Olfa Maalaoui Chun

Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance

207-43 Cheongryangri-2dong 130-722

Seoul

Korea

SCHOLARLY PAPERS

8

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SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (8)

Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge

Number of pages: 66 Posted: 14 Mar 2012 Last Revised: 11 Mar 2013
Georges Dionne, Olfa Maalaoui Chun and Thouraya Triki
HEC Montreal - Department of Finance, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 505 (61,815)
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Risk management, hedging using derivatives, SOX and NYSE regulations, university education of directors, firm performance

Risk Management and Corporate Governance: The Importance of Independence and Financial Knowledge

Number of pages: 64 Posted: 12 Jun 2012
Georges Dionne, Olfa Maalaoui Chun and Thouraya Triki
HEC Montreal - Department of Finance, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 130 (247,363)
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Corporate governance, risk management, Sarbanes Oxley act, university education

2.

Detecting Regime Shifts in Credit Spreads

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 84 Posted: 16 Jun 2008 Last Revised: 11 Mar 2013
Olfa Maalaoui Chun, Georges Dionne and Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 513 (61,255)
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Credit spread regimes, level regimes, volatility regimes, credit cycle, economic cycle, monetary effect, credit supply effect

3.

Credit Spread Changes within Switching Regimes

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 48 Posted: 12 Feb 2009 Last Revised: 11 Mar 2013
Olfa Maalaoui Chun, Georges Dionne and Pascal Francois
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 381 (87,584)
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Credit spread, Markov switching regimes, market risk, liquidity risk, default risk, credit cycle, NBER economic cycle.

Default and Liquidity Regimes in the Bond Market During the 2002-2012 Period

Canadian Journal of Economics, Forthcoming
Number of pages: 39 Posted: 21 Aug 2013 Last Revised: 17 Sep 2013
Georges Dionne and Olfa Maalaoui Chun
HEC Montreal - Department of Finance and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Downloads 92 (316,152)

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Credit spread, credit default swaps, real-time regime detection, market risk, liquidity cycle, default cycle, credit cycle, NBER economic cycle

Default and Liquidity Regimes in the Bond Market During the 2002–2012 Period (Régimes de risque de défaut de paiement et de liquidité dans le marché obligataire pour la période 2002–2012)

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 46, Issue 4, pp. 1160-1195, 2013
Number of pages: 36 Posted: 15 Nov 2013
Georges Dionne and Olfa Maalaoui Chun
HEC Montreal - Department of Finance and Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
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5.

Can Higher-Order Risks Explain the Credit Spread Puzzle?

Number of pages: 51 Posted: 01 Jun 2016
Cedric Okou, Olfa Maalaoui Chun, Georges Dionne and Jingyuan Li
University of Quebec at Montreal (UQAM), Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and Lingnan University - Department of Finance and Insurance
Downloads 89 (320,322)
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Credit Spread Puzzle, Asymmetry, Illiquidity, Higher-Order Risks

6.

Does Good Governance Create Value for International Acquirers in Africa: Evidence from US Acquisitions

Number of pages: 31 Posted: 19 Apr 2013
Narjess Boubakri, Olfa Maalaoui Chun and Thouraya Triki
American University of Sharjah - School of Business and Management, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 82 (336,877)
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Governance, Mergers, Africa, Acquisitions, Financial Performance

The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge

Number of pages: 79 Posted: 05 Jun 2019
Georges Dionne, Olfa Maalaoui Chun and Thouraya Triki
HEC Montreal - Department of Finance, Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 46 (457,782)
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risk management governance, financial knowledge, financial and accounting education of director, financial experience of director, independence of director, policy implications

8.

Default Risk for Bonds with a Make Whole Call Provision

Posted: 11 Mar 2013
Olfa Maalaoui Chun
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance

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make whole call provision, time-varying strike price, default probability