| 1. | 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 - 343 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 560 Ko) - Zip version (535 Ko) |
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| 2. | 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 - 122 download(s) - 1
rating(s) - Average rating (/5): 5
Abstract | Download (pdf - 633 Ko) - Zip version (561 Ko) |
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| 3. | Spreads de crédit et taux d'intérêt (credit spreads and interest rate)
Publishing author: GABILLON Jean Claude
Co-author(s):
Working paper (2006 - Université Toulouse III-Toulouse Business School) - French
Online since 2006.09.24 at 11:04:58 - 223 download(s) - 1
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (pdf - 368 Ko) - Zip version (321 Ko) |
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| 4. | Dynamique des ratings et des spreads de crédit (Rating and Credit Spread Dynamic)
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Master's thesis (2003 - ENSAE) - French
Online since 2003.11.26 at 23:58:24 - 804 download(s) - 9
rating(s) - Average rating (/5): 4
Abstract (Abstract in English) | Download (pdf - 1008 Ko) - Zip version (910 Ko) |
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| 5. | The Joint Estimation of Term Structures and Credit Spreads
Publishing author: HOUWELING Patrick
Co-author(s): HOEK Jaap / KLEIBERGEN Frank
Journal article (2001 - Journal of Empirical Finance / July) - English
Online since 2002.10.28 at 19:17:15 - 342 download(s) - 2
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 477 Ko) - Zip version (418 Ko) |
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| 6. | Default Implied Volatility for Credit Spread
Publishing author: ZHENG C.K.
Co-author(s):
Working paper (1999) - English
Online since 2002.12.18 at 16:26:35 - 338 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 94 Ko) - Zip version (84 Ko) |
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| 7. | Credit VaR: New Approach
Publishing author: TALEB Aimad
Co-author(s): CHOUKAR Nordine
Presentation (2003 - Lehman Brothers - Fixed Income Research Seminar) - English
Online since 2003.11.27 at 10:56:58 - 925 download(s) - 4
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 428 Ko) - Zip version (372 Ko) |
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| 8. | 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 - 698 download(s) - 7
rating(s) - Average rating (/5): 3
Abstract | Download (pdf - 294 Ko) - Zip version (264 Ko) |
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| 9. | Modèles à intensité et copules
Publishing author: TALEB Aimad
Co-author(s):
Master's thesis (2002 - Ecole Polytechnique - France) - French
Online since 2004.03.26 at 09:04:09 - 541 download(s) - 5
rating(s) - Average rating (/5): 2
Abstract (Abstract in English) | Download (pdf - 1184 Ko) - Zip version (730 Ko) |
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| 10. | 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 - 35 download(s) - 0
rating(s) - Average rating (/5):
Abstract | Download (pdf - 584 Ko) - Zip version (566 Ko) |
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