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REDOUANE ELKAMHI
REDOUANE ELKAMHI
Professor of Finance, Rotman School of Management, University of Toronto
Verified email at rotman.utoronto.ca - Homepage
Title
Cited by
Cited by
Year
Option valuation with conditional heteroskedasticity and nonnormality
P Christoffersen, R Elkamhi, B Feunou, K Jacobs
The Review of Financial Studies 23 (5), 2139-2183, 2010
1972010
Managerial activeness and mutual fund performance
H Doshi, R Elkamhi, M Simutin
The Review of Asset Pricing Studies 5 (2), 156-184, 2015
1782015
Reputation and loan contract terms: The role of principal customers
L Cen, S Dasgupta, R Elkamhi, RS Pungaliya
Review of Finance 20 (2), 501-533, 2016
1392016
The cost and timing of financial distress
R Elkamhi, J Ericsson, CA Parsons
Journal of Financial Economics 105 (1), 62-81, 2012
1062012
Time‐Varying Asset Volatility and the Credit Spread Puzzle
D Du, R Elkamhi, J Ericsson
The Journal of Finance 74 (4), 1841-1885, 2019
832019
Bank skin in the game and loan contract design: Evidence from covenant-lite loans
MT Billett, R Elkamhi, L Popov, RS Pungaliya
Journal of Financial and Quantitative Analysis 51 (3), 839-873, 2016
562016
The cross section of recovery rates and default probabilities implied by credit default swap spreads
R Elkamhi, K Jacobs, X Pan
Journal of Financial and Quantitative Analysis 49 (1), 193-220, 2014
562014
The best of both worlds: Accessing emerging economies via developed markets
JW Bae, R Elkamhi, M Simutin
The Journal of Finance 74 (5), 2579-2617, 2019
422019
The influence of investor identity and contract terms on firm value: Evidence from PIPEs
MT Billett, R Elkamhi, IV Floros
Journal of Financial Intermediation 24 (4), 564-589, 2015
352015
Fire-sale risk in the leveraged loan market
R Elkamhi, Y Nozawa
Journal of Financial Economics 146 (3), 1120-1147, 2022
282022
The term structure of expected recovery rates
H Doshi, R Elkamhi, C Ornthanalai
Journal of Financial and Quantitative Analysis 53 (6), 2619-2661, 2018
282018
Dynamic hedging and extreme asset co-movements
R Elkamhi, D Stefanova
The Review of Financial Studies 28 (3), 743-790, 2015
272015
The cost of financial distress and the timing of default
R Elkamhi, CA Parsons, J Ericsson
AFA 2011 Denver Meetings Paper, 2010
272010
Time varying risk premia in corporate bond markets
R Elkamhi, J Ericsson
Available at SSRN 1108266, 2008
232008
A one-factor model of corporate bond premia
R Elkamhi, C Jo, Y Nozawa
Management Science 70 (3), 1875-1900, 2024
222024
Market jump risk and the price structure of individual equity options
R Elkamhi, C Ornthanalai
WFA 2010 Victoria meetings, 2010
192010
Accounting information releases and CDS spreads
R Elkamhi, K Jacobs, H Langlois, C Ornthanalai
Midwest Finance Association 2012 Annual Meetings Paper, 2012
172012
Time-varying asset volatility and the credit spread puzzle
R Elkamhi, J Ericsson, M Jiang
Available at SSRN 2023449, 2011
152011
What do credit markets tell us about the speed of leverage adjustment?
R Elkamhi, RS Pungaliya, AM Vijh
Management science 60 (9), 2269-2290, 2014
142014
Rare disasters, credit, and option market puzzles
P Christoffersen, D Du, R Elkamhi
Management Science 63 (5), 1341-1364, 2017
132017
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