Georges Tsafack

Suffolk University

Boston, MA 02108

United States

SCHOLARLY PAPERS

3

DOWNLOADS

604

SSRN CITATIONS

11

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets

Number of pages: 49 Posted: 16 Feb 2009 Last Revised: 08 Apr 2009
Abderrahim Taamouti and Georges Tsafack
Universidad Carlos III de Madrid and Suffolk University
Downloads 304 (123,407)
Citation 2

Abstract:

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International equity markets, asymmetric volatility, asymmetric correlation, vector autoregressive (VAR) model, DCC-GARCH models, news, Generalized impulse response function

2.

Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects

Number of pages: 57 Posted: 24 Mar 2008
Georges Tsafack and René Garcia
Suffolk University and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 254 (148,582)
Citation 14

Abstract:

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3.

Does Changing Leverage Cause Miss-Specification of Long-Run Return Measures in Seasoned Equity Offerings?

Number of pages: 45 Posted: 20 Mar 2011
Robyn McLaughlin, Assem Safieddine and Georges Tsafack
Suffolk University - Department of Finance, American University of Beirut - Olayan School of Business and Suffolk University
Downloads 46 (485,481)

Abstract:

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Event study, New issues puzzle, SEO issues, Leverage change, Structural change