Hayette Gatfaoui : Citation Profile


Are you Hayette Gatfaoui?

Université Catholique de Lille (86% share)
Lille Économie et Management (LEM) (14% share)

6

H index

2

i10 index

137

Citations

RESEARCH PRODUCTION:

8

Articles

55

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 8
   Journals where Hayette Gatfaoui has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 14 (9.27 %)

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   Permalink: http://citec.repec.org/pga83
   Updated: 2022-06-25    RAS profile: 2020-12-09    
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Relations with other researchers


Works with:

Billio, Monica (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hayette Gatfaoui.

Is cited by:

Ahmed, Walid (6)

Nakashima, Kiyotaka (4)

Nekhili, Mehdi (4)

Saito, Makoto (4)

Guesmi, Khaled (3)

Goutte, Stéphane (3)

Sun, David (3)

Tyrowicz, Joanna (3)

Salisu, Afees (2)

Chevallier, Julien (2)

Nakashima, Kiyotaka (2)

Cites to:

Kilian, Lutz (15)

McAleer, Michael (10)

merton, robert (9)

Bollerslev, Tim (8)

Campbell, John (8)

Perron, Pierre (7)

Hamilton, James (7)

Jarrow, Robert (7)

barsky, robert (7)

Engle, Robert (7)

Billio, Monica (6)

Main data


Where Hayette Gatfaoui has published?


Journals with more than one article published# docs
Economic Modelling2
Energy Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL30
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL6
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5
Risk and Insurance / University Library of Munich, Germany4
Finance / University Library of Munich, Germany4
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2

Recent works citing Hayette Gatfaoui (2021 and 2020)


YearTitle of citing document
2020Bringing 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.

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2022The 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.

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2020Energy 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.

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2020Volatility 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.

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2021Network 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.

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2020Best-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.

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2020All 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.

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2020Women 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.

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2020Female 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.

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2020Gender 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.

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2021Are 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.

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2021Energy 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.

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2021Dynamic 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.

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2021Spillovers 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.

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2021Oil, 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.

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2021Counterfactual 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.

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2021Crude 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.

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2021Price 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.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2022Early 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.

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2021Do 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.

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2022On 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.

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2021Board 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.

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2020Valuation 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.

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2020Can 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.

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2020The 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.

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2021Assessing 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.

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2021.

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2020Board 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.

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2021Impact 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.

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2021Board 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.

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2021A 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.

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2022Critical 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.

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2022Bringing 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.

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2021Frequency 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.

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2021Frequency 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.

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2020COVID 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.

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2020All 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.

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2020Female 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.

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2020Diversification 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.

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2020Fix 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.

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2021Women 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.

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2021Frequency 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.

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2021Twenty 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.

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2021Does 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.

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2021Is 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.

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2021Hofstede’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.

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2021Women 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.

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2020Indebtedness 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.

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2021The 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.

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2021The 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.

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2021Is 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.

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2022Forecasting 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.

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2021Gender 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.

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Works by Hayette Gatfaoui:


YearTitleTypeCited
2018Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures In: Papers.
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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Energy Economics.
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2019Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures.(2019) In: Post-Print.
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2013Translating financial integration into correlation risk: A weekly reportings viewpoint for the volatility behavior of stock markets In: Economic Modelling.
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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach In: Economic Modelling.
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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach.(2017) In: Post-Print.
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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship In: Energy Economics.
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2016Linking the gas and oil markets with the stock market: Investigating the U.S. relationship.(2016) In: Post-Print.
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2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas In: Energy Policy.
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2015Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas.(2015) In: Post-Print.
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2002Systematic risk and idiosyncratic risk: a useful distinction for valuing European options In: Journal of Multinational Financial Management.
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2004From Fault Tree to Credit Risk Assessment: A Case Study In: EERI Research Paper Series.
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2008From Fault Tree to Credit Risk Assessment: A Case Study.(2008) In: Post-Print.
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2005From Fault Tree to Credit Risk Assessment: A Case Study.(2005) In: Econometrics.
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2014The kiss of information theory that captures systemic risk In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2014The kiss of information theory that captures systemic risk.(2014) In: Post-Print.
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2015The kiss of information theory that captures systemic risk.(2015) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2019Flickering in Information Spreading Precedes Critical Transitions in Financial Markets In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2019Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.(2019) In: Post-Print.
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2019Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2019Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.(2019) In: Post-Print.
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2016Are critical slowing down indicators useful to detect financial crises? In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Post-Print.
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2016Are Critical Slowing Down Indicators Useful to Detect Financial Crises?.(2016) In: Post-Print.
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Are critical slowing down indicators useful to detect financial crises?.(2016) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2016Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone.(2016) In: Post-Print.
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2016Clustering 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.
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2016Clustering 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.
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2009Is Corporate Bond Market Performance Connected with Stock Market Performance? In: Post-Print.
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2009Less can be more! In: Post-Print.
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2010Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors In: Post-Print.
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2010Investigating the Dependence Structure between Credit Default Swap Spreads and the U.S. Financial Market In: Post-Print.
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2010Investigating the dependence structure between credit default swap spreads and the U.S. financial market.(2010) In: Annals of Finance.
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2010Deviation from normality and Sharpe ratio behavior: a brief simulation study In: Post-Print.
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2009Bottom-up Investing In: Post-Print.
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2009Liquids markets In: Post-Print.
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2009Performance Persistence In: Post-Print.
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2009Top down investing In: Post-Print.
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2010Capital Asset Pricing Model In: Post-Print.
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2007How Does Systematic Risk Impact Stocks? A Study on the French Financial Market In: Post-Print.
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2005How does systematic risk impact stocks ? A study on the French financial market.(2005) In: Working Papers.
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2004How Does Systematic Risk Impact Stocks? A Study On the French Financial Market.(2004) In: Finance.
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2003How Does Systematic Risk Impact Stocks ? A Study On the French Financial Market.(2003) In: Risk and Insurance.
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