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Pascal Francois
Pascal Francois
Professor of Finance, HEC Montreal
Verified email at hec.ca - Homepage
Title
Cited by
Cited by
Year
Capital structure and asset prices: Some effects of bankruptcy procedures
P François, E Morellec
The Journal of Business 77 (2), 387-411, 2004
2852004
The agency structure of loan syndicates
P François, F Missonier‐Piera
Financial Review 42 (2), 227-245, 2007
1012007
A dynamic programming approach to price installment options
H Ben-Ameur, M Breton, P François
European Journal of Operational Research 169 (2), 667-676, 2006
592006
Convertible debt and shareholder incentives
C Dorion, P François, G Grass, A Jeanneret
Journal of Corporate Finance 24, 38-56, 2014
532014
Credit spread changes within switching regimes
OM Chun, G Dionne, P François
Journal of Banking & Finance 49, 41-55, 2014
502014
Optimal hedging when the underlying asset follows a regime-switching Markov process
P François, G Gauthier, F Godin
European Journal of Operational Research 237 (1), 312-322, 2014
342014
Resolution of financial distress under chapter 11
A Annabi, M Breton, P François
Journal of Economic Dynamics and Control 36 (12), 1867-1887, 2012
322012
Detecting regime shifts in credit spreads
OM Chun, G Dionne, P François
Journal of Financial and Quantitative Analysis 49 (5-6), 1339-1364, 2014
242014
Heterogeneous beliefs and the choice between private restructuring and formal bankruptcy
P François, A Raviv
The North American Journal of Economics and Finance 41, 156-167, 2017
182017
Game theoretic analysis of negotiations under bankruptcy
A Annabi, M Breton, P François
European Journal of Operational Research 221 (3), 603-613, 2012
162012
A structural balance sheet model of sovereign credit risk
P François, G Hübner, JR Sibille
Finance 322 (2), 137-165, 2011
132011
Les produits dérivés financiers: méthodes d'évaluation
P François
Dunod, 2005
132005
Package Restructuring and the Pricing of Sovereign Debt
P François
Unpublished working paper. HEC Montreal, 2006
102006
The determinants of market-implied recovery rates
P François
Risks 7 (2), 57, 2019
92019
Strategic analysis of risk-shifting incentives with convertible debt
P François, G Hübner, N Papageorgiou
The Quarterly Journal of Finance 1 (02), 293-321, 2011
92011
Tax loss carry-forwards and optimal leverage
P François
Applied Financial Economics 16 (14), 1075-1083, 2006
82006
Smile‐implied hedging with volatility risk
P François, L Stentoft
Journal of Futures Markets 41 (8), 1220-1240, 2021
72021
Credit derivatives with multiple debt issues
P François, G Hübner
Journal of Banking & Finance 28 (5), 997-1021, 2004
72004
Credit Default Swaps and the Cost of Capital
H Bhabra, P Francois, TJ Walker, C Wang
Proceedings of Paris December 2020 Finance Meeting EUROFIDAI-ESSEC, 2020
52020
Prepayment risk on callable bonds: theory and test
P François, S Pardo
Decisions in Economics and Finance 38, 147-176, 2015
52015
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