Mathieu Maurice

HEC Montréal

Research professional

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 34,508

SSRN RANKINGS

Top 34,508

in Total Papers Downloads

1,307

SSRN CITATIONS
Rank 30,470

SSRN RANKINGS

Top 30,470

in Total Papers Citations

6

CROSSREF CITATIONS

15

Scholarly Papers (5)

1.

Default Risk in Corporate Yield Spreads

Canada Research Chair in Risk Management Working Paper No. 05-08
Number of pages: 36 Posted: 08 Nov 2010
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 516 (54,144)
Citation 3

Abstract:

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Corporate yield spread, default risk, estimation period, generator, recovery rate, data filtration, confidence intervals

2.

Default Risk, Default Risk Premiums, and Corporate Yield Spreads

EFA 2006 Zurich Meetings
Number of pages: 39 Posted: 01 Mar 2006
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 386 (77,127)
Citation 1

Abstract:

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Corporate yield spread, default risk, default risk premium, credit spread level puzzle, macroeconomic risk premium

3.

The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance

Number of pages: 61 Posted: 04 Aug 2005
HEC Montreal - Department of Finance, HEC Montréal, Université Paris X Nanterre and TD Asset Management
Downloads 237 (131,133)
Citation 17

Abstract:

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Memory, long-term contracting, moral hazard, empirical evidence, automobile

4.

A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors

Number of pages: 53 Posted: 09 Nov 2010
HEC Montreal - Department of Finance, HEC Montreal - Department of Decision Sciences, HEC Montreal - Department of Finance, HEC Montréal and HEC Montréal
Downloads 103 (264,006)
Citation 2

Abstract:

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Credit Spread, Default Spread, Markov Switching, Macroeconomic Factors, Reduced Form Model of Default, Random Subjective Discount Factor, Credit Default Swap, CDS

5.

Point-Record Incentives, Asymmetric Information and Dynamic Data

Number of pages: 52 Posted: 27 Aug 2007
Economix, HEC Montreal - Department of Finance, TD Asset Management and HEC Montréal
Downloads 65 (348,043)
Citation 4

Abstract:

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Incentives, road safety, point-record mechanisms