Zigrand, Jean-Pierre

Danielsson, Jon and Zigrand, Jean-Pierre (2015) Are asset managers systemically important? VoxEU.org (5 Aug 2015) opinion

Danielsson, Jon and Zigrand, Jean-Pierre (2015) A proposed research and policy agenda for systemic risk VoxEU.org (7 Aug 2015) opinion

Rahi, Rohit and Zigrand, Jean-Pierre (2014) Walrasian foundations for equilibria in segmented markets Mathematics and Financial Economics, 8 (3). 249-264. ISSN 1862-9679

Rahi, Rohit and Zigrand, Jean-Pierre (2013) Walrasian foundations for equilibria in segmented markets SRC Discussion Paper, No 6. Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

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. 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.

Beddington , John and Furse, Clara and Bond, Philip and Cliff, Dave and Goodhart, Charles and Houstoun, Kevin and Linton, Oliver and Zigrand, Jean-Pierre (2012) Foresight: the future of computer trading in financial markets: final project report The London School of Economics and Political Science, Systemic Risk Centre, London, UK.

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.

Rahi, Rohit and Zigrand, Jean-Pierre (2008) Arbitrage networks Rohit Rahi and Jean-Pierre Zigrand, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2007) A theory of strategic intermediation and endogenous liquidity Rohit Rahi and Jean-Pierre Zigrand, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre (2007) Regulating hedge funds Financial Stability Review, 10 (Spec.). 29-36. ISSN 1636-6964

Zigrand, Jean-Pierre (2006) Endogenous market integration, manipulation and limits to arbitrage Journal of Mathematical Economics, 42 (3). 301-314. ISSN 0304-4068

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). 2701-2713. ISSN 0378-4266

Danielsson, Jon and Zigrand, Jean-Pierre (2006) Equilibrium asset pricing with systemic risk Discussion paper, 561. Financial Markets Group, London School of Economics and Political Science, London, UK.

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 (2004) Strategic financial innovation in segmented markets 4176. Centre for Economic Policy Research, London, UK.

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets Discussion paper, 520. Financial Markets Group, London School of Economics and Political Science, London, UK.

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). 1069-1087. ISSN 0378-4266

Danielsson, Jon and Taylor, Ashley and Zigrand, Jean-Pierre (2004) Highwaymen or heroes: should hedge funds be regulated? Discussion paper: IAM Series No 004, 518. Financial Markets Group, London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre and Danielsson, Jon (2001) What happens when you regulate risk?: evidence from a simple equilibrium model Discussion paper, 393. Financial Markets Group, London School of Economics and Political Science, London, UK.