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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
Sch of Banking & Finance

Alexandre Jeanneret is Professor of Finance and Deputy Head of Research at 91色情片, School of Banking and Finance. He was previously Associate Professor of Finance and Head of the PhD program in Finance at HEC Montr茅al, where he held the Canada Research Chair in Macro Finance. He was on the faculty of HEC Montr茅al from 2010 to 2020.

He holds a PhD in Finance from the University of Lausanne and the Swiss Finance Institute (2010), a Master鈥檚 in Economics from the University of British Columbia (2005), and a Bachelor鈥檚 in Economics from the University of Lausanne (2003). He has been a visiting scholar at Harvard University, UCLA, Universit茅 Paris-Dauphine, and Columbia Business School. Before academia, he worked as an equity analyst at MSCI Barra and as a fixed income consultant at the Pictet Group.

Co-organizer of the , an annual meeting in Sydney that brings together leading international scholars in asset pricing.

More details on my personal homepage .
E-mail
a.jeanneret@unsw.edu.au
Location
91色情片 Business School - Ref E12 Level 3, Room 333B
  • Journal articles | 2025
    Gagnon L; Jeanneret A, 2025, 'How Does Corporate Governance Affect Equity Volatility? Worldwide Evidence and Theory', Review of Corporate Finance Studies, 14, pp. 166 - 203,
    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
    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, 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; Fran莽ois 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 | 2022
    Dickerson A; Fournier M; Jeanneret A; Mueller P, 2022, Understanding the Comovement between Corporate Bonds and Stocks: The Role of Default Risk,
    Preprints | 2019
    Jeanneret A, 2019, When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity,
    Preprints | 2018
    Dorion C; Ekponon A; Jeanneret A, 2018, What Drives Equity Prices: Short- or Long-Run Risk?,
    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 |
    Dorion C; Francois P; Grass G; Jeanneret A, Convertible Debt and Shareholder Incentives,
    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 |
    Hasler M; Jeanneret A, The Dynamics of the Implied Volatility Surface: A Story of Rare Economic Events,
    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 |
    Patelli E; Jeanneret A; Augustin P; Sanchez Martinez JM, Option-Implied Local Currency Credit Spreads,
    Preprints |
    Smarzynska Javorcik B; Dorion C; Jeanneret A; Weber M, Low Inflation: High Default Risk and High Equity Valuations,

2026 聽Best Conference Paper Award at the ANU-FIRN Conference

2026 聽Best Paper in Asset Pricing Award at the SAIF Annual Research Conference

2023 聽91色情片 Business School Excellence Research Award

2018 聽Canada Research Chair in Macro Finance (Federal Government)

2016 聽Research Professorship in International Finance (HEC Montr茅al)

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

2011 聽Best Conference Paper Award at the Mathematical Finance Days in Montr茅al

2008 聽Second Best Paper of the European Finance Association Doctoral Tutorial

2007 聽Best Presentation Award at the Annual Meeting of the Swiss Finance Institute

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

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

My research spans three areas and combines structural models with empirical evidence from bond, equity, currency, and option markets.

CREDIT RISK

  • Structural models of corporate default and credit spreads
  • Sovereign credit risk and global risk premia
  • Inflation and default risk

INTERNATIONAL FINANCE

  • Currency risk premia and exchange rate predictability
  • Information in CDS and option prices
  • Credit risk across currencies and international investment

ASSET PRICING

  • Market concentration and the cross-section of returns
  • Long-run risk and rare economic disasters
  • Investor attention and asset prices