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Hayette GATFAOUI
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Rouen Business School
Associate Professor
Economics and Finance
1, rue du Maréchal Juin
BP 215
76825 Mont Saint-Aignan
FRANCE
Web site
Assistant: +33 2 32 82 57 95
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 Journals' referring and other activity
# Referee for the French review Finance, the Journal of Investment, Money and Banking (JMIB), the International Journal of Financial Markets and Derivatives (IJFMD), the International Journal of Financial economic
s and Econometrics (IJFEE), the International Journal of Theoretical and Applied Finance, the Journal of Derivatives Research and the Journal of Risk.
# Scientific/Program committee member of the 5th and 6th Advances in Financial Economics (AFE) Conferences, of the Eastern Finance Association 2009-2010 Annual Meetings (EFA), of the 5th-6th International Symposiums on Management, Engineering and Informatics (MEI 2009, 2010), and of the 6th-7th International Symposiums on Risk management
and Cyber-Informatics (RMCI 2009, 2010).
# Editorial Advisory Board member of the Middle Eastern Finance and Economics Journal (www.eurojournals.com).
Fields of interest
 Risk management
Statistics
Financial econometrics
Financial markets finance
International bonds markets
International financial markets
Financial engineering
Attached files
 Résumé (1273 KB)
 efa09_presentation_hgatfaoui.pdf (911 KB)
efa09_discussion_hgatfaoui.pdf (202 KB)
External links
# Encyclopedia of Alternative Investments (Chapman & Hall)
http://www.amazon.com/Encyclopedia-Alternative-Investments-Greg-Gregoriou/dp/1420064886/ref=sr_1_2?ie=UTF8&s=books&qid=1241088996&sr=1-2
# Publibook Books (in French)
http://www.publibook.com/boutique2006/auteur-universitaire.php?auteur=6673
# Default Risk Website
http://www.defaultrisk.com
# Academic Papers Finance Research
http://www.finance-research.net
# International Conference on Advances in Applied Financial Economics (AFE)
http://www.ineag.gr/AFE/index.php?option=com_content&view=article&id=48&Itemid=27
# Eastern Finance Association Annual Meetings (EFA)
http://etnpconferences.etnetpubs.net/efa/efa2009/User/Program.php
# Math-Fi Website
http://www.maths-fi.com/uk_default.asp
# Quantitative Finance Research Centre (QFRC) at University of Technology, Sydney (UTS)
http://www.qfrc.uts.edu.au/
# Brainguide - The Expert's Portal
http://www.brainguide.com
# Campus for Finance Research Conference 2010 (CFF)
http://cms.cffit.de/index.php?id=685
| | Working papers and articles: (14)
 Capital Asset Pricing model (CAPM) 
Hayette GATFAOUI
DEVIATION FROM NORMALITY AND SHARPE RATIO BEHAVIOR: A BRIEF SIMULATION STUDY
Hayette GATFAOUI
SHARPE RATIOS AND THEIR FUNDAMENTAL COMPONENTS: AN EMPIRICAL STUDY
Hayette GATFAOUI
A Correction for Classic Performance Measures
Hayette GATFAOUI
From Fault Tree to Credit Risk Assessment: A Case Study
Hayette GATFAOUI
Investigating The Link Between Credit Default Swap Spreads and U.S. Financial Market
Hayette GATFAOUI
Credit Default Swap Spreads and U.S. Financial Market: Investigating Some Dependence Structure ACCEPTED FOR PUBLICATION AS "INVESTIGATING THE DEPENDENCE STRUCTURE BETWEEN CREDIT DEFAULT SWAP SPREADS AND THE U.S. FINANCIAL MARKET"
Hayette GATFAOUI
Are Credit Default Swap Spreads Market Driven?
Hayette GATFAOUI
Is Corporate Bond Market Performance Driven by Stock Market Performance?
Hayette GATFAOUI
Credit Risk and Market Risk: Analyzing U.S. Credit Spreads
Hayette GATFAOUI
Less Can Be More!
Hayette GATFAOUI
; Christian WALTER
Is There a Latent Factor in Stock Returns? FORTHCOMING IN Bankers, Markets & Investors as "Investigating the Common Latent Component in Stock Returns: Systematic and Systemic Risk Factors"
Hayette GATFAOUI
From Fault Tree to Credit Risk Assessment: An Empirical Attempt
Hayette GATFAOUI
How Does Systematic Risk Impact US Credit Spreads ? A Copula Study
Hayette GATFAOUI
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