Khemais Hammami

HEC Montreal - Department of Finance

Ph.D. candidate

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 42,594

SSRN RANKINGS

Top 42,594

in Total Papers Downloads

1,005

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (3)

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 (54,161)
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 (77,148)
Citation 1

Abstract:

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

3.

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