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Professor Alexandre Jeanneret

Professor Alexandre Jeanneret

Professor
  • PhD Finance (University of Lausanne and Swiss Finance Institute)
  • MA Economics (University of British Columbia)
Business School
School of Banking and Finance

Alexandre Jeanneret is a Professor of Finance. His research interests include macro asset pricing; the valuation of debt and related credit derivatives; the analysis of currency risk and returns; the understanding of preferences and incomplete information on asset prices; and the role of inflation on corporate securities. His research has been published in leading academic journals including the Journal of Financial Economics, the Review of Financial Studies, Management Science, the Journal of Financial and Quantitative Analysis, and theÌýReview of Finance,Ìýamong others.

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Alexandre has previously held an academic position at HEC Montréal, being the recipient of the Canada Research Chair in Macro Finance, and held visiting positions at Columbia Business School, Harvard University, UCLA, and University Paris-Dauphine. Prior to his academic position, he worked as an equity analyst at MSCI Barra and as a consultant for the Fixed Income team at the Pictet Group.

Location
UNSW Business School - Ref E12 Level 3, Room 333B
  • Journal articles | 2023
    Andrade SC; Ekponon A; Jeanneret A, 2023, 'Sovereign risk premia and global macroeconomic conditions', Journal of Financial Economics, 147, pp. 172 - 197,
    Journal articles | 2023
    Della Corte P; Jeanneret A; Patelli E, 2023, 'A credit-based theory of the currency risk premium', Journal of Financial Economics, forthcoming
    Journal articles | 2023
    Gagnon L; Jeanneret A, 2023, 'How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory', REVIEW OF CORPORATE FINANCE STUDIES,
    Journal articles | 2023
    Hasler M; Jeanneret A, 2023, 'A Macrofinance Model for Option Prices: A Story of Rare Economic Events', Management Science, 69, pp. 5543 - 5559,
    Journal articles | 2022
    Bhamra HS; Dorion C; Jeanneret A; Weber M, 2022, 'High Inflation: Low Default Risk and Low Equity Valuations', Review of Financial Studies, 36, pp. hhac021 - hhac021,
    Journal articles | 2019
    Andrei D; Hasler M; Jeanneret A, 2019, 'Asset pricing with persistence risk', The Review of Financial Studies, 32, pp. 2809 - 2849,
    Journal articles | 2018
    Jeanneret A, 2018, 'Sovereign credit spreads under good/bad governance', Journal of Banking & Finance, 93, pp. 230 - 246,
    Journal articles | 2017
    Jeanneret A, 2017, 'Sovereign default risk and the US equity market', Journal of Financial and Quantitative Analysis, 52, pp. 305 - 339,
    Journal articles | 2016
    Jeanneret A; Souissi S, 2016, 'Sovereign defaults by currency denomination', Journal of International Money and Finance, 60, pp. 197 - 222
    Journal articles | 2016
    Jeanneret A, 2016, 'International firm investment under exchange rate uncertainty', Review of Finance, 20, pp. 2015 - 2048
    Journal articles | 2015
    Jeanneret A; Chouaib E, 2015, 'The European Debt Crisis', ACTUALITE ECONOMIQUE, 91, pp. 599 - 631,
    Journal articles | 2015
    Jeanneret A, 2015, 'The dynamics of sovereign credit risk', Journal of Financial and Quantitative Analysis, 50, pp. 963 - 985
    Journal articles | 2014
    Dorion C; François P; Grass G; Jeanneret A, 2014, 'Convertible debt and shareholder incentives', Journal of Corporate Finance, 24, pp. 38 - 56
    Journal articles |
    Hasler M; Jeanneret A, 'The Dynamics of the Implied Volatility Surface: A Story of Rare Economic Events', SSRN Electronic Journal,
  • Preprints |
    Andrade SC; Ekponon BA; Jeanneret A, Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads,
    Preprints |
    Andrei D; Hasler M; Jeanneret A, Asset Pricing with Persistence Risk,
    Preprints |
    Bhamra HS; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk AND High Equity Valuations, ,
    Preprints |
    Bhamra HS; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations, ,
    Preprints |
    Della Corte P; Jeanneret A; Patelli E, A Credit-Based Theory of the Currency Risk Premium,
    Preprints |
    Dickerson A; Fournier M; Jeanneret A; Mueller P, Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk,
    Preprints |
    Dorion C; Francois P; Grass G; Jeanneret A, Convertible Debt and Shareholder Incentives, ,
    Preprints |
    Ekponon BA, What Drives Corporate Asset Prices: Short- or Long-Run Risk?, ,
    Preprints |
    Ericsson J; Jeanneret A; Lu Y, Default Contagion in a Two-Tree Economy,
    Preprints |
    Gagnon LJ; Jeanneret A, Corporate Governance, Capital Structure, and Stock Return Volatility,
    Preprints |
    Jeanneret A; Lu T; Tang W, The Motivation and Consequence of Firm Attention to Retail Investors, ,
    Preprints |
    Jeanneret A; Sokolovski V, Commodity Prices and Currencies, ,
    Preprints |
    Jeanneret A; Souissi S, Sovereign Defaults by Currency Denomination,
    Preprints |
    Jeanneret A, Foreign Direct Investment, Exchange Rate Uncertainty, and Firm Heterogeneity, ,
    Preprints |
    Jeanneret A, Sovereign Default Risk and the US Equity Market,
    Preprints |
    Jeanneret A, The Dynamics of Sovereign Credit Risk,
    Preprints |
    Jeanneret A, When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity,
    Preprints |
    Smarzynska Javorcik B; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations, ,

2023 ÌýUNSW Business School Excellence Research Award

2018 ÌýCanada Research Chair in Macro Finance (Federal Government)

2016 ÌýResearch Professorship in International Finance (HEC Montréal)

2011 ÌýAFFI EURONEXT Prize (Best Thesis in Finance Written in a Francophone Country)

2011 ÌýBest Conference Paper Award at the Mathematical Finance Days in Montréal

2008 ÌýSecond Best Paper of the European Finance Association Doctoral Tutorial

2007 ÌýBest Presentation Award at the Annual Meeting of the Swiss Finance Institute

2005 ÌýBest Thesis Written for the Master of Arts in Economics (University of British Columbia)

2004ÌýÌýJean Golay Prize for Outstanding Overall Academic Results (University of Lausanne)