Alexandre Jeanneret

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4628-1955

University of New South Wales, UNSW Business School, High St., Kensington, NSW 2052, Australia

Publications

• A Macrofinance Model for Option Prices: A Story of Rare Economic Events — Management Science 2023
• High Inflation: Low Default Risk and Low Equity Valuations — The Review of Financial Studies 2023
• A credit-based theory of the currency risk premium — Journal of Financial Economics 2023
• Sovereign risk premia and global macroeconomic conditions — Journal of Financial Economics 2023
• Asset Pricing with Persistence Risk — The Review of Financial Studies 2019
• Sovereign Default Risk and the U.S. Equity Market — Journal of Financial and Quantitative Analysis 2017
• International Firm Investment under Exchange Rate Uncertainty — Review of Finance 2016
• The Dynamics of Sovereign Credit Risk — Journal of Financial and Quantitative Analysis 2015