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Chauveau, Thierry
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Nekhili, Mehdi
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Radacal, François
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ECONIS (ZBW)
9
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1
Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette
- In:
Energy economics
80
(
2019
),
pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
Saved in:
2
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Saved in:
3
Linking the gas and oil markets with the stock market : investigating the U.S. relationship
Gatfaoui, Hayette
- In:
Energy economics
53
(
2016
),
pp. 5-16
Persistent link: https://www.econbiz.de/10011660425
Saved in:
4
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
5
Are demographic attributes and firm characteristics drivers of gender diversity? : investigating women's positions on French boards of directors
Nekhili, Mehdi
;
Gatfaoui, Hayette
- In:
Journal of business ethics : JOBE
118
(
2013
)
2
,
pp. 227-249
Persistent link: https://www.econbiz.de/10010233732
Saved in:
6
Deviation from normality and Sharpe ratio behavior : a brief simulation study
Gatfaoui, Hayette
- In:
Investment management and financial innovations
7
(
2010
)
4
,
pp. 106-118
Persistent link: https://www.econbiz.de/10008841947
Saved in:
7
Investigating the dependence structure between credit default swap spreads and the U.S. financial market
Gatfaoui, Hayette
- In:
Annals of finance
6
(
2010
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10008652598
Saved in:
8
Systematic risk and idiosyncratic risk : a useful distinction for valuing European options
Chauveau, Thierry
;
Gatfaoui, Hayette
- In:
Journal of multinational financial management
12
(
2002
)
4/5
,
pp. 305-321
Persistent link: https://www.econbiz.de/10001708135
Saved in:
9
Le cycle d'affaires et le risque de défaut
Gatfaoui, Hayette
;
Radacal, François
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
Numéro hors série
,
pp. 47-75
Persistent link: https://www.econbiz.de/10001782544
Saved in:
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