Faculty Profile

Adrien Henri Vigier

Assistant Professor - Department of Economics

Biography

Adrien H. Vigier is an Assistant Professor at the Norwegian Business School (BI). Prior to this, Vigier was an Associate Professor at the University of Oxford. His primary research areas are Game Theory, Microeconomics and Finance.

See personal homepage for further information.

Publications

Rudiger, Jesper & Vigier, Adrien Henri (2019)

Learning about analysts

Journal of Economic Theory, 180, s. 304- 335. Doi: 10.1016/j.jet.2019.01.001

We examine an analyst with career concerns making cheap talk recommendations to a sequence of traders, each of whom possesses private information concerning the analyst's ability. The recommendations of the analyst influence asset prices that are then used to evaluate the analyst. An endogeneity problem thus arises. In particular, if the reputation of the analyst is sufficiently high then an incompetent but strategic analyst is able to momentarily hide her type. An equilibrium in which the market eventually learns the analyst type always exists. However, under some conditions, an equilibrium also exists in which the incompetent analyst is able to hide her type forever.

Holden, Steinar; Natvik, Gisle James & Vigier, Adrien Henri (2018)

CREDIT RATING AND DEBT CRISES

International Economic Review, 59(2), s. 973- 987. Doi: 10.1111/iere.12293

We develop an equilibrium theory of credit rating in the presence of rollover risk. By influencing rational creditors, ratings affect sovereigns' probability of default, which in turn affects ratings. Our analysis reveals a pro‐cyclical impact of credit rating: In equilibrium the presence of a rating agency increases default risk when it is high and decreases default risk when it is low.

Goyal, Sanjeev & Vigier, Adrien (2015)

Interaction, protection and epidemics

Journal of Public Economics, 125, s. 64- 69. Doi: 10.1016/j.jpubeco.2015.02.010

Goyal, Sanjeev & Vigier, Adrien (2014)

Attack, defence, and contagion in networks

The Review of Economic Studies, 81(4), s. 1518- 1542. Doi: 10.1093/restud/rdu013

Armour, E. A. G. & Vigier, Adrien Henri (2005)

Inclusion of the strong interaction in low-energy hydrogen–antihydrogen scattering using a complex potential

Journal of Physics B: Atomic, Molecular and Optical Physics, 38(3), s. 47- 54. Doi: 10.1088/0953-4075/38/3/L01

Academic Degrees
Year Academic Department Degree
2011 University of Cambridge PhD
2005 Université Paris VI MSc in Mathematics
Work Experience
Year Employer Job Title
2017 - Present BI Norwegian Business School Assistant professor
2014 - 2017 University of Oxford Associate professor