6
H index
2
i10 index
137
Citations
Université Catholique de Lille (86% share) | 6 H index 2 i10 index 137 Citations RESEARCH PRODUCTION: 8 Articles 55 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hayette Gatfaoui. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 2 |
Energy Economics | 2 |
Year | Title of citing document |
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2020 | Bringing owners back on board: A review of the role of ownership type in board governance. (2020). Ponomareva, Yuliya ; Federo, Ryan ; Losada, Carlos ; Sazcarranza, Angel ; Aguilera, Ruth V. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:6:p:348-371. Full description at Econpapers || Download paper |
2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper |
2020 | Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846. Full description at Econpapers || Download paper |
2020 | Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054. Full description at Econpapers || Download paper |
2021 | Network connectedness between natural gas markets, uncertainty and stock markets. (2021). Ji, Qiang ; Liu, Bing-Yue ; Chen, Fu-Rui ; Geng, Jiang-Bo. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320303418. Full description at Econpapers || Download paper |
2020 | Best-case scenario robust portfolio for energy stock market. (2020). Quan, LI ; Yang, Min ; Wang, Lihua ; Pan, Lin ; Xian, Liang ; Liu, Dinghao ; Chen, Chen. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220317722. Full description at Econpapers || Download paper |
2020 | All on board? New evidence on board gender diversity from a large panel of European firms. (2020). Tyrowicz, Joanna ; Mazurek, Jakub ; Terjesen, Siri. In: European Management Journal. RePEc:eee:eurman:v:38:y:2020:i:4:p:634-645. Full description at Econpapers || Download paper |
2020 | Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda. (2020). Ntim, Collins G ; Hanh, Thi Hong ; Malagila, John K. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301988. Full description at Econpapers || Download paper |
2020 | Female board representation, risk-taking and performance: Evidence from dual banking systems. (2020). Abedifar, Pejman ; Hassan, Arshad ; Fraz, Ahmad ; Khan, Mushtaq Hussain. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320303044. Full description at Econpapers || Download paper |
2020 | Gender equalitys impact on female directors’ efficacy: A multi-country study. (2020). Zhao, Hong ; Tao, Ran ; Belaounia, Samia. In: International Business Review. RePEc:eee:iburev:v:29:y:2020:i:5:s0969593120300822. Full description at Econpapers || Download paper |
2021 | Are gender diverse boards more cautious? The impact of board gender diversity on sentiment in earnings press releases. (2021). Unda, Luisa A ; Ranasinghe, Dinithi ; Mather, Paul. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:17:y:2021:i:3:s1815566921000369. Full description at Econpapers || Download paper |
2021 | Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181. Full description at Econpapers || Download paper |
2021 | Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102. Full description at Econpapers || Download paper |
2021 | Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310114. Full description at Econpapers || Download paper |
2021 | Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799. Full description at Econpapers || Download paper |
2021 | Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000982. Full description at Econpapers || Download paper |
2021 | Crude oil, gold, natural gas, exchange rate and indian stock market: Evidence from the asymmetric nonlinear ARDL model. (2021). Singhal, Shelly ; Choudhary, Sangita ; Kumar, Suresh. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002087. Full description at Econpapers || Download paper |
2021 | Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Alshami, Abdullah ; Elgammal, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003433. Full description at Econpapers || Download paper |
2020 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper |
2022 | Early warning signals of financial crises using persistent homology. (2022). Razak, Fatimah Abdul ; Ismail, Munira ; Salmi, Mohd ; Alias, Mohd Almie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007329. Full description at Econpapers || Download paper |
2021 | Do oil and gas prices influence economic policy uncertainty differently: Multi-country evidence using time-frequency approach. (2021). Maitra, Debasish ; Dash, Saumya Ranjan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:397-420. Full description at Econpapers || Download paper |
2022 | On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers || Download paper |
2021 | Board feminization and innovation through corporate venture capital investments: The moderating effects of independence and management skills. (2021). Benkraiem, Ramzi ; Khemiri, Sabrina ; Brinette, Souad ; Boubaker, Sabri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312932. Full description at Econpapers || Download paper |
2020 | Valuation of Decision Flexibility and Strategic Value in Coal Gasification Projects with the Option-To-Switch between Different Outputs. (2020). Kamiski, Jacek ; Grzesiak, Pawe ; Sauga, Piotr W. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2826-:d:366411. Full description at Econpapers || Download paper |
2020 | Can Crude Oil Serve as a Hedging Asset for Underlying Securities?—Research on the Heterogenous Correlation between Crude Oil and Stock Index. (2020). Zhang, Hai ; Du, Ziqing ; Xu, SA. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3139-:d:372639. Full description at Econpapers || Download paper |
2020 | The Valuation of the Operational Flexibility of the Energy Investment Project Based on a Gas-Fired Power Plant. (2020). Kryzia, Katarzyna ; Kopacz, Micha. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1567-:d:338321. Full description at Econpapers || Download paper |
