Zigrand, Jean-Pierre
Dr Jean-Pierre Zigrand
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Experience keywords:
general equilibrium theory; financial intermediation theory; asset pricing
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Languages: French [Spoken: Fluent, Written: Fluent]; German [Spoken: Fluent, Written: Fluent]; Luxembourgish [Spoken: Fluent, Written: Fluent]
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The following references are sourced from LSE Research Online|. References that are linked lead to the full text.
Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous extreme events and the dual role of prices. Annual review of economics, 4 pp. 111-129. ISSN 1941-1383 Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous and systemic risk. NBER chapters, 12054. National Bureau of Economic Research, Massachusetts, USA Danielsson, Jon and Song Shin, Hyun and Zigrand, Jean-Pierre (2011) Balance sheet capacity and endogenous risk. Financial Markets Group, 665. Financial Markets Group, London School of Economics and Political Science, London, UK Rahi, Rohit and Zigrand, Jean-Pierre (2009) Strategic financial innovation in segmented markets. Review of financial studies, 22 (8). pp. 2941-2971. ISSN 0893-9454 Rahi, Rohit and Zigrand, Jean-Pierre (2009) Endogenous liquidity and contagion. Discussion paper, 637. Financial Markets Group, London School of Economics and Political Science, London, UK Danielsson, Jon and Zigrand, Jean-Pierre (2008) Equilibrium asset pricing with systemic risk. Economic theory, 35 (2). pp. 293-319. ISSN 1432-0479 Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks. Rohit Rahi and Jean-Pierre Zigrand, London, UK Danielsson, Jon and Zigrand, Jean-Pierre (2007) Regulating hedge funds. Financial stability review, 10 (Spec.). pp. 29-36. ISSN 1636-6964 Danielsson, Jon and Zigrand, Jean-Pierre and Jorgensen, Bjørn N. and Sarma, Mandira and de Vries, C. G. (2006) Consistent measures of risk. Discussion paper, 565. Financial Markets Group, London School of Economics and Political Science, London, UK Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In:Decentralization Conference (6 - 8 April 2006 : Université Paris 1 Panthéon Sorbonne). Danielsson, Jon and Zigrand, Jean-Pierre (2006) On time-scaling of risk and the square-root-of-time rule. Journal of banking and finance, 30 (10). pp. 2701-2713. ISSN 0378-4266 Zigrand, Jean-Pierre (2006) Endogenous market integration, manipulation and limits to arbitrage. Journal of mathematical economics, 42 (3). pp. 301-314. ISSN 0304-4068 Zigrand, Jean-Pierre (2005) Rational asset pricing implications from realistic trading frictions. Journal of business, 78 (3). pp. 871-892. ISSN 0740-9168 Zigrand, Jean-Pierre (2004) A general equilibrium analysis of strategic arbitrage. Journal of mathematical economics, 40 (8). pp. 923-952. ISSN 0304-4068 Danielsson, Jon and Shin, Hyun Song and Zigrand, Jean-Pierre (2004) The impact of risk regulation on price dynamics. Journal of banking and finance, 28 (5). pp. 1069-1087. ISSN 0378-4266 Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. Centre for Economic Policy Research, London, UK Zigrand, Jean-Pierre (2001) Rational limits to arbitrage. Discussion paper, 392. Financial Markets Group, London School of Economics and Political Science, London, UK Zigrand, Jean-Pierre (2000) Physics of finance. In: Greco, Mario, (ed.) Les rencontres de physique de la Vallèe d'Aoste - results and perspectives in particle physics. INFN Laboratori Nazionali di Frascati, Rome, Italy. ISBN 9788886409230
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