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PIERRET Diane

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

ORCID
0000-0002-8305-4367
Main Referenced Co-authors
Steffen, Sascha (22)
STERI, Roberto  (18)
Acharya, Viral (12)
Georg, Co-Pierre (10)
KOULISCHER, François  (8)
Main Referenced Keywords
Bank Profitability (1); Capital Regulation (1); concentration risk (1); corporate debt, debt overhang, guarantees, market failure, public interventions, market value (1); Dodd–Frank Act (1);
Main Referenced Disciplines
Finance (68)

Publications (total 68)

The most downloaded
58 downloads
Pierret, D. (2015). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, (40). https://hdl.handle.net/10993/52984

The most cited

166 citations (OpenCitations)

Acharya, V., Engle, R., & Pierret, D. (July 2014). Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. Journal of Monetary Economics, 65 (July 2014), 36-53. doi:10.1016/j.jmoneco.2014.04.014 https://hdl.handle.net/10993/52986

The most significant

PIERRET, D., Georg, C.-P., & Steffen, S. (January 2024). Similar Investors [Paper presentation]. American Finance Association (AFA), United States.
Peer reviewed

Acharya, V., Pierret, D., & Steffen, S. (November 2021). Lender of Last Resort, Buyer of Last Resort, and a Fear of Fire Sales in the Sovereign Bond Market. Financial Markets, Institutions and Instruments, 30 (4). doi:10.1111/fmii.12143
Peer reviewed

PIERRET, D., & STERI, R. (June 2019). Stressed Banks [Paper presentation]. Western Finance Association (WFA), United States.
Peer reviewed

Pierret, D. (2015). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, (40).
Peer reviewed

Acharya, V., Engle, R., & Pierret, D. (July 2014). Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. Journal of Monetary Economics, 65 (July 2014), 36-53. doi:10.1016/j.jmoneco.2014.04.014
Peer reviewed


PIERRET, D., Georg, C.-P., & Steffen, S. (January 2024). Similar Investors [Paper presentation]. American Finance Association (AFA), United States.
Peer reviewed

Georg, C.-P., PIERRET, D., & Steffen, S. (2023). Similar Investors. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59975.

PIERRET, D., Georg, C.-P., & Steffen, S. (August 2023). Similar Investors [Paper presentation]. CEPR Deutsche Bundesbank-Goethe-Frankfurt School of Finance and Management Regulating Financial Markets conference.
Peer reviewed

PIERRET, D., Georg, C.-P., & Steffen, S. (August 2023). Similar Investors [Paper presentation]. European Economic Association (EEA).
Peer reviewed

PIERRET, D. (May 2023). Similar Investors [Paper presentation]. ESSEC Business School.

Georg, C.-P., Steffen, S., & PIERRET, D. (2023). Silicon Valley Bank’s insolvency highlights the risk of similar investors. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59963.

PIERRET, D., Georg, C.-P., & Steffen, S. (2023). Similar Investors [Paper presentation]. CEAR-Cenfis conference conference on “Interest Rate Variability and the Financial Sector”, United States.
Peer reviewed

PIERRET, D., KOULISCHER, F., & STERI, R. (August 2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid- 19 [Paper presentation]. 8th IWH-Fin-Fire Workshop on “Challenges to Financial Stability”, Germany.
Peer reviewed

PIERRET, D., KOULISCHER, F., & STERI, R. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid- 19 [Paper presentation]. BCBS-CGFS conference on "How effective were policy measures in supporting bank lending during the Covid-19 crisis?", Switzerland.
Peer reviewed

PIERRET, D., KOULISCHER, F., & STERI, R. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid-19 [Poster presentation]. Swiss Winter Conference on Financial Intermediation, Switzerland.
Peer reviewed

PIERRET, D., KOULISCHER, F., & STERI, R. (January 2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid-19 [Poster presentation]. American Economic Association (AEA), United States.
Peer reviewed

PIERRET, D. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid-19 [Paper presentation]. Université Catholique de Louvain.

PIERRET, D., KOULISCHER, F., & STERI, R. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid-19 [Paper presentation]. Benelux Banking Research Day 2022, Belgium.
Peer reviewed

PIERRET, D. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid- 19 [Paper presentation]. 8th Research Workshop of the taskforce on banking analysis for monetary policy of the Monetary Policy Committee of the European System of Central Banks, Athens, Greece.

