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Hugues E. Pirotte Speder

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

RePEc Short-ID: ppi128

Email:
Homepage: http://www.solvay.edu/cours/pirotte
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Affiliation

(in no particular order)

Works

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Working papers

  1. Benoît Dewaele & Hugues Pirotte & N. Tuchschmid & E. Wallerstein, 2011. "Assessing the Performance of Funds of Hedge Funds," Working Papers CEB 11-041, ULB -- Universite Libre de Bruxelles.
  2. Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
  3. Marc Peters & Hugues Pirotte, 2008. "Comment on the proposed CRD amendment on significant risk transfer," Working Papers CEB 08-021.RS, ULB -- Universite Libre de Bruxelles.
  4. Hugues Pirotte & Céline Vaessen, 2008. "Robust residual value risk in the leasing industry: a European case," ULB Institutional Repository 2013/14303, ULB -- Universite Libre de Bruxelles.
  5. Hugues Pirotte & Mathias Schmit & Céline Vaessen, 2004. "Credit risk mitigation evidence in auto leases: LGD and residual value risk," Working Papers CEB 04-008.RS, ULB -- Universite Libre de Bruxelles.
  6. Hugues Pirotte, 2004. "Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies," ULB Institutional Repository 2013/14441, ULB -- Universite Libre de Bruxelles.
  7. Hugues Pirotte, 1999. "Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates," Working Papers CEB 99-001.RS, ULB -- Universite Libre de Bruxelles.
  8. 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, ULB -- Universite Libre de Bruxelles.
  9. Hugues Pirotte & Didier Cossin, 1998. "How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?," Working Papers CEB 98-001, ULB -- Universite Libre de Bruxelles.
  10. Hugues Pirotte & Didier Cossin, 1997. "Swap Credit Risk: An Empirical Investigation on Transaction Data," Working Papers CEB 97-001, ULB -- Universite Libre de Bruxelles.

Articles

  1. Hallin, Marc & Mathias, Charles & Pirotte, Hugues & Veredas, David, 2011. "Market liquidity as dynamic factors," Journal of Econometrics, Elsevier, vol. 163(1), pages 42-50, July.
  2. M. Vermorken & A. Szafarz & H. Pirotte, 2010. "Sector classification through non-Gaussian similarity," Applied Financial Economics, Taylor & Francis Journals, vol. 20(11), pages 861-878.
  3. Hugues Pirotte, 2010. "Le rôle des produits dérivés face au risque systémique," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(1), pages 11-22.
  4. Hugues Pirotte & Celine Vaessen, 2008. "Residual value risk in the leasing industry: A European case," The European Journal of Finance, Taylor & Francis Journals, vol. 14(2), pages 157-177.
  5. Didier Cossin & Hugues Pirotte, 1998. "How well do classical credit risk pricing models fit swap transaction data?," European Financial Management, European Financial Management Association, vol. 4(1), pages 65-77.
  6. 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.

NEP Fields

3 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-FMK: Financial Markets (1) 2011-10-01. 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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