Laboratoire d'ingénierie financière de l'Université Laval > Publications > Publications

Publications

Livres

  1. Issouf SOUMARÉ, Gaston GOHOU, Hugues KOUADIO & Janvier NKURUNZIZA. Foreign Direct Investment and Economic Development in Africa. Cambridge Scholars Publishing, 2018.
    https://www.cambridgescholars.com/foreign-direct-investment-and-economic-development-in-africa
  2. Ben AMOAKO-ADU, Issouf SOUMARÉ & Pierre YOUROUGOU (Guest Editors). In this Issue (Emerging Africa: Rise of Business and Entrepreneurship Opportunities). Transnational Corporations Review, Vol. 7, No. 4, 2015, pp. I-III.
  3. Issouf SOUMARÉ (with Huu Tue HUYNH & Van Son LAI). Simulations Stochastiques et Applications en Finance avec Programmes Matlab. Economica, 2006.
  4. Issouf SOUMARÉ (with Huu Tue HUYNH & Van Son LAI). Stochastic Simulation and Applications in Finance with MATLAB Programs. Wiley, 2009.

Articles

  1. Mohamed BELKHIR, Jocelyn GRIRA, M. Kabir HASSAN & Issouf SOUMARÉ, Islamic Banks and Political Risk: International Evidence. Quarterly Review of Economics and Finance, Vol. 74, 2019, 39-55.
  2. Stella MUHANJI Kalu OJAH & Issouf SOUMARÉ. How Does Natural Resource Endowment and Institutional Quality Influence the Nexus between External Indebtedness and Welfare in Africa? Economic Systems, Vol. 43, No. 1, 2019, 77-98.
  3. Issouf SOUMARÉ & Hubert TCHAKOUTE TCHUIGOUA. The effect of loan approval decentralization on microfinance institutions’ outreach and loan portfolio quality. Journal of Business Research, Vol. 94, 2019, 1-17.
  4. Issouf SOUMARÉ. An Econometric Analysis of the Determinants of CVA Spreads. Journal of  Fixed Income, 28 (2), 2018, 16-30.
  5. Van Son LAI, Duc Khuong