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Perignon Christophe

Christophe Pérignon




         Associate Professor of Finance

        Associate Dean for Research

HEC Paris

              E-mail: perignon[at]
              Phone: (+33) 139 67 94 11

           CV     SSRN    Google Scholar 


I am co-head of the Chair ACPR/Risk Foundation: Regulation and Systemic Risk


I am a founder of

Online repository allowing researchers to share code/data associated with scientific publications























    Journal of Finance, forthcoming
    (with D. Thesmar and G. Vuillemey) HEC ranking: A
    Review of Financial Studies, 2017 (with B. Vallée) 
    HEC ranking: A
   Journal of Financial and Quantitative Analysis, 2017
   (with J. Cruz Lopez, J. Harris, and C. Hurlin)
   HEC ranking: A

   Where the Risks Lie: A Survey on Systemic Risk
   Review of Finance, 2017
  (with S. Benoit, J.E. Colliard, and C. Hurlin) HEC ranking: A
    Review of Finance, 2015
   (with S. Benoit and C. Hurlin) HEC ranking: A
   Journal of Banking and Finance, 2013 
   (with G. Colletaz and C. Hurlin)
   Journal of Risk and Insurance, 2013 (with R. Jones)
   Journal of Banking and Finance, 2011
   (with L. Frésard and A. Wilhelmsson)
   The Level and Quality of Value-at-Risk Disclosure
   by Commercial Banks 
   Journal of Banking and Finance, 2010 (with D. Smith)
   Journal of Banking and Finance, 2010 (with D. Smith)
   Journal of Financial and Quantitative Analysis, 2009
   (with P. Brockman and D. Chung) HEC ranking: A
   Journal of Financial Economics, 2008
   (with A. Goyal and C. Villa) HEC ranking: A

   Journal of Derivatives, 2008 (with D. Smith)
   Journal of Banking and Finance, 2008
   (with Z. Deng and Z. Wang)
   Review of Finance, 2007
   (with D. Chung and D. IsakovHEC ranking: A

   Testing the Monotonicity Property of Option Prices
   Journal of Derivatives, 2006

   Journal of Business, 2006 (with C. Villa) HEC ranking: A

   Working Papers
     (with C. Hurlin, G. Iseli, and S. Yeung)
      R&R, Journal of Banking and Finance

     (with S. Benoit and C. Hurlin)
     R&R, Journal of Financial Intermediation
          Testimony before the Basel Committee (November 2017)
          Best Paper Award @ AFFI 2017 conference
     (with M. Kacperczyk and G. Vuillemey)
       R&R, Journal of Financial Economics

   Work in Progress

   Cash and Short-Term Debt: A New Puzzle 


   Effects of ETFs on the Assets They Track 


   Real Effects of Taxing Dividends  





    Marchés Financiers:

    Gestion de Portefeuille et des Risques

    6e Edition, Dunod (2014)

    Bertrand Jacquillat, Bruno Solnik & Christophe Pérignon

    Order Here


     Press Coverage
    GARP Risk Review: Derivative Clearing and Systemic Risk   
    La banque en ligne, source d'instabilite? Expansion, Oct. 2016