Details about Hugues E. Pirotte Speder

Access statistics for papers by Hugues E. Pirotte Speder.

Last updated 2011-11-06. Update your information in the RePEc Author Service.

Short-id: ppi128

Working Papers

2011

1. Assessing the Performance of Funds of Hedge Funds
   Working Papers CEB, ULB -- Universite Libre de Bruxelles

2010

2. Market Liquidity as Dynamic Factors
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (4)
   Also in Working Papers ECARES, ULB -- Universite Libre de Bruxelles (2009) View citations (2)
   See also Journal Article in Journal of Econometrics (2011)
3. Sector Classification through non-Gaussian Similarity
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
   Also in Working Papers CEB, ULB -- Universite Libre de Bruxelles (2008)
   See also Journal Article in Applied Financial Economics (2010)

2008

4. Comment on the proposed CRD amendment on significant risk transfer
   Working Papers CEB, ULB -- Universite Libre de Bruxelles
5. Robust residual value risk in the leasing industry: a European case
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

2004

6. Credit risk appraisal: from the firm structural approach to modern probabilistic methodologies
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles
7. Credit risk mitigation evidence in auto leases: LGD and residual value risk
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (1)
8. Synthèse de cours et exercices corrigés de finance
   ULB Institutional Repository, ULB -- Universite Libre de Bruxelles

1999

9. A Structural Model of the Term Structure of Credit Spreads with Stochastic Recovery and Contractual Design
   Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (1)
10. Implementing a Structural Valuation Model of Swap Credit-Sensitive Rates
    Working Papers CEB, ULB -- Universite Libre de Bruxelles

1998

11. How Well Do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (1)
    See also Journal Article in European Financial Management (1998)

1997

12. Swap Credit Risk: An Empirical Investigation on Transaction Data
    Working Papers CEB, ULB -- Universite Libre de Bruxelles View citations (6)
    See also Journal Article in Journal of Banking & Finance (1997)

Journal Articles

2011

1. Market liquidity as dynamic factors
   Journal of Econometrics, 2011, 163, (1), 42-50 View citations (2)
   See also Working Paper (2010)

2010

2. Le rôle des produits dérivés face au risque systémique
   Reflets et perspectives de la vie économique, 2010, XLIX, (1), 11-22
3. Sector classification through non-Gaussian similarity
   Applied Financial Economics, 2010, 20, (11), 861-878
   See also Working Paper (2010)

2008

4. Residual value risk in the leasing industry: A European case
   European Journal of Finance, 2008, 14, (2), 157-177

1998

5. How well do classical credit risk pricing models fit swap transaction data?
   European Financial Management, 1998, 4, (1), 65-77 View citations (1)
   See also Working Paper (1998)

1997

6. Swap credit risk: An empirical investigation on transaction data
   Journal of Banking & Finance, 1997, 21, (10), 1351-1373 View citations (5)
   See also Working Paper (1997)