Georges Tsafack
Cited by
Cited by
Dependence structure and extreme comovements in international equity and bond markets
R Garcia, G Tsafack
Journal of Banking & Finance 35 (8), 1954-1970, 2011
Proper conditioning for coherent VaR in portfolio management
R Garcia, Renault, G Tsafack
Management Science 53 (3), 483-494, 2007
What drives international equity correlations? Volatility or market direction?
K Amira, A Taamouti, G Tsafack
Journal of International Money and Finance 30 (6), 1234-1263, 2011
Asymmetric dependence implications for extreme risk management
G Tsafack
Journal of Derivatives 17 (1), 7, 2009
Dependence structure and extreme comovements in international equity and bond markets with portfolio diversification effects
R Garcia, G Tsafack
Journal of Banking and Finance 35, 1954-1970, 2008
Too-big-to-fail: The value of government guarantee
G Tsafack, Y Li, N Beliaeva
Pacific-Basin Finance Journal 68, 101313, 2021
Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companies
G Tsafack, L Guo
Journal of Behavioral and Experimental Finance 31, 100516, 2021
Implicit government guarantee and the CDS spreads
N Beliaeva, S Khaksari, G Tsafack
The Journal of Fixed Income 25 (2), 25-37, 2015
Asymmetric effects of return and volatility on correlation between international equity markets
A Taamouti, G Tsafack
Available at SSRN 1344416, 2009
Dependence structure and extreme comovements in international equity and bond markets
G Tsafack, R Garcia
Working Paper available at SSRN, 2006
Does Changing Leverage Cause Miss-Specification of Long-Run Return Measures in Seasoned Equity Offerings?
R McLaughlin, A Safieddine, G Tsafack
Available at SSRN 1786859, 2011
What Drives International Equity Correlations? Volatility or Market Direction?
K Amira, A Taamouti, G Tsafack
Backtesting and estimation error: value-at-risk overviolation rate
G Tsafack, J Cataldo
Empirical Economics 61 (3), 1351-1396, 2021
The implications of value-at-risk and short-selling restrictions for portfolio manager performance
G Tsafack, F Tchana Tchana
Journal of Risk 21 (3), 2019
Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics
CM Starkey, G Tsafack
International Review of Financial Analysis 90, 102863, 2023
Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?
G Tsafack, Y Becker, K Han
Pacific-Basin Finance Journal 79, 102029, 2023
Ambiguity and Retained Earnings
K Amira, ML Muzere, G Tsafack
Available at SSRN 3762676, 2021
The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance
F Tchana Tchana, T Georges
University Library of Munich, Germany, 2013
Asymmetric dependence modeling and implications for international diversification and risk management/par Georges D. Tsafack K.
G Tsafack
Library and Archives Canada= Bibliothèque et Archives Canada, Ottawa, 2009
Too-Big-to-Fail: The Value of Implicit Government Guarantee
N Beliaeva, Y Li, G Tsafack
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