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"Zigrand, Jean-Pierre"

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Number of items: 27.

Article

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

Danielsson, Jon, 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

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

Danielsson, Jon and Zigrand, Jean-Pierre (2008) Equilibrium asset pricing with systemic risk. Economic Theory, 35 (2). pp. 293-319. ISSN 1432-0479

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

Zigrand, Jean-Pierre (2006) Endogenous market integration, manipulation and limits to arbitrage. Journal of Mathematical Economics, 42 (3). pp. 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). pp. 2701-2713. ISSN 0378-4266

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, 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

Book Section

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. Friscati physics series(17). INFN Laboratori Nazionali di Frascati, Rome, Italy. ISBN 9788886409230

Monograph

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2012) Endogenous and systemic risk. NBER chapters, 12054. National Bureau of Economic Research, Massachusetts, USA.

Danielsson, Jon, Song Shin, Hyun and Zigrand, Jean-Pierre (2011) Balance sheet capacity and endogenous risk. FMG discussion paper series, 665. Financial Markets Group, London School of Economics and Political Science, 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. (Unpublished)

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 (Unpublished)

Rahi, Rohit and Zigrand, Jean-Pierre (2007) Strategic financial innovation in segmented markets. Discussion paper, 595. Financial Markets Group, London School of Economics and Political Science, London, UK.

Danielsson, Jon, Zigrand, Jean-Pierre, Jorgensen, Bjørn N., 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.

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, 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.

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.

Rahi, Rohit and Zigrand, Jean-Pierre (2004) Strategic financial innovation in segmented markets. 4176. Centre for Economic Policy Research, London, UK.

Danielsson, Jon and Zigrand, Jean-Pierre (2003) On time-scaling of risk and the square–root–of–time rule. Discussion paper, 439. Financial Markets Group, London School of Economics and Political Science, London, UK.

Zigrand, Jean-Pierre (2002) Rational asset pricing implications from realistic trading frictions. Discussion paper, 414. Financial Markets Group, London School of Economics and Political Science, 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 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.

Conference or Workshop Item

Rahi, Rohit and Zigrand, Jean-Pierre (2006) Arbitrage networks. In: Decentralization Conference, 6 - 8 April 2006, Université Paris 1 Panthéon Sorbonne. (Unpublished)

This list was generated on Fri Oct 24 21:53:22 2014 BST.