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Strategic analysis of risk-shifting incentives with convertible debt

François, Pascal; Hübner, Georges; Papageorgiou, Nicolas - In: The quarterly journal of finance 1 (2011) 2, pp. 293-321

Persistent link: https://www.econbiz.de/10009309748

A structural balance sheet model of sovereign credit risk

François, Pascal; Hübner, Georges; Sibille, Jean-Roch - In: Finance : revue de l'Association Française de Finance 32 (2011) 2, pp. 137-165

Persistent link: https://www.econbiz.de/10009519893

Asset dynamics estimation and its impact on CDS pricing

François, Pascal; Hübner, Georges - In: The credit derivatives handbook : global perspectives, …, (pp. 121-141). 2008

Persistent link: https://www.econbiz.de/10003748411

Contrat de dette et formes optionnelles de l'action

François, Pascal - In: Finance : revue de l'Association Française de Finance 17 (1996) 2, pp. 71-103

Persistent link: https://www.econbiz.de/10001229452

The determinants of market-implied recovery rates

François, Pascal - In: Risks : open access journal 7 (2019) 2/57, pp. 1-15

In the presence of recovery risk, the recovery rate is a random variable whose risk-neutral expectation can be inferred from the prices of defaultable instruments. I extract market-implied recovery rates from the term structures of credit default swap spreads for a sample of 497 United States...

Persistent link: https://www.econbiz.de/10012019023