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Tax loss carry-forwards and optimal leverage

François, Pascal - In: Applied financial economics 16 (2006) 14, pp. 1075-1083

Persistent link: https://www.econbiz.de/10003377865

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

Closed-form solutions to stochastic process switching problems

François, Pascal; Morellec, Erwan - In: Journal of mathematical economics 44 (2008) 11, pp. 1072-1083

Persistent link: https://www.econbiz.de/10003783820

Perspectives de l'industrie bancaire canadienne après la crise financière

François, Pascal - In: Assurances et gestion des risques : revue trimestrielle 78 (2009/10) 1/2, pp. 93-99

Persistent link: https://www.econbiz.de/10008666230

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

Detecting regime shifts in credit spreads

Chun, Olfa Maalaoui; Dionne, Georges; François, Pascal - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 5/6, pp. 1339-1364

Persistent link: https://www.econbiz.de/10011338936

Prepayment risk on callable bonds : theory and test

François, Pascal; Pardo, Sophie - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 147-176

Persistent link: https://www.econbiz.de/10011342200

Resolution of financial distress under Chapter 11

Annabi, Amira; Breton, Michèle; François, Pascal - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1867-1887

Persistent link: https://www.econbiz.de/10009701920

Convertible debt and shareholder incentives

Dorion, Christian; François, Pascal; Grass, Gunnar; … - In: The journal of corporate finance : contracting, … 24 (2014), pp. 38-56

Persistent link: https://www.econbiz.de/10010243515