Access Statistics for Hayette Gatfaoui

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 correction for classic performance measures 0 0 0 0 0 0 2 6
Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework 0 0 0 0 0 1 11 19
Are Critical Slowing Down Indicators Useful to Detect Financial Crises? 0 0 0 0 0 0 3 3
Are critical slowing down indicators useful to detect financial crises? 0 0 0 21 3 3 6 30
Are critical slowing down indicators useful to detect financial crises? 0 0 0 3 0 0 3 9
Are critical slowing down indicators useful to detect financial crises? 0 0 0 7 1 1 8 22
Are demographic attributes and firm characteristics drivers of gender diversity? Investigating women's positions on French boards of directors 0 0 0 0 2 5 16 49
Bottom-up Investing 0 0 0 0 0 0 0 5
Capital Asset Pricing Model 0 0 0 0 0 0 6 30
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 0 0 0 28 2 2 16 67
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 0 0 1 24 0 0 13 32
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone 0 0 0 27 1 2 10 32
Deviation from normality and Sharpe ratio behavior: a brief simulation study 0 0 0 0 0 0 4 13
Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures 0 0 1 20 0 0 23 31
Equity market information and credit risk signaling: A quantile cointegrating regression approach 0 0 0 0 0 2 16 22
From Fault Tree to Credit Risk Assessment: A Case Study 0 0 0 0 0 0 3 11
From Fault Tree to Credit Risk Assessment: A Case Study 0 0 1 268 0 1 14 920
From Fault Tree to Credit Risk Assessment: A Case Study 0 0 0 25 1 1 2 110
From Fault Tree to Credit Risk Assessment: An Empirical Attempt 0 0 0 265 0 0 2 924
How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market 0 0 1 195 0 1 5 710
How Does Systematic Risk Impact Stocks? A Study On the French Financial Market 0 0 0 167 0 1 4 526
How Does Systematic Risk Impact Stocks? A Study on the French Financial Market 0 0 0 0 0 0 7 8
How Does Systematic Risk Impact US Credit Spreads? A Copula Study 0 0 0 703 0 0 6 2,135
How does systematic risk impact stocks ? A study on the French financial market 0 0 0 0 0 0 2 3
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation 0 2 4 146 3 9 32 1,400
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton's Credit Risk Valuation 0 0 0 0 0 1 6 14
Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation 0 2 3 393 1 4 13 960
Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors 0 0 0 0 1 1 6 20
Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market 0 0 0 0 0 0 4 11
Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market 0 0 0 0 0 0 2 5
Is Corporate Bond Market Performance Connected with Stock Market Performance? 0 0 0 0 1 1 1 15
Less can be more! 0 0 0 0 0 0 0 10
Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels 0 0 0 0 0 2 11 20
Linking the gas and oil markets with the stock market: Investigating the U.S. relationship 0 0 0 0 1 1 4 9
Liquids markets 0 0 0 0 0 0 1 6
Model Risk: Caring about Stylized Features of Asset Returns ! 0 0 0 0 0 0 3 11
Performance Persistence 0 0 0 0 0 0 2 12
Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility 0 0 0 281 1 1 8 670
Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility 0 0 1 306 0 0 5 563
Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas 0 0 0 0 0 0 6 9
Risk Disaggregation And Credit Risk Valuation In The Merton Like Way 0 0 0 345 0 2 6 850
Risque de Défaut et Risque de Liquidité: Une Etude de Deux Composantes du Spread de Crédit 0 0 0 1,251 2 2 19 6,191
The kiss of information theory that captures systemic risk 1 1 1 28 2 4 11 91
The kiss of information theory that captures systemic risk 0 0 0 2 0 0 2 29
Top down investing 0 0 0 0 0 1 5 10
Total Working Papers 1 5 13 4,505 22 49 329 16,623


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors 0 2 4 17 0 6 20 94
Equity market information and credit risk signaling: A quantile cointegrating regression approach 0 0 1 8 2 5 19 53
Investigating the dependence structure between credit default swap spreads and the U.S. financial market 0 0 0 40 0 0 11 139
Linking the gas and oil markets with the stock market: Investigating the U.S. relationship 0 1 4 26 0 1 14 90
Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas 0 0 1 5 1 1 5 33
Systematic risk and idiosyncratic risk: a useful distinction for valuing European options 0 0 0 110 0 0 3 534
Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets 0 0 0 12 0 0 5 63
Total Journal Articles 0 3 10 218 3 13 77 1,006


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels 0 0 0 0 0 0 3 4
Total Chapters 0 0 0 0 0 0 3 4


Statistics updated 2020-09-04