| Dependence structure and extreme comovements in international equity and bond markets R Garcia, G Tsafack Journal of Banking & Finance 35 (8), 1954-1970, 2011 | 335 | 2011 |
| Proper conditioning for coherent VaR in portfolio management R Garcia, É Renault, G Tsafack Management Science 53 (3), 483-494, 2007 | 101 | 2007 |
| What drives international equity correlations? Volatility or market direction? K Amira, A Taamouti, G Tsafack Journal of International Money and Finance 30 (6), 1234-1263, 2011 | 36 | 2011 |
| Asymmetric dependence implications for extreme risk management G Tsafack Journal of Derivatives 17 (1), 7, 2009 | 27 | 2009 |
| Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companies G Tsafack, L Guo Journal of Behavioral and Experimental Finance 31, 100516, 2021 | 26 | 2021 |
| Dependence structure and extreme comovements in international equity and bond markets with portfolio diversification effects R Garcia, G Tsafack Journal of Banking and Finance 35, 1954-1970, 2008 | 23 | 2008 |
| Too-big-to-fail: The value of government guarantee G Tsafack, Y Li, N Beliaeva Pacific-Basin Finance Journal 68, 101313, 2021 | 21 | 2021 |
| Dependence Structure and Extreme Comovements in International Equity and Bond Markets G Tsafack Working Paper available at SSRN, 2006 | 8 | 2006 |
| Implicit government guarantee and the CDS spreads N Beliaeva, S Khaksari, G Tsafack | 7 | 2015 |
| Asymmetric effects of return and volatility on correlation between international equity markets A Taamouti, G Tsafack Available at SSRN 1344416, 2009 | 5 | 2009 |
| Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off? G Tsafack, Y Becker, K Han Pacific-Basin Finance Journal 79, 102029, 2023 | 3 | 2023 |
| Backtesting and estimation error: value-at-risk overviolation rate G Tsafack, J Cataldo Empirical Economics 61 (3), 1351-1396, 2021 | 3 | 2021 |
| Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics CM Starkey, G Tsafack International Review of Financial Analysis 90, 102863, 2023 | 2 | 2023 |
| Does Changing Leverage Cause Miss-Specification of Long-Run Return Measures in Seasoned Equity Offerings? R McLaughlin, A Safieddine, G Tsafack Available at SSRN 1786859, 2011 | 2 | 2011 |
| What Drives International Equity Correlations? Volatility or Market Direction? K Amira, A Taamouti, G Tsafack Documentos de trabajo. Economic series (Universidad Carlos III. Departamento …, 2009 | 2 | 2009 |
| The implications of value-at-risk and short-selling restrictions for portfolio manager performance G Tsafack, F Tchana Tchana Journal of Risk 21 (3), 2019 | 1 | 2019 |
| Ambiguity and Retained Earnings K Amira, ML Muzere, G Tsafack Available at SSRN 3762676, 2021 | | 2021 |
| The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance F Tchana Tchana, T Georges University Library of Munich, Germany, 2013 | | 2013 |
| Asymmetric dependence modeling and implications for international diversification and risk management G Tsafack Library and Archives Canada= Bibliothèque et Archives Canada, Ottawa, 2009 | | 2009 |
| Too-Big-to-Fail: The Value of Implicit Government Guarantee N Beliaeva, Y Li, G Tsafack | | |
