department Department of Finance
Postal Address Campus Kirchberg, Université du Luxembourg
6, rue Richard Coudenhove-Kalergi
L-1359 Luxembourg
Campus Office F 205
Email
Telephone (+352) 46 66 44 5424
Social Media & Blogs
Personal website

CV DP Feb20.pdf 146.06 kB



Last updated on: 19 Mar 2020

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2021

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See detailLender of Last Resort, Buyer of Last Resort, and a Fear of Fire Sales in the Sovereign Bond Market
Acharya, Viral; Pierret, Diane; Steffen, Sascha

in Financial Markets, Institutions and Instruments (2021), 30(4),

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2015

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See detailSystemic Risk and the Solvency-Liquidity Nexus of Banks
Pierret, Diane

in International Journal of Central Banking (2015), (40),

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2014

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See detailTesting Macroprudential Stress Tests: The Risk of Regulatory Risk Weights
Acharya, Viral; Engle, Robert; Pierret, Diane

in Journal of Monetary Economics (2014), 65(July 2014), 36-53

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2013

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See detailMultivariate Volatility Modeling of Electricity Futures
Bauwens, Luc; Hafner, Christian; Pierret, Diane

in Journal of Applied Econometrics (2013), 28(5), 743-761

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