I am the co-organizer of the UNSW Asset Pricing Workshop.
Alexandre Jeanneret is a Professor of Finance at UNSW, School of Banking and Finance. He was previously an Associate Professor of Finance and the Head of PhD program in Finance at HEC Montréal, as well as the recipient of the Canada Research Chair in Macro Finance. He was a faculty of HEC Montréal between 2010 and 2020. Jeanneret obtained a PhD in Finance from the University of Lausanne and the Swiss Finance Institute in 2010. He received a Master’s degree in Economics from the University of British Columbia in 2005 and a Bachelor’s degree in Economics from the University of Lausanne in 2003.
His research interests include the valuation of corporate/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. Jeanneret has published in the Journal of Financial Economics, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, Management Science, the Review of Finance, the Journal of Banking and Finance, and the Journal of International Money and Finance, among others. He has been visiting scholar at Harvard University, UCLA, University Paris-Dauphine, and Columbia Business School. 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.
How Does Managerial Expropriation Affect Equity Volatility? Theory and Worldwide Evidence, Review of Corporate Finance Studies, Forthcoming (with L. Gagnon)
Sovereign Risk Premia and Global Macroeconomic Conditions, Journal of Financial Economics, 147, 172-197, 2023 (with S. Andrade and A. Ekponon)
High Inflation: Low Default Risk and Low Equity Valuations, Review of Financial Studies, 36(3), 1192-1252, 2023 (with H. Bhamra, C. Dorion, and M. Weber)
A Credit-Based Theory of the Currency Risk Premia, Journal of Financial Economics, 149(3), 473-496, 2023 (with P. Della Corte and E. D.S. Patelli)
A Macro-Finance Model for Option Prices: A Story of Rare Economic Events, Management Science, 69(9), 4973-5693, 2023 (with M. Hasler)
Asset Pricing with Persistence Risk, Review of Financial Studies, 32, 2809-2849, 2019 (with D. Andrei and M. Hasler)
Sovereign Credit Risk under Good/Bad Governance, Journal of Banking and Finance, 93, 230-246, 2018
Sovereign Default Risk and the U.S. Market, Journal of Financial and Quantitative Analysis, 52, 305-339, 2017
International Firm Investment under Exchange Rate Uncertainty, Review of Finance, 20, 2015-2048, 2016
Sovereign Defaults and Currency Denomination, Journal of International Money and Finance, 60, 197-222, 2016 (with S. Souissi)
The Dynamics of Sovereign Credit Risk, Journal of Financial and Quantitative Analysis, 50, 963-985, 2015
Convertible Debt and Shareholder Incentives, Journal of Corporate Finance, 24, 38-56, 2014 (with C. Dorion, P. François, and G. Grass)
Excess Co-movement in Default Risk / with J. Ericsson, K. Glover, and Yiliu Lu
Looking Under the Hood of Commodity Currency Predictability / with Valeri Sokolovski
A Credit Risk Explanation of the Correlation between Corporate Bonds and Stocks / with A. Dickerson, M. Fournier, and P. Mueller
Survey Expectations Meet Option Prices: New Insights from the FX Market / with C. Gao and P. Della Corte
Equity Prices in a Granular Economy / with A. Abolghasemi, H. Bhamra, and C . Dorion
Option-Implied Local Currency Credit Spreads
What Drives the Expected Return on a Stock: Short-Run or Long-Run Risk? / with C. Dorion and A. Ekponon