Daniel Aunon-Nerin

University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Unil Dorigny, Batiment Internef

Lausanne, 1015

Switzerland

FAME

40, Boulevard du Pont-d'Arve

40, Bd du Pont-d'Arve

1211 Geneva 4, CH-6900

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 19,614

SSRN RANKINGS

Top 19,614

in Total Papers Downloads

3,036

SSRN CITATIONS
Rank 19,298

SSRN RANKINGS

Top 19,298

in Total Papers Citations

19

CROSSREF CITATIONS

34

Scholarly Papers (3)

1.

Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets' Information Sufficient to Evaluate Credit Risk?

FAME Research Paper No. 65
Number of pages: 87 Posted: 05 Apr 2003
Daniel Aunon-Nerin, Didier Cossin, Tomas Hricko and Zhijiang Huang
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and JP Morgan
Downloads 2,215 (7,821)
Citation 63

Abstract:

Loading...

Credit Derivatives, Credit Risk, Default Swaps, Ratings, Equity Information

2.

A Framework for Collateral Risk Control Determination

Number of pages: 48 Posted: 10 Feb 2003
European Central Bank (ECB), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), JP Morgan and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 422 (83,125)

Abstract:

Loading...

Collateral, repurchase transactions, default risk, central banks, monetary policy operations

3.

Why Firms Purchase Property Insurance?

Swiss Finance Institute Research Paper No. 07-16
Number of pages: 46 Posted: 23 Mar 2007
Daniel Aunon-Nerin and Paul Ehling
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and BI - Norwegian Business School
Downloads 399 (88,726)
Citation 16

Abstract:

Loading...

Corporate Risk Management, Property Insurance