Olfa Maalaoui

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

Bloomberg L.P.

731 Lexington Ave

NY, NY 10022

United States

Bloomberg L.P.

731 Lexington Avenue

New York, NY 10022

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 11,671

SSRN RANKINGS

Top 11,671

in Total Papers Downloads

7,747

SSRN CITATIONS
Rank 37,579

SSRN RANKINGS

Top 37,579

in Total Papers Citations

23

CROSSREF CITATIONS

3

Scholarly Papers (10)

1.

The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

Number of pages: 33 Posted: 28 Aug 2021
Mario Bondioli, Martin Goldberg, Nan Hu, Chengrui Li, Olfa Maalaoui, Olfa Maalaoui and Harvey J. Stein
Bloomberg L.P., Validationquant LLC, Bloomberg L.P., Bloomberg L.P., Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and Two Sigma
Downloads 4,624 (3,970)
Citation 7

Abstract:

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Merton, Black-Cox, distance to default, real-world default probability, logistic regression, public firms, credit risk

2.

The Bloomberg Corporate Default Risk Model (DRSK) for Private Firms

Number of pages: 31 Posted: 27 Aug 2021
Mario Bondioli, Martin Goldberg, Nan Hu, Chengrui Li, Olfa Maalaoui, Olfa Maalaoui and Harvey J. Stein
Bloomberg L.P., Validationquant LLC, Bloomberg L.P., Bloomberg L.P., Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and Two Sigma
Downloads 845 (54,538)
Citation 12

Abstract:

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DRSK, private firms, real-world default probability, distance to default, credit risk, logistic regression

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, Olfa Maalaoui and Thouraya Triki
HEC Montreal - Department of Finance, Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 607 (82,630)
Citation 5

Abstract:

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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, Olfa Maalaoui and Thouraya Triki
HEC Montreal - Department of Finance, Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 159 (344,010)
Citation 2

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Corporate governance, risk management, Sarbanes Oxley act, university education

4.

Detecting Regime Shifts in Credit Spreads

Journal of Financial and Quantitative Analysis, 49, 5/6, 1339-1364, 2014
Number of pages: 84 Posted: 16 Jun 2008 Last Revised: 05 Jan 2023
Olfa Maalaoui, Olfa Maalaoui, Georges Dionne and Pascal Francois
Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 622 (81,205)
Citation 3

Abstract:

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Credit spread regimes, level regimes, volatility regimes, credit cycle, economic cycle, monetary effect, credit supply effect

5.

Credit Spread Changes within Switching Regimes

Journal of Banking and Finance, Vol. 49, No. 1, 2014
Number of pages: 48 Posted: 12 Feb 2009 Last Revised: 05 Jan 2023
Olfa Maalaoui, Olfa Maalaoui, Georges Dionne and Pascal Francois
Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance, HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 427 (128,519)
Citation 2

Abstract:

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Credit spread, Markov switching regimes, market risk, liquidity risk, default risk, credit cycle, NBER economic cycle.

6.

Can Higher-Order Risks Explain the Credit Spread Puzzle?

Number of pages: 51 Posted: 01 Jun 2016
Cedric Okou, Olfa Maalaoui, Olfa Maalaoui, Georges Dionne and Jingyuan Li
University of Quebec at Montreal (UQAM), Bloomberg L.P.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 155 (351,446)

Abstract:

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Credit Spread Puzzle, Asymmetry, Illiquidity, Higher-Order Risks

7.

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

Canadian Journal of Economics 46, 4, 1160-1195, 2013
Number of pages: 39 Posted: 21 Aug 2013 Last Revised: 05 Jan 2023
Georges Dionne, Olfa Maalaoui and Olfa Maalaoui
HEC Montreal - Department of Finance and Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Downloads 117 (437,545)

Abstract:

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

8.

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, Olfa Maalaoui and Thouraya Triki
American University of Sharjah - School of Business and Management, Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 106 (470,356)
Citation 1

Abstract:

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Governance, Mergers, Africa, Acquisitions, Financial Performance

9.

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

Risk Management and Insurance Review 22, 247-277, 2019
Number of pages: 79 Posted: 05 Jun 2019 Last Revised: 09 Jan 2023
Georges Dionne, Olfa Maalaoui, Olfa Maalaoui and Thouraya Triki
HEC Montreal - Department of Finance, Bloomberg L.P.Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance and HEC Montreal
Downloads 85 (543,130)
Citation 1

Abstract:

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risk management governance, financial knowledge, financial and accounting education of director, financial experience of director, independence of director, policy implications

10.

Default Risk for Bonds with a Make Whole Call Provision

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

Abstract:

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