| 10
result(s) -
Result(s) 1 to
10 |
|
| 1. | CREDIT DEFAULT SWAP SPREADS AND U.S. FINANCIAL MARKET: INVESTIGATING SOME DEPENDENCE STRUCTURE
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2007 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 17:51:46 -
25 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 584 KB) - Zip version (566 KB) |
|
| 2. | LESS CAN BE MORE!
Publishing author: GATFAOUI Hayette
Co-author(s): RODARIE Hubert / WALTER Christian
Working paper (2007 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 18:00:58 -
19 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 336 KB) - Zip version (308 KB) |
|
| 3. | ARE CREDIT DEFAULT SWAP SPREADS MARKET DRIVEN?
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2007 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 17:46:45 -
13 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 376 KB) - Zip version (361 KB) |
|
| 4. | CREDIT RISK AND MARKET RISK: ANALYZING U.S. CREDIT SPREADS
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2006 - Groupe ESC Rouen) - English
Online since 2008.02.16 at 17:57:33 -
74 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 633 KB) - Zip version (561 KB) |
|
| 5. | Is There a Latent Factor in Stock Returns?
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2006 - Rouen School of Management) - English
Online since 2006.05.12 at 16:43:17 -
68 download(s) - 1
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 344 KB) - Zip version (318 KB) |
|
| 6. | From Fault Tree to Credit Risk Assessment: A Case Study
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2005 - Rouen Graduate School of Management (Groupe ESC Rouen)) - English
Online since 2005.08.29 at 11:13:18 -
72 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 394 KB) - Zip version (361 KB) |
|
| 7. | A Simple Two-Factor European Call Pricing
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2005 - Rouen School of Management) - English
Online since 2006.05.13 at 11:10:41 -
71 download(s) - 0
rating(s)
- Average rating (/5):
Abstract | Download (.pdf - 534 KB) - Zip version (496 KB) |
|
| 8. | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility
Publishing author: GATFAOUI Hayette
Co-author(s): CHAUVEAU Thierry
Working paper (2004) - English
Online since 2004.04.07 at 10:49:22 -
249 download(s) - 2
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 502 KB) - Zip version (461 KB) |
|
| 9. | How Does Systematic Risk Impact US Credit Spreads? A copula Study
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2003) - English
Online since 2003.05.10 at 01:36:32 -
334 download(s) - 1
rating(s)
- Average rating (/5): 5
Abstract | Download (.pdf - 560 KB) - Zip version (535 KB) |
|
| 10. | Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit
Publishing author: GATFAOUI Hayette
Co-author(s):
Working paper (2002 - University Paris 1, TEAM Pôle Finance) - French
Online since 2002.11.06 at 12:58:27 -
683 download(s) - 7
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 294 KB) - Zip version (264 KB) |
|
