| Are demographic attributes and firm characteristics drivers of gender diversity? Investigating women’s positions on French boards of directors M Nekhili, H Gatfaoui Journal of business ethics 118, 227-249, 2013 | 422 | 2013 |
| Linking the gas and oil markets with the stock market: Investigating the US relationship H Gatfaoui Energy Economics 53, 5-16, 2016 | 83 | 2016 |
| Diversifying portfolios of US stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures H Gatfaoui Energy Economics 80, 132-152, 2019 | 43 | 2019 |
| Translating financial integration into correlation risk: A weekly reporting's viewpoint for the volatility behavior of stock markets H Gatfaoui Economic Modelling 30, 776-791, 2013 | 31 | 2013 |
| Flickering in information spreading precedes critical transitions in financial markets H Gatfaoui, P de Peretti Scientific reports 9 (1), 5671, 2019 | 26 | 2019 |
| Systematic risk and idiosyncratic risk: a useful distinction for valuing European options T Chauveau, H Gatfaoui Journal of multinational financial management 12 (4-5), 305-321, 2002 | 20 | 2002 |
| How does systematic risk impact US credit spreads? A copula study H Gatfaoui Bankers Markets & Investors 77, 5-12, 2005 | 19 | 2005 |
| Risk disaggregation and credit risk valuation in a Merton framework H Gatfaoui The Journal of Risk Finance 4 (3), 27-42, 2003 | 18 | 2003 |
| Pricing the (European) option to switch between two energy sources: An application to crude oil and natural gas H Gatfaoui Energy Policy 87, 270-283, 2015 | 14 | 2015 |
| Investigating the dependence structure between credit default swap spreads and the US financial market H Gatfaoui Annals of Finance 6, 511-535, 2010 | 13 | 2010 |
| Equity market information and credit risk signaling: a quantile cointegrating regression approach H Gatfaoui Economic Modelling 64, 48-59, 2017 | 12 | 2017 |
| Idiosyncratic risk, systematic risk and stochastic volatility: an implementation of Merton’s credit risk valuation H Gatfaoui Advances in Risk Management, 107-131, 2006 | 12 | 2006 |
| Are critical slowing down indicators useful to detect financial crises? H Gatfaoui, I Nagot, P De Peretti Systemic Risk Tomography, 73-93, 2017 | 11 | 2017 |
| Clustering in dynamic causal networks as a measure of systemic risk on the euro zone M Billio, L Frattarolo, H Gatfaoui, P De Peretti CES Working Paper 2016.46, 2016 | 11 | 2016 |
| Deviation from normality and Sharpe ratio behavior: A brief simulation study H Gatfaoui Investment Management and Financial Innovations, 106-118, 2010 | 10 | 2010 |
| Capturing long-term coupling and short-term decoupling crude oil and natural gas prices H Gatfaoui Available at SSRN 2872780, 2016 | 8 | 2016 |
| A correction for classic performance measures H Gatfaoui 21st Australasian Finance and Banking Conference, 2008 | 8 | 2008 |
| From fault tree to credit risk assessment: A case study H Gatfaoui International Research Journal of Finance and Economics 14, 379-401, 2008 | 7 | 2008 |
| Une histoire du risque de défaut H Gatfaoui Editions Publibook, 2008 | 7 | 2008 |
| Credit risk and market risk: Analyzing us credit spreads H Gatfaoui Available at SSRN 1404640, 2008 | 6 | 2008 |
Lorenzo FrattaroloUniversità degli studi di VeronaAdresse e-mail validée de univr.it