PIERRET, D. (2022). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid- 19 [Paper presentation]. Nazarbayev University Graduate School of Business.

PIERRET, D. (2022). Stressed Banks [Paper presentation]. ESSEC Business School.

Acharya, V., Pierret, D., & Steffen, S. (November 2021). Lender of Last Resort, Buyer of Last Resort, and a Fear of Fire Sales in the Sovereign Bond Market. Financial Markets, Institutions and Instruments, 30 (4). doi:10.1111/fmii.12143
Peer reviewed

KOULISCHER, F., STERI, R., & PIERRET, D. (2021). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/58976.

PIERRET, D., Georg, C.-P., & Steffen, S. (2021). Similar Investors [Paper presentation]. 8th Conference on “Securities markets: trends, risks and policies”.
Peer reviewed

PIERRET, D., KOULISCHER, F., & STERI, R. (2021). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during Covid- 19 [Paper presentation]. BPI-Nova SBE Conference on “Corporate Bankruptcy and Restructuring”.
Peer reviewed

KOULISCHER, F., PIERRET, D., & STERI, R. (2021). The Visible Hand when Revenues Stop: Evidence from Loan and Stock Markets during COVID-19 [Paper presentation]. CEPR-Norges Bank Conference on “Frontier Research in Banking”. doi:10.2139/ssrn.3735052
Peer reviewed

PIERRET, D., & STERI, R. (August 2020). Stressed Banks [Paper presentation]. European Finance Association (EFA).
Peer reviewed

PIERRET, D. (2020). Capital Requirements, Supervision, and Regulatory Arbitrage: A Tale of Three [Paper presentation]. ECB Macroprudential stress-testing Conference, Frankfurt, Germany.

PIERRET, D. (2020). The impact of the Covid-19 crisis on the euro area banking system [Paper presentation]. European Central Bank webinar.

PIERRET, D., & STERI, R. (January 2020). Stressed Banks [Paper presentation]. American Economic Association (AEA), United States.
Peer reviewed

PIERRET, D., & STERI, R. (2020). Stressed Banks. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/60238.

PIERRET, D., Georg, C.-P., & Steffen, S. (September 2019). Similar Investors [Paper presentation]. BoE- CEPR-Imperial-LSE Conference on Non-bank Financial Sector and Financial Stability, London, United Kingdom.
Peer reviewed

PIERRET, D., & STERI, R. (August 2019). Stressed Banks [Paper presentation]. European System of Central Banks' Day‐Ahead Conference.
Peer reviewed

PIERRET, D., & STERI, R. (June 2019). Stressed Banks [Paper presentation]. Western Finance Association (WFA), United States.
Peer reviewed

PIERRET, D., Georg, C.-P., & Steffen, S. (2019). Similar Investors [Paper presentation]. Annual Meeting of the Central Bank Research Association (CEBRA), New York, United States.
Peer reviewed

PIERRET, D., & STERI, R. (2019). Stressed Banks [Paper presentation]. 10th European Banking Center Network Conference, Luxembourg.
Peer reviewed

PIERRET, D., Georg, C.-P., & Steffen, S. (2019). Similar Investors [Paper presentation]. Knut Wicksell Conference in Financial Intermediation.
Peer reviewed

PIERRET, D., & STERI, R. (2019). Stressed Banks [Poster presentation]. 1st Endless Summer Conference on Financial Intermediation and Corporate Finance, Cyprus.
Peer reviewed

PIERRET, D. (2019). Stressed Banks [Paper presentation]. Federal Reserve Board, United States.

PIERRET, D. (2019). Stressed Banks [Paper presentation]. Bank of England, London, United Kingdom.

PIERRET, D., & STERI, R. (2019). Stressed Banks [Paper presentation]. Marstrand Finance Conference, Sweden.
Peer reviewed

PIERRET, D. (2019). Stressed Banks [Paper presentation]. University of Zurich, Zurich, Switzerland.

PIERRET, D. (2019). Stressed Banks [Paper presentation]. Swiss National Bank, Switzerland.

PIERRET, D. (2019). Similar Investors [Paper presentation]. Norwegian School of Economics, Bergen, Norway.

