BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Francois P, Jiang WY. (2019) Credit Value Adjustment with Market-Implied Recovery Journal of Financial Services Research. 56: 145-166 |
| Francois P, Raviv A. (2017) Heterogeneous Beliefs and the Choice between Private Restructuring and Formal Bankruptcy The North American Journal of Economics and Finance. 41: 156-167 |
| Dorion C, Francois P, Grass G, et al. (2014) Convertible Debt and Shareholder Incentives Journal of Corporate Finance. 24: 38-56 |
| Francois P, Gauthier G, Godin F. (2014) Optimal Hedging When the Underlying Asset Follows a Regime-Switching Markov Process European Journal of Operational Research. 237: 312-322 |
| Chun OM, Dionne G, François P. (2014) Detecting regime shifts in credit spreads Journal of Financial and Quantitative Analysis. 49: 1339-1364 |
| Maalaoui Chun O, Dionne G, François P. (2014) Credit spread changes within switching regimes Journal of Banking and Finance. 49: 41-55 |
| Cuchet R, François P, Hübner G. (2013) Currency Total Return Swaps: Valuation and Risk Factor Analysis Quantitative Finance. 13: 1135-1148 |
| Annabi A, Breton M, François P. (2012) Resolution of financial distress under Chapter 11 Journal of Economic Dynamics and Control. 36: 1867-1887 |
| Annabi A, Breton M, François P. (2012) Game theoretic analysis of negotiations under bankruptcy European Journal of Operational Research. 221: 603-613 |
| François P, Hübner G, Sibille J. (2011) A Structural Balance Sheet Model of Sovereign Credit Risk The Finance. 32: 137-165 |