Michel Crouhy

Canadian Imperial Bank of Commerce - Risk Management

SCHOLARLY PAPERS

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Scholarly Papers (3)

1.

Hedging with a Volatility Term Structure

THE JOURNAL OF DERIVATIVES, Vol 2 No 3, Spring 1995
Posted: 04 Nov 1998
Michel Crouhy and Dan Galai
Canadian Imperial Bank of Commerce - Risk Management and Hebrew University of Jerusalem - Jerusalem School of Business Administration

Abstract:

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2.

Volatility Clustering, Asymmetry and Hysteresis in Stock Returns: International Evidence

Posted: 25 Aug 1998
Michel Crouhy and Michael Rockinger
Canadian Imperial Bank of Commerce - Risk Management and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

Abstract:

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3.

Changes in the Structure and Dynamics of European Securities Markets

Posted: 25 Aug 1998
Alexander Benos and Michel Crouhy
University of Piraeus - Department of Banking and Financial Management and Canadian Imperial Bank of Commerce - Risk Management

Abstract:

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