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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

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/10009918804

Smile‐implied hedging with volatility risk

François, Pascal; Stentoft, Lars - In: Journal of Futures Markets 41 (2021) 8, pp. 1220-1240

Persistent link: https://www.econbiz.de/10012535199

The determinants of market-implied recovery rates

François, Pascal - In: Risks 7 (2019) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10013200475

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