| Testing macroprudential stress tests: The risk of regulatory risk weights V Acharya, R Engle, D Pierret Journal of Monetary Economics 65, 36-53, 2014 | 325 | 2014 |
| Lender of last resort, buyer of last resort, and a fear of fire sales in the sovereign bond market V Acharya, D Pierret, S Steffen Financial Markets, Institutions & Instruments, 2020 | 72* | 2020 |
| Multivariate volatility modeling of electricity futures L Bauwens, CM Hafner, D Pierret Journal of Applied Econometrics 28 (5), 743-761, 2013 | 68 | 2013 |
| Systemic risk and the solvency-liquidity nexus of banks D Pierret Available at SSRN 2346606, 2015 | 59 | 2015 |
| Capital shortfalls of European banks since the start of the Banking Union V Acharya, D Pierret, S Steffen NYU Stern School of Business, 2016 | 23 | 2016 |
| Stressed banks D Pierret, R Steri Available at SSRN 3066403, 2020 | 18 | 2020 |
| Introducing the “Leverage Ratio” in assessing the capital adequacy of European banks VV Acharya, D Pierret, S Steffen ZEW Discussion Und Working Paper 49 (621), 460-482, 2016 | 13 | 2016 |
| The systemic risk of energy markets D Pierret Available at SSRN 2245811, 2013 | 12 | 2013 |
| Similar investors CP Georg, D Pierret, S Steffen Available at SSRN 3250826, 2020 | 5 | 2020 |
| The Market Value of Public Interventions in the Corporate Sector: Evidence from COVID-19 F Koulischer, D Pierret, R Steri Available at SSRN 3735052, 2020 | 1 | 2020 |
| Macroprudential stress tests should not rely on regulatory risk weights V Acharya, R Engle, D Pierret VOX: Research-based policy analysis and commentary from leading economists, 2014 | 1 | 2014 |
| The Market Value of Public Interventions in the Corporate Sector: Evidence from COVID-19 (preprint) F Koulischer, D Pierret, R Steri | | 2020 |
| Essays on comovements and systemic risk in energy and financial sectors D Pierret UCL-Université Catholique de Louvain, 2014 | | 2014 |
| Modelling multivariate volatility of electricity futures L Bauwens, C Hafner, D Pierret ISBA Reprints (ISBA-Institute of Statistics, Biostatistics and Actuarial …, 2013 | | 2013 |
Viral AcharyaC V Starr Professor of Economics, Department of Finance, New YorkVerified email at stern.nyu.edu
