Associate Professor Alexandre Jeanneret
Associate Professor

Associate Professor Alexandre Jeanneret

  • 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 an Associate Professor in Finance. His research interests include macro asset pricing; the valuation of sovereign 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 the Review of Finance, among others.

 

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 has 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 311
  • Journal articles | 2023
    Andrade SC; Ekponon A; Jeanneret A, 2023, 'Sovereign risk premia and global macroeconomic conditions', Journal of Financial Economics, vol. 147, pp. 172 - 197, http://dx.doi.org/10.1016/j.jfineco.2022.07.003
    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 | 2022
    Bhamra HS; Dorion C; Jeanneret A; Weber M, 2022, 'High Inflation: Low Default Risk and Low Equity Valuations', Review of Financial Studies, pp. hhac021 - hhac021, http://dx.doi.org/10.1093/rfs/hhac021
    Journal articles | 2022
    Hasler M; Jeanneret A, 2022, 'A Macrofinance Model for Option Prices: A Story of Rare Economic Events', MANAGEMENT SCIENCE, http://dx.doi.org/10.1287/mnsc.2022.4587
    Journal articles | 2019
    Andrei D; Hasler M; Jeanneret A, 2019, 'Asset pricing with persistence risk', The Review of Financial Studies, vol. 32, pp. 2809 - 2849, http://dx.doi.org/10.1093/rfs/hhy121
    Journal articles | 2018
    Jeanneret A, 2018, 'Sovereign credit spreads under good/bad governance', Journal of Banking & Finance, vol. 93, pp. 230 - 246, http://dx.doi.org/10.1016/j.jbankfin.2018.04.005
    Journal articles | 2017
    Jeanneret A, 2017, 'Sovereign default risk and the US equity market', Journal of Financial and Quantitative Analysis, vol. 52, pp. 305 - 339, http://dx.doi.org/10.1017/S0022109016000776
    Journal articles | 2016
    Jeanneret A, 2016, 'International firm investment under exchange rate uncertainty', Review of Finance, vol. 20, pp. 2015 - 2048
    Journal articles | 2016
    Jeanneret A; Souissi S, 2016, 'Sovereign defaults by currency denomination', Journal of International Money and Finance, vol. 60, pp. 197 - 222
    Journal articles | 2015
    Jeanneret A, 2015, 'The dynamics of sovereign credit risk', Journal of Financial and Quantitative Analysis, vol. 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, vol. 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, http://dx.doi.org/10.2139/ssrn.3590242
  • Preprints |
    Andrade SC; Ekponon BA; Jeanneret A, Macroeconomic Risk, Investor Preferences, and Sovereign Credit Spreads, http://dx.doi.org/10.2139/ssrn.3162853
    Preprints |
    Andrei D; Hasler M; Jeanneret A, Asset Pricing with Persistence Risk, http://dx.doi.org/10.2139/ssrn.3032238
    Preprints |
    Bhamra HS; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk AND High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3292395
    Preprints |
    Bhamra HS; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3290745
    Preprints |
    Della Corte P; Jeanneret A; Patelli E, A Credit-Based Theory of the Currency Risk Premium, http://dx.doi.org/10.2139/ssrn.3413785
    Preprints |
    Dorion C; Francois P; Grass G; Jeanneret A, Convertible Debt and Shareholder Incentives, http://dx.doi.org/10.2139/ssrn.2159478
    Preprints |
    Ekponon BA, What Drives Corporate Asset Prices: Short- or Long-Run Risk?, http://dx.doi.org/10.2139/ssrn.3116235
    Preprints |
    Ericsson J; Jeanneret A; Lu Y, Default Contagion in a Two-Tree Economy, http://dx.doi.org/10.2139/ssrn.3839885
    Preprints |
    Gagnon LJ; Jeanneret A, Corporate Governance, Capital Structure, and Stock Return Volatility, http://dx.doi.org/10.2139/ssrn.3222818
    Preprints |
    Jeanneret A, Foreign Direct Investment, Exchange Rate Uncertainty, and Firm Heterogeneity, http://dx.doi.org/10.2139/ssrn.967873
    Preprints |
    Jeanneret A, Sovereign Default Risk and the US Equity Market, http://dx.doi.org/10.2139/ssrn.1719685
    Preprints |
    Jeanneret A, The Dynamics of Sovereign Credit Risk, http://dx.doi.org/10.2139/ssrn.1071665
    Preprints |
    Jeanneret A, When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity, http://dx.doi.org/10.2139/ssrn.3379090
    Preprints |
    Jeanneret A; Souissi S, Sovereign Defaults by Currency Denomination, http://dx.doi.org/10.2139/ssrn.2365059
    Preprints |
    Smarzynska Javorcik B; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations, http://dx.doi.org/10.2139/ssrn.3338745