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Common information asymmetry factors in syndicated loan structures

Champagne, Claudia; Coggins, Frank - In: Journal of banking & finance 36 (2012) 5, pp. 1437-1451

Persistent link: https://www.econbiz.de/10009615803

Leading or lagging indicators of risk? : the informational content of extra-financial performance scores

Sodjahin, Amos; Champagne, Claudia; Coggins, Frank; … - In: The journal of asset management 18 (2017) 5, pp. 347-370

Persistent link: https://www.econbiz.de/10011704537

Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets

Champagne, Claudia; Coggins, Frank; Sodjahin, Amos - In: The North American journal of economics and finance : a … 41 (2017), pp. 1-17

Persistent link: https://www.econbiz.de/10011878922

Common information asymmetry factors in syndicated loan structures

Champagne, Claudia; Coggins, Frank - In: Journal of banking & finance 36 (2012) 5, pp. 1437-1452

Persistent link: https://www.econbiz.de/10009843640

The environmental performance of firms and the probability of environmental events

Champagne, Claudia; Chrétien, Samuel; Coggins, Frank; … - In: Sustainable Finance and Financial Crime, (pp. 83-105). 2023

Persistent link: https://www.econbiz.de/10014319437

Can extra-financial ratings serve as an indicator of ESG risk?

Champagne, Claudia; Coggins, Frank; Sodjahin, Amos - In: Global finance journal 54 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013470091

Common information asymmetry factors in syndicated loan structures

Champagne, Claudia; Coggins, Frank - In: Journal of Banking & Finance 36 (2012) 5, pp. 1437-1451

This paper provides a comprehensive study of the syndicate structure and its relationship to information asymmetry and loan spread by using principal component analysis on a large set of 40 structure-related variables. A total of six structure components are identified and related to syndicate...

Persistent link: https://www.econbiz.de/10010577997

La performance et le conservatisme de modèles VAR mensuelle

Chrétien, Stéphane; Coggins, Frank; Gallant, Paul - In: Assurances et gestion des risques : revue trimestrielle 76 (2008) 2, pp. 169-202

Persistent link: https://www.econbiz.de/10003773252

Performance of monthly multivariate filtered historical simulation value-at-risk

Chrétien, Stéphane; Coggins, Frank; Trudel, Yves - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10003991500

Performance and conservatism of monthly FHS VaR : an international investigation

Chrétien, Stéphane; Coggins, Frank - In: International review of financial analysis 19 (2010) 5, pp. 323-333

Persistent link: https://www.econbiz.de/10009272652