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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
Location: Rouen/Reims, France
Phone: +33 2 3282 5700
Fax: +33 2 3282 5701
Postal: 1 Rue du Maréchal Juin, BP 215, 76825 Mont Saint Aignan Cedex
Handle: RePEc:edi:neomafr (more details at EDIRC)
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  1. Peter Martey Addo & Philippe De Peretti & Hayette Gatfaoui & Jakob Runge, 2014. "The kiss of information theory that captures systemic risk," Documents de travail du Centre d'Economie de la Sorbonne 14069r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2015.
  2. Gatfaoui Hayette & Chauveau Thierry, 2004. "Pricing and Hedging Options in Incomplete Markets: Idiosyncratic Risk, Systematic Risk and Stochastic Volatility," Finance 0404002, EconWPA.
  3. Gatfaoui Hayette, 2004. "Idiosyncratic Risk, Systematic Risk and Stochastic Volatility: An Implementation of Merton’s Credit Risk Valuation," Finance 0404004, EconWPA.
  4. Hayette Gatfaoui, 2004. "From Fault Tree to Credit Risk Assessment: A Case Study," EERI Research Paper Series EERI_RP_2004_05, Economics and Econometrics Research Institute (EERI), Brussels.
  5. Gatfaoui Hayette, 2004. "How Does Systematic Risk Impact Stocks? A Study On the French Financial Market," Finance 0404003, EconWPA.
  6. Hayette Gatfaoui, 2003. "Risque de Défaut et Risque de Liquidité : Une Etude de Deux Composantes du Spread de Crédit," Risk and Insurance 0308005, EconWPA.
  7. Hayette Gatfaoui, 2003. "How Does Systematic Risk Impact US Credit Spreads? A Copula Study," Risk and Insurance 0308002, EconWPA.
  8. Hayette Gatfaoui, 2003. "From Fault Tree to Credit Risk Assessment: An Empirical Attempt," Risk and Insurance 0308003, EconWPA.
  9. Hayette Gatfaoui, 2003. "Risk Disaggregation And Credit Risk Valuation In The Merton Like Way," Finance 0308007, EconWPA.
11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2015-03-22
  2. NEP-CFN: Corporate Finance (5) 2003-08-31 2004-04-11 2004-04-11 2004-04-11 2015-03-22. Author is listed
  3. NEP-FIN: Finance (6) 2003-08-31 2004-04-11 2004-04-11 2004-04-11 2004-06-02 2004-08-16. Author is listed
  4. NEP-FMK: Financial Markets (5) 2003-08-31 2003-08-31 2004-04-11 2004-06-02 2005-11-09. Author is listed
  5. NEP-MIC: Microeconomics (1) 2003-08-31
  6. NEP-RMG: Risk Management (7) 2003-08-31 2003-08-31 2003-08-31 2004-08-16 2005-11-09 2015-03-22 2015-06-05. Author is listed

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