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Information about:
Hugues E. Pirotte Speder

Personal Details | Affiliation | Works
This is information that was supplied by Hugues Pirotte Speder in registering through RePEc. If you are Hugues E. Pirotte Speder , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Hugues
Middle Name: E.
Last Name: Pirotte Speder
Suffix:

RePEc Short-ID: ppi128

Email:
Homepage: http://www.solvay.edu/cours/pirotte
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Marc Hallin & Charles Mathias & Hugues Pirotte & David Veredas, 2009. "Market Liquidity as Dynamic Factors," ECARES Working Papers 2009_004, Université Libre de Bruxelles, Ecares. [Downloadable!]

  2. Marc Peters & Hugues Pirotte, 2008. "Comment on the proposed CRD amendment on significant risk transfer," Working Papers CEB 08-021.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]

  3. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector Classification through non-Gaussian Similarity," Working Papers CEB 08-032.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    Other versions:

  4. Hughes Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit Risk Mitigation Evidence in Auto Leases: LGD and Residual Value Risk," Working Papers CEB 04-008.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]

  5. Hugues Pirotte, 1999. "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB 99-001.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]

  6. Hugues Pirotte, 1999. "A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design," Working Papers CEB 99-002.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]

  7. Hugues Pirotte & Didier Cossin, 1998. "How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?," Working Papers CEB 98-001.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    Published as:

  8. Hugues Pirotte & Didier Cossin, 1997. "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB 97-001.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB). [Downloadable!]
    Published as:

  9. FARBER, André & PIROTTE, Hugues & SZAFARZ, Ariane, . "A general formula for the WACC," ULB Institutional Repository info:hdl:2013/11414, ULB -- Universite Libre de Bruxelles. [Downloadable!]
    Other versions:

Articles

  1. Hugues Pirotte & Céline Vaessen, 2008. "Residual value risk in the leasing industry: A European case," European Journal of Finance, Taylor and Francis Journals, vol. 14(2), pages 157-177. [Downloadable!] (restricted)

  2. Didier Cossin & Hugues Pirotte, 1998. "How well do classical credit risk pricing models fit swap transaction data?," European Financial Management, Blackwell Publishing Ltd, vol. 4(1), pages 65-77. [Downloadable!] (restricted)
    Other versions:

  3. Cossin, Didier & Pirotte, Hugues, 1997. "Swap credit risk: An empirical investigation on transaction data," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1351-1373, October. [Downloadable!] (restricted)
    Other versions:

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2008-10-28 Author is listed
  2. NEP-MST: Market Microstructure (1) 2009-02-07 Author is listed
  3. NEP-REG: Regulation (1) 2008-06-27 Author is listed
  4. NEP-RMG: Risk Management (1) 2008-10-28 Author is listed
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This page was last updated on 2009-10-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.