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Alexandre Jeanneret

Associate Professor,  Department of Finance


Alexandre Jeanneret

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: alexandre.jeanneret@hec.ca
Phone: 514 340-1557
Secretary: 514 340-6608
Fax: 514 340-5632
Office: 4.207

Personal page

Other title(s)

Chairholder Canada Research Chair in Macro Finance

Education

  • Ph. D. (Finance), Université de Lausanne, Swiss Finance Institute
  • M.A. (Economics), University of British Colombia
  • Licence en économie, HEC Lausanne

Expertise

  • Macro finance
  • Asset pricing
  • Credit risk and corporate finance
  • Foreign exchange market

Current research

Professor Jeanneret’s research aims to advance our knowledge in the field of Macro Finance. Macro Finance studies how economic and monetary conditions affect financial markets, with a particular attention on international economic issues. Specifically, his research interests include the valuation of sovereign debt and related credit derivatives; the analysis of currency risk and returns; the understanding of investors’ preferences and incomplete information on asset prices; and the role of inflation on corporate securities. Professor Jeanneret has published in the Review of Finance, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, the Journal of Banking and Finance, the Journal of Corporate Finance, and the Journal of International Money and Finance, among others. He has been visiting scholar at Harvard University, UCLA, University Paris-Dauphine, and the University of New South Wales.


This publication selection covers the last five years.


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Journal articles (8)


ANDREI, Daniel, HASLER, Michael, JEANNERET, Alexandre; « Asset Pricing with Persistence Risk », The Review of Financial Studies, vol. 32, no 7, 2019, p. 2809-2849.

JEANNERET, Alexandre; « Sovereign credit spreads under good/bad governance », Journal of Banking & Finance, vol. 93, 2018, p. 230-246.

JEANNERET, Alexandre; « Sovereign Default Risk and the U.S. Equity Market », Journal of Financial and Quantitative Analysis, vol. 52, no 1, 2017, p. 305-339.

JEANNERET, Alexandre; « International Firm Investment under Exchange Rate Uncertainty », Review of Finance, vol. 20, no 5, 2016, p. 2015-2048.

JEANNERET, Alexandre, SOUISSI, Slim; « Sovereign defaults by currency denomination », Journal of International Money and Finance, vol. 60, 2016, p. 197-222.

JEANNERET, Alexandre, CHOUAIB, Elian; « La crise de la dette en Europe », L'actualité économique, Vol. 91, no 4, 2015, 35 p..

JEANNERET, Alexandre; « The Dynamics of Sovereign Credit Risk », Journal of Financial and Quantitative Analysis, vol. 50, no 5, 2015, p. 963-985.

DORION, Christian, FRANÇOIS, Pascal, GRASS, Gunnar, JEANNERET, Alexandre; « Convertible debt and shareholder incentives », Journal of Corporate Finance, vol. 24, 2014, p. 38-56.



This selection of supervision activities covers the last five years.

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Supervised project supervision – MSc in Management (13)

Couverture de risque de change pour investisseurs américains , by Philip Gendreau
March 2019

Gestion du taux de change et tarification alternative d'option sur devises , by Maxime Thiboutot
September 2018

Volatility Risk and the Cross-Section of Commodity Returns , by Ilia Polotskii
September 2018

What usage can be done with risk premias to improve a portfolio? , by Jean-Sébastien Beauparlant
October 2017

Stagiaire au département finance de Saferail , by Clément Seyé
March 2016

Risk Management - High frequency model for portfolio managers , by Alexandre Bouliane
March 2016

Cours du café et conditions climatiques au Brésil , by Yann Stanislas Yassin Doukkali
January 2016

Les déterminants de l'activité de "Carry Trade" , by Axel Giriat
January 2016

Currency hedging optimization for international equity and bond portfolios , by Arnaud Lerebours
January 2015

In codirection with : FRANÇOIS, Pascal
Analyse des accords du Club de Paris , by Mathieu Lapointe
January 2015

Analyse statistique de l'investissement en contrats à terme sur matières premières dans un contexte de gestion de portefeuille , by Carlos Molina Serrano
June 2014

Étude d'une stratégie d'investissement basée sur l'identification d'entreprises offrant des paiements de dividendes durables , by Julien Duquette
March 2014

Analyse de la stratégie du Carry Trade , by Charles Boucherie
January 2014

Winter 2018

80-223-17A
Macro Asset Pricing

Fall 2017

6-212-09
Gestion de portefeuilles internationaux

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