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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

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

Option replication and the performance of a market timer

Hübner, Georges - In: Studies in economics and finance 33 (2016) 1, pp. 2-25

Persistent link: https://www.econbiz.de/10011718722

Heterogeneous beliefs and the choice between private restructuring and formal bankruptcy

François, Pascal; Raviv, Alon - In: The North American journal of economics and finance : a … 41 (2017), pp. 156-167

Persistent link: https://www.econbiz.de/10011878946

Capital structure and asset prices : some effects of bankruptcy procedures

François, Pascal; Morellec, Erwan - In: The journal of business : B 77 (2004) 2, pp. 387-411

Persistent link: https://www.econbiz.de/10002095290

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

Game theoretic analysis of negotiations under bankruptcy

Annabi, Amira; Breton, Michèle; François, Pascal - In: European journal of operational research : EJOR 221 (2012) 3, pp. 603-613

Persistent link: https://www.econbiz.de/10009563403

Secured and unsecured debt in creditor-friendly bankruptcy

François, Pascal; Naqvi, Hassan - In: The journal of corporate finance : contracting, … 80 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014365661