2021 | Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula. (2021). Muteba Mwamba, John Weirstrass ; Mwambi, Sutene Mwambetania. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:30-:d:566104. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Board and Top Management Social Sustainability Work in Cluster Organizations. (2020). Mickelsson, Kristina ; Sundstrom, Agneta. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8115-:d:422600. Full description at Econpapers || Download paper |
2021 | Impact of Women and Independent Directors on Corporate Social Responsibility and Financial Performance: Empirical Evidence from an Emerging Economy. (2021). Alvarez-Otero, Susana ; Deng, Xincai ; Wang, Chenxi ; Olah, Judit ; Cherian, Jacob ; Comite, Ubaldo ; Sial, Muhammad Safdar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6053-:d:563544. Full description at Econpapers || Download paper |
2021 | Board Gender Diversity and Corporate Social Performance in Different Industry Groups: Evidence from China. (2021). Fratostiteanu, Cosmin ; Rauf, Fawad ; Ali, Zahid ; Voinea, Cosmina L ; Naveed, Khwaja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3142-:d:515996. Full description at Econpapers || Download paper |
2021 | A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Adediran, Idris A ; Oloko, Tirimisiyu F. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3212-:d:517131. Full description at Econpapers || Download paper |
2022 | Critical Masses and Gender Diversity in Voluntary Sport Leadership: The Role of Economic and Social State-Level Factors. (2022). Thormann, Tim F ; Kerwin, Shannon ; Lesch, Lara ; Wicker, Pamela. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6208-:d:819646. Full description at Econpapers || Download paper |
2022 | Bringing the Social Back into Sustainability: Why Integrative Negotiation Matters. (2022). Shijaku, Elio ; Elgoibar, Patricia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6699-:d:827960. Full description at Econpapers || Download paper |
2021 | Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems. (2021). Chorro, Christophe ; Soler, Thibault ; de Peretti, Philippe ; Jay, Emmanuelle. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03216938. Full description at Econpapers || Download paper |
2021 | Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems. (2021). Chorro, Christophe ; Soler, Thibault ; de Peretti, Philippe ; Jay, Emmanuelle. In: Post-Print. RePEc:hal:journl:halshs-03216938. Full description at Econpapers || Download paper |
2020 | COVID 19s impact on crude oil and natural gas S&P GS Indexes. (2020). Goutte, Stéphane ; Hchaichi, Rafla ; Guesmi, Khaled ; Aloui, Donia. In: Working Papers. RePEc:hal:wpaper:halshs-02613280. Full description at Econpapers || Download paper |
2020 | All on Board? New Evidence on Board Gender Diversity from a Large Panel of Firms. (2020). Mazurek, Jakub ; Terjesen, Siri ; Tyrowicz, Joanna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12883. Full description at Econpapers || Download paper |
2020 | Female Directors, Family Ownership and Firm Performance in Jordan. (2020). Silva, Mauricio ; Seaman, Claire ; Saidat, Zaid ; Marashdeh, Zyad ; Al-Haddad, Lara. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:1:p:206-219. Full description at Econpapers || Download paper |
2020 | Diversification and portfolio theory: a review. (2020). Koumou, Gilles Boevi. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00352-6. Full description at Econpapers || Download paper |
2020 | Fix the Game, Not the Dame: Restoring Equity in Leadership Evaluations. (2020). Backes-Gellner, Uschi ; Paustian-Underdahl, Samantha ; Morf, Manuela ; Gloor, Jamie L. In: Journal of Business Ethics. RePEc:kap:jbuset:v:161:y:2020:i:3:d:10.1007_s10551-018-3861-y. Full description at Econpapers || Download paper |
2021 | Women and Multiple Board Memberships: Social Capital and Institutional Pressure. (2021). Huse, Morten ; Rigolini, Alessandra. In: Journal of Business Ethics. RePEc:kap:jbuset:v:169:y:2021:i:3:d:10.1007_s10551-019-04313-6. Full description at Econpapers || Download paper |
2021 | Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems. (2021). Chorro, Christophe ; Soler, Thibault ; de Peretti, Philippe ; Jay, Emmanuelle. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:21013. Full description at Econpapers || Download paper |
2021 | Twenty years of gender equality research: A scoping review based on a new semantic indicatorr. (2021). Rovelli, Paola ; Colladon, Andrea Fronzetti ; Chiarello, Filippo ; Belingheri, Paola. In: PLOS ONE. RePEc:plo:pone00:0256474. Full description at Econpapers || Download paper |
2021 | Does Presence of Foreign Directors Make a Difference? A Case of Indian IPOs. (2021). Handa, Rekha. In: Business Perspectives and Research. RePEc:sae:busper:v:9:y:2021:i:1:p:111-127. Full description at Econpapers || Download paper |
2021 | Is the Korean housing market following Gangnam style?. (2021). Kang, Sang Hoon ; Caporin, Massimiliano ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01931-2. Full description at Econpapers || Download paper |
2021 | Hofstede’s cultural dimensions and R&D intensity as an innovation strategy: a view from different institutional contexts. (2021). Pucheta-Martinez, Maria Consuelo ; Gallego-Alvarez, Isabel. In: Eurasian Business Review. RePEc:spr:eurasi:v:11:y:2021:i:2:d:10.1007_s40821-020-00168-4. Full description at Econpapers || Download paper |
2021 | Women on board and auditors’ assessment of the risk of material misstatement. (2021). Usman, Muhammad ; Latief, Rashid ; Abid, Ammar ; Gull, Ammar Ali. In: Eurasian Business Review. RePEc:spr:eurasi:v:11:y:2021:i:4:d:10.1007_s40821-020-00173-7. Full description at Econpapers || Download paper |
