3000, ch. de la Côte-Sainte-Catherine
Montréal (Québec), Canada H3T 2A7
Tel: (+1) 514 589-6699
Alexandre Jeanneret is an Associate Professor of Finance and the Head of PhD program in Finance at HEC Montréal. He is the recipient of the Canada Research Chair in Macro Finance.
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 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 Review of Finance, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, 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, Columbia Business School, and University of New South Wales.
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. He joined the HEC Montréal faculty in 2010.
Asset Pricing with Persistence Risk, Review of Financial Studies, forthcoming, with D. Andrei and M. Hasler
Sovereign Credit Risk under Good/Bad Governance, Journal of Banking and Finance, 2018
Sovereign Default Risk and the U.S. Market, Journal of Financial and Quantitative Analysis, 2017
International Firm Investment under Exchange Rate Uncertainty, Review of Finance, 2016
Sovereign Defaults and Currency Denomination, Journal of International Money and Finance, 2016, with S. Souissi
The Dynamics of Sovereign Credit Risk, Journal of Financial and Quantitative Analysis, 2015
Convertible Debt and Shareholder Incentives, Journal of Corporate Finance, 2014, with C. Dorion, P. François, and G. Grass
Low Inflation: High Default Risk and High Equity Valuations, with H. Bhamra, C. Dorion, and M. Weber
A Credit-Based Theory of the Currency Risk Premia, with P. Della Corte and E. D. S. Patelli
Do Corporate Governance Reforms Impact Equity Volatility? Theory and Worldwide Evidence, with L. Gagnon
When Do Commodity Prices Matter for the Carry Trade? An Analysis by FX Liquidity Conditions, with M. Normandin
Sovereign Risk and Global Macroeconomic Conditions, with A. Ekponon and S. Andrade
Presented at EFA, HEC-McGill Winter Finance Workshop, Conference of the Swiss Society for Financial Market Research
Systematic Risk Premium in the Commodity Futures Market