Georges Tsafack

Georges Tsafack

University of Rhode Island - Kingston / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1620119
person_outline Georges Tsafack's MOST POPULAR ARTICLES
1-) Dependence structure and extreme comovements in international equity and bond marketsR Garcia, G TsafackJournal of Banking & Finance 35 (8), 1954-1970, 20113072011
2-) Proper conditioning for coherent VaR in portfolio managementR Garcia, É Renault, G TsafackManagement Science 53 (3), 483-494, 2007942007
3-) What drives international equity correlations? Volatility or market direction?K Amira, A Taamouti, G TsafackJournal of International Money and Finance 30 (6), 1234-1263, 2011342011
4-) Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companiesG Tsafack, L GuoJournal of Behavioral and Experimental Finance 31, 100516, 2021282021
5-) Asymmetric dependence implications for extreme risk managementG TsafackJournal of Derivatives 17 (1), 7, 2009282009