PIERRET, D. (2019). Stressed Banks [Paper presentation]. Deutsche Bundesbank, Frankfurt, Germany.

PIERRET, D. (2019). Stressed Banks [Paper presentation]. VU Amsterdam, Amsterdam, Netherlands.

Steffen, S., & PIERRET, D. (2018). Have European Banks Become Safer? ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59970.

Steffen, S., & PIERRET, D. (2018). Capital Shortfalls of European Banks following the 2018 Stress Test. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59968.

PIERRET, D., Acharya, V., & Steffen, S. (August 2018). Lender of Last Resort versus Buyer of Last Resort — Evidence from the European Sovereign Debt Crisis [Paper presentation]. European Economic Association (EEA).
Peer reviewed

PIERRET, D., & STERI, R. (August 2018). Stressed Banks [Paper presentation]. 4th IWH-FIN-FIRE Workshop on “Challenges to Financial Stability”, Germany.
Peer reviewed

PIERRET, D., Acharya, V., & Steffen, S. (2018). Lender of Last Resort Versus Buyer of Last Resort — Evidence From the European Sovereign Debt Crisis [Paper presentation]. American Economic Association (AEA), United States.
Peer reviewed

PIERRET, D., Acharya, V., & Steffen, S. (2018). Lender of Last Resort Versus Buyer of Last Resort — Evidence From the European Sovereign Debt Crisis [Paper presentation]. 6th Barcelona GSE Summer Forum, Spain.
Peer reviewed

PIERRET, D., & STERI, R. (2018). Stressed Banks [Paper presentation]. Showcasing Women in Finance - EU, Sweden.
Peer reviewed

PIERRET, D. (2018). Stressed Banks [Paper presentation]. Norges Bank, Oslo, Norway.

PIERRET, D., Acharya, V., & Steffen, S. (2018). Lender of Last Resort versus Buyer of Last Resort — Evidence from the European Sovereign Debt Crisis [Paper presentation]. SFS Cavalcade North America, United States.
Peer reviewed

PIERRET, D., Acharya, V., & Steffen, S. (2018). Lender of Last Resort versus Buyer of Last Resort — Evidence from the European Sovereign Debt Crisis [Paper presentation]. VW Tokyo meeting on Quantitative Easing and Financial (In)stability, Tokyo, Japan.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. BI Norwegian Business School, Oslo, Norway.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. European Central Bank, Frankfurt, Germany.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. Danmarks Nationalbank, Copenhagen, Denmark.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. IESE, Barcelona, Spain.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. FINMA, Switzerland.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. WHU Otto Beisheim School of Management, Germany.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. Erasmus School of Economics, Rotterdam, Netherlands.

PIERRET, D. (2018). Stressed Banks [Paper presentation]. University of Aix-Marseille, France.

PIERRET, D., Acharya, V., & Steffen, S. (2016). Turning off the Dividend Spigot. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59972.

Acharya, V., Steffen, S., & PIERRET, D. (2016). Introducing the “Leverage Ratio” in Assessing the Capital Adequacy of European Banks. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59974.

Acharya, V., Steffen, S., & PIERRET, D. (2016). High Time to Tell European Banks: No Dividends. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59973.

Acharya, V., Steffen, S., & PIERRET, D. (2016). Capital Shortfalls of European Banks since the Start of the Banking Union. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59971.

Pierret, D. (2015). Systemic Risk and the Solvency-Liquidity Nexus of Banks. International Journal of Central Banking, (40).
Peer reviewed

Acharya, V., Engle, R., & Pierret, D. (July 2014). Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights. Journal of Monetary Economics, 65 (July 2014), 36-53. doi:10.1016/j.jmoneco.2014.04.014
Peer reviewed

Acharya, V., Engle, R., & PIERRET, D. (2014). Macroprudential stress tests should not rely on regulatory risk weights. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59967.

Bauwens, L., Hafner, C., & Pierret, D. (August 2013). Multivariate Volatility Modeling of Electricity Futures. Journal of Applied Econometrics, 28 (5), 743-761. doi:10.1002/jae.2280
Peer Reviewed verified by ORBi

PIERRET, D. (2013). The Systemic Risk of Energy Markets. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/59969.

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