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Hayette Gatfaoui


This is information that was supplied by Hayette Gatfaoui in registering through RePEc. If you are Hayette Gatfaoui , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hayette
Middle Name:
Last Name: Gatfaoui

RePEc Short-ID: pga83

Postal Address: Tenured Associate Professor, Rouen School of Management, Economics & Finance Department, 1 Rue du Maréchal Juin, BP 215, 76825 Mont-Saint-Aignan Cedex France; Fax: 00 33 2 32 82 58 34
Phone: 00 33 2 32 82 58 21


Rouen Business School
Location: Rouen, France
Handle: RePEc:edi:roubsfr (more details at EDIRC)


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Working papers

  1. Gatfaoui Hayette & Chauveau Thierry, 2004. "Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility," Finance, EconWPA 0404002, EconWPA.
  2. Hayette Gatfaoui, 2003. "Risk Disaggregation And Credit Risk Valuation In The Merton Like Way," Finance, EconWPA 0308007, EconWPA.
  3. Hayette Gatfaoui, 2003. "Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit," Risk and Insurance, EconWPA 0308005, EconWPA.
  4. Hayette Gatfaoui, 2003. "How Does Systematic Risk Impact US Credit Spreads? A Copula Study," Risk and Insurance, EconWPA 0308002, EconWPA.


  1. Chauveau, Thierry & Gatfaoui, Hayette, 2002. "Systematic risk and idiosyncratic risk: a useful distinction for valuing European options," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 12(4-5), pages 305-321.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2003-08-31 2004-04-11. Author is listed
  2. NEP-FIN: Finance (3) 2003-08-31 2004-04-11 2004-08-16. Author is listed
  3. NEP-FMK: Financial Markets (2) 2003-08-31 2004-06-02. Author is listed
  4. NEP-RMG: Risk Management (2) 2003-08-31 2004-08-16. Author is listed


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