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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, pp. 305-322
Persistent link: https://www.econbiz.de/10007108650
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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/10009910701
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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/10010062313
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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/10009918871
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A Unifying Microstructure Framework for Modeling Intraday and Interday Asset Pricing Dynamics: The Case of Exchange Rates
Chauveau, Thierry; Topol, Richard - In: European financial management : the journal of the … 5 (1999) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10005962228
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The future of public pensions in Japan
Chauveau, Thierry; Loufir, Rahim - In: Keio economic studies 33 (1996) 2, pp. 71-92
Persistent link: https://www.econbiz.de/10009933274
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Exchange rate risk exposure related to public debt portfolio of Pakistan : application of value-at-risk approaches
Akbar, Farhan; Chauveau, Thierry - In: Research bulletin / State Bank of Pakistan 5 (2009) 2, pp. 15-33
Persistent link: https://www.econbiz.de/10009942896
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La volatilité des marchés augmente-t-elle?
Chauveau, Thierry - In: Revue d'économie financière : revue trimestrielle de … (2004) 74, pp. 17-44
Persistent link: https://www.econbiz.de/10010080977
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Les banques françaises de réseaux n'ont pas de problèmes majeurs d'inefficacité productive. Une application de la technique d'enveloppement des données (DEA)
Chauveau, Thierry; Couppey, Jézabel - In: Revue économique 51 (2000) 6, pp. 1355-1380
Persistent link: https://www.econbiz.de/10007920474
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Épargne privée et retraite par répartition dans un modèle de croissance optimale, en avenir incertain et avec génération d' agents
Augier, Laurent; Chauveau, Thierry; Loupias, Claire - In: Revue économique 46 (1995) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10007974762