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Publications of Jean-Pierre Zigrand

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  2. Publications of Jean-Pierre Zigrand

Discussion Papers

The calming of short-term market fear and its long-term consequences: The central banks’ dilemma

We study the short-term effects and long-term consequences of Fed crisis interventions on market fears — the risk perception of large asset price...
December 2023
DP 127
Mattia Bevilacqua
Jón Danielsson
Lerby Ergun
Andreas Uthemann
Jean-Pierre Zigrand

Academic journals

Layered Networks, Equilibrium Dynamics, and Stable Coalitions

Dynamic Games and Applications, 13, 636–668

October 2022
Jing Fu
Frank Page
Jean-Pierre Zigrand

Discussion Papers

Layered Networks, Equilibrium Dynamics, and Stable Coalitions

An important aspect of network dynamics that has been missing from our understanding of network dynamics in various applied settings is the influence...

March 2022
DP 117
Jing Fu
Frank Page
Jean-Pierre Zigrand

Opinion Pieces

Moral hazard, the fear of the markets, and how central banks responded to Covid-19

While the direct economic consequences of Covid-19 have been significant, the impact on the financial markets has been more nuanced. This column uses...

January 2021
Mattia Bevilacqua
Lukas Brandl-Cheng
Jón Danielsson
Jean-Pierre Zigrand

Discussion Papers

Market Fragmentation and Contagion

We study the transmission of liquidity shocks from one sector of the economy to other sectors in a general equilibrium model with multiple trading...

August 2020
DP 102
Rohit Rahi
Jean-Pierre Zigrand

Opinion Pieces

The coronavirus crisis is no 2008

Many comparisons have been made between the coronavirus crisis and the global systemic crisis in 2008. This column argues that seen through the lens...

March 2020
Jón Danielsson
Robert Macrae
Dimitri Vayanos
Jean-Pierre Zigrand

Academic journals

Information acquisition, price informativeness, and welfare

Journal of Economic Theory, Volume 177, Pages 558-593.

September 2018
Rohit Rahi
Jean-Pierre Zigrand

Discussion Papers

Market Resilience

We propose a method to capture the notion of resilience, the dynamic aspect of liquidity in the limit order book, through the Threshold Exceedance...

April 2018
DP 78
Jón Danielsson
Efstathios Panayi
Gareth Peters
Jean-Pierre Zigrand

Discussion Papers

Information Acquisition, Price Informativeness and Welfare

We consider the market for a risky asset with heterogeneous valuations. Private information that agents have about their own valuation is reflected in...

April 2018
DP 77
Rohit Rahi
Jean-Pierre Zigrand

Opinion Pieces

Why macropru can end up being procyclical

Discretionary macroprudential policies aim to be countercyclical by adjusting risk-taking across the financial cycle. This column argues that the...

December 2016
Jón Danielsson
Robert Macrae
Dimitri Tsomocos
Jean-Pierre Zigrand

Opinion Pieces

On the financial market consequences of Brexit

Brexit creates new opportunities and new risks for the British and EU financial markets. Both could benefit, but a more likely outcome is a fall in...

June 2016
Jón Danielsson
Robert Macrae
Jean-Pierre Zigrand

Opinion Pieces

A proposed research and policy agenda for systemic risk

The long-running Greek crisis and China’s recent stock market crash are the latest threats to the stability of the global financial system. But as...

August 2015
Jón Danielsson
Jean-Pierre Zigrand

Opinion Pieces

Are asset managers systemically important?

Some financial authorities have proposed designating asset managers as systemically important financial institutions (SIFIs). This column argues that...

August 2015
Jón Danielsson
Jean-Pierre Zigrand

Opinion Pieces

Europe’s proposed capital markets union: Disruption will drive investment and innovation

The proposed EU capital markets union aims to revitalise Europe’s economy by creating efficient funding channels between providers of loanable funds...

February 2015
Jón Danielsson
Eva Micheler
Katja Neugebauer
Andreas Uthemann
Jean-Pierre Zigrand

Academic journals

Walrasian foundations for equilibria in segmented markets

Mathematics and Financial Economics, Volume 8, pages 249–264.

February 2014
Rohit Rahi
Jean-Pierre Zigrand

Special Papers

Systems and Systemic Risk in Finance and Economics

This paper examines the concept of systemic risk and provides an intuitive account of the economic thought on systems and the development of the...

January 2014
SP 1
Jean-Pierre Zigrand

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The Origins of Commodity Price Fluctuations

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Financial instability transition under heterogeneous investm ...

India’s Unified Payments Interface (UPI) system and its tran ...

Artificial intelligence and stability

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