Éric Jondeau

6.7k total citations · 1 hit paper
110 papers, 4.1k citations indexed

About

Éric Jondeau is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Éric Jondeau has authored 110 papers receiving a total of 4.1k indexed citations (citations by other indexed papers that have themselves been cited), including 80 papers in Finance, 70 papers in Economics and Econometrics and 38 papers in General Economics, Econometrics and Finance. Recurrent topics in Éric Jondeau's work include Monetary Policy and Economic Impact (38 papers), Financial Markets and Investment Strategies (36 papers) and Financial Risk and Volatility Modeling (30 papers). Éric Jondeau is often cited by papers focused on Monetary Policy and Economic Impact (38 papers), Financial Markets and Investment Strategies (36 papers) and Financial Risk and Volatility Modeling (30 papers). Éric Jondeau collaborates with scholars based in Switzerland, France and United Kingdom. Éric Jondeau's co-authors include Michael Rockinger, Hervé Le Bihan, Roland Ricart, Catherine Bruneau, Robert F. Engle, Sanvi Avouyi‐Dovi, Jean-Guillaume Sahuc, Emmanuel Jurczenko, Florian Pelgrin and Jean Imbs and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Monetary Economics.

In The Last Decade

Éric Jondeau

102 papers receiving 3.8k citations

Hit Papers

The Copula-GARCH model of conditional dependencies: An in... 2006 2026 2012 2019 2006 100 200 300 400 500

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Éric Jondeau Switzerland 30 2.7k 2.6k 1.8k 311 156 110 4.1k
Ray Yeutien Chou Taiwan 16 3.2k 1.2× 3.6k 1.4× 1.4k 0.8× 398 1.3× 281 1.8× 34 4.3k
Michael Rockinger Switzerland 23 2.1k 0.8× 2.5k 1.0× 1.0k 0.6× 318 1.0× 154 1.0× 68 3.3k
John W. Galbraith Canada 21 2.4k 0.9× 973 0.4× 1.7k 1.0× 230 0.7× 175 1.1× 61 3.4k
Jón Danı́elsson United Kingdom 28 1.7k 0.6× 2.3k 0.9× 745 0.4× 359 1.2× 214 1.4× 97 2.8k
William D. Lastrapes United States 25 3.5k 1.3× 3.3k 1.3× 2.0k 1.1× 225 0.7× 285 1.8× 59 4.4k
Simone Manganelli Germany 23 2.0k 0.7× 2.3k 0.9× 1.1k 0.6× 228 0.7× 243 1.6× 65 3.1k
Ser‐Huang Poon United Kingdom 22 3.3k 1.2× 3.8k 1.5× 1.1k 0.6× 539 1.7× 332 2.1× 97 4.6k
Kon S. Lai United States 27 3.2k 1.2× 1.7k 0.7× 2.5k 1.4× 184 0.6× 159 1.0× 55 4.0k
David I. Harvey United Kingdom 26 2.7k 1.0× 1.4k 0.6× 2.1k 1.2× 788 2.5× 94 0.6× 88 3.8k
Robin L. Lumsdaine United States 19 2.8k 1.0× 2.2k 0.9× 2.3k 1.3× 135 0.4× 397 2.5× 46 4.0k

Countries citing papers authored by Éric Jondeau

Since Specialization
Citations

This map shows the geographic impact of Éric Jondeau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Éric Jondeau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Éric Jondeau more than expected).

Fields of papers citing papers by Éric Jondeau

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Éric Jondeau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Éric Jondeau. The network helps show where Éric Jondeau may publish in the future.

Co-authorship network of co-authors of Éric Jondeau

This figure shows the co-authorship network connecting the top 25 collaborators of Éric Jondeau. A scholar is included among the top collaborators of Éric Jondeau based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Éric Jondeau. Éric Jondeau is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Jondeau, Éric, et al.. (2025). Building benchmark portfolios with decreasing carbon footprints. Journal of Sustainable Finance & Investment. 1–33.
2.
Ehlers, Torsten, et al.. (2024). Deconstructing ESG scores: investing at the category score level. Journal of Asset Management. 25(3). 222–244. 7 indexed citations
3.
Fahlenbrach, Rüdiger & Éric Jondeau. (2023). Greening the Swiss National Bank’s Portfolio. RePEc: Research Papers in Economics. 12(4). 792–833. 5 indexed citations
4.
Jondeau, Éric, et al.. (2023). Deconstructing ESG Scores How to Invest with Your Own Criteria?. SSRN Electronic Journal. 1 indexed citations
5.
Ehlers, Torsten, et al.. (2023). Deconstructing ESG Scores: How to Invest with your own Criteria?. IMF Working Paper. 2023(57). 1–1. 2 indexed citations
6.
Jondeau, Éric, Benoı̂t Mojon, & Luiz A. Pereira da Silva. (2021). Building Benchmarks Portfolios with Decreasing Carbon Footprints. SSRN Electronic Journal. 3 indexed citations
7.
Jondeau, Éric. (2015). Asymmetry in tail dependence in equity portfolios. Computational Statistics & Data Analysis. 100. 351–368. 29 indexed citations
8.
Jondeau, Éric & Michael Rockinger. (2014). Optimal Long-Term Allocation with Pension Fund Liabilities. RePEc: Research Papers in Economics. 1 indexed citations
9.
Jondeau, Éric & Michael Rockinger. (2010). Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty. RePEc: Research Papers in Economics.
10.
Jondeau, Éric & Michael Rockinger. (2009). The Impact of Shocks on Higher Moments. SSRN Electronic Journal. 3 indexed citations
11.
Jondeau, Éric & Jean-Guillaume Sahuc. (2007). Testing Heterogeneity within the Euro Area. SSRN Electronic Journal. 23 indexed citations
12.
Jondeau, Éric & Michael Rockinger. (2004). Optimal Portfolio Allocation Under Higher Moments. SSRN Electronic Journal. 49 indexed citations
13.
Jondeau, Éric & Michael Rockinger. (2003). How Higher Moments Affect the Allocation of Assets. SSRN Electronic Journal. 10 indexed citations
14.
Jondeau, Éric & Michael Rockinger. (2003). User's guide. Journal of Economic Dynamics and Control. 27(10). 1739–1742. 2 indexed citations
15.
Jondeau, Éric. (2001). La théorie des anticipations de la structure par terme permet-elle de rendre compte de l`évolution des taux d`intérêt sur euro-devise?. Annals of Economics and Statistics. 139–174. 1 indexed citations
16.
Rockinger, Michael & Éric Jondeau. (2001). Conditional Volatility, Skewness and Kurtosis: Existence and Persistence. SSRN Electronic Journal. 27 indexed citations
17.
Jondeau, Éric, et al.. (2000). Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence. SSRN Electronic Journal. 93 indexed citations
18.
Jondeau, Éric & Roland Ricart. (1999). The Information Content of the French and German Government Bond Yield Curves: Why Such Differences?. SSRN Electronic Journal. 107 indexed citations
19.
Jondeau, Éric & Roland Ricart. (1997). LA THEORIE DES ANTICIPATIONS DE LA STRUCTURE PAR TERME : TEST A PARTIR DESTITRES PUBLICS FRANCAIS. Annals of Economics and Statistics. 1–22. 6 indexed citations
20.
Jondeau, Éric & Roland Ricart. (1996). The Expectations Hypothesis of the Term Structure: Tests on US, German, French, and UK Euro-Rates. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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