2020 | Indebtedness in family-managed firms: the moderating role of female directors on the board. (2020). Dieguez-Soto, J ; Lopez-Delgado, P. In: Review of Managerial Science. RePEc:spr:rvmgts:v:14:y:2020:i:4:d:10.1007_s11846-018-0307-y. Full description at Econpapers || Download paper |
2021 | The moderating effect of innovation on the gender and performance relationship in the outset of the gender revolution. (2021). Rueda, Carlos ; Brio, Esther B ; Cabeza-Garcia, Laura. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:3:d:10.1007_s11846-019-00367-y. Full description at Econpapers || Download paper |
2021 | The fit between corporate social responsibility and corporate governance: the impact on a firm’s financial performance. (2021). Vogt, Sebastian ; Pekovic, Sanja. In: Review of Managerial Science. RePEc:spr:rvmgts:v:15:y:2021:i:4:d:10.1007_s11846-020-00389-x. Full description at Econpapers || Download paper |
2021 | Is optimum always optimal? A revisit of the mean?variance method under nonlinear measures of dependence and non?normal liquidity constraints. (2021). , Mazin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:387-415. Full description at Econpapers || Download paper |
2022 | Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model. (2022). Liu, Yezheng ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:407-421. Full description at Econpapers || Download paper |
2021 | Gender spillovers from supervisory boards to management boards. (2021). Scharfenkamp, Katrin ; Joecks, Jasmin ; Bozhinov, Viktor. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:5:p:1317-1331. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers. [Full Text][Citation analysis] | paper | 9 |
2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2019 | Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2013 | Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2017 | Equity market information and credit risk signaling: A quantile cointegrating regression approach.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
2015 | Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy. [Full Text][Citation analysis] | article | 6 |
2015 | Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2002 | Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
2004 | From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2008 | From Fault Tree to Credit Risk Assessment: A Case Study.(2008) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2005 | From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 4 |
2014 | The kiss of information theory that captures systemic risk.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 4 |
2019 | Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] | paper | 1 |
2019 | Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 2 |
2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 3 |
2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2009 | Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Less can be more! In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 2 |
2010 | Investigating the dependence structure between credit default swap spreads and the U.S. financial market.(2010) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2010 | Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print. [Citation analysis] | paper | 1 |
2009 | Bottom-up Investing In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Liquids markets In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Performance Persistence In: Post-Print. [Citation analysis] | paper | 0 |
2009 | Top down investing In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Capital Asset Pricing Model In: Post-Print. [Citation analysis] | paper | 0 |
2007 | How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print. [Citation analysis] | paper | 1 |
2005 | How does systematic risk impact stocks ? A study on the French financial market.(2005) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2004 | How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2003 | How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2006 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation In: Post-Print. [Citation analysis] | paper | 6 |
2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Mertons Credit Risk Valuation.(2004) In: Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2004 | Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation.(2004) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2008 | Investigating the Link between Credit Default Swap Spreads and U.S. Financial Market In: Post-Print. [Citation analysis] | paper | 0 |
2010 | Model Risk: Caring about Stylized Features of Asset Returns ! In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Analyzing the link between US Credit default swap spreads and market risk: A 3-D Copula framework In: Post-Print. [Citation analysis] | paper | 0 |
2011 | Linking U.S. CDS Indexes with the U.S. Stock Market: A Three-Dimensional Copula Approach Integrating Market Price and Market Volatility Channels In: Post-Print. [Citation analysis] | paper | 1 |
2012 | A correction for classic performance measures In: Post-Print. [Citation analysis] | paper | 1 |
2013 | Are demographic attributes and firm characteristics drivers of gender diversity? Investigating womens positions on French boards of directors In: Post-Print. [Citation analysis] | paper | 54 |
2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2013 | Are Demographic Attributes and Firm Characteristics Drivers of Gender Diversity? Investigating Women’s Positions on French Boards of Directors.(2013) In: Journal of Business Ethics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | article | |
Linking U.S. CDS Indexes with the U.S. Stock Market: A Multidimensional Analysis with the Market Price and Market Volatility Channels In: Chapters. [Full Text][Citation analysis] | chapter | 0 | |
2004 | Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility In: Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
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