Access Statistics for Hugues E. Pirotte Speder

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design 0 1 13 83 3 13 55 182
A general formula for the WACC 1 5 24 24 11 35 153 153
Comment on the proposed CRD amendment on significant risk transfer 6 16 51 69 18 59 181 237
Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk 5 13 50 263 11 38 130 661
How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data? 1 1 10 80 7 15 39 173
Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates 2 7 37 122 8 29 139 377
Market Liquidity as Dynamic Factors 3 9 31 31 9 24 81 81
Sector Classification through non-Gaussian Similarity 4 6 49 61 9 26 110 115
Sector classification through non-Gaussian similarity 0 1 5 5 0 1 19 19
Swap Credit Risk: An Empirical Investigation on Transaction Data 1 4 22 87 5 10 60 213
Total Working Papers 23 63 292 825 81 250 967 2,211


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How well do classical credit risk pricing models fit swap transaction data? 0 0 1 1 1 2 5 5
Residual value risk in the leasing industry: A European case 7 13 90 143 15 39 247 365
Swap credit risk: An empirical investigation on transaction data 0 4 11 68 1 6 21 137
Total Journal Articles 7 17 102 212 17 47 273 507


Statistics updated 2009-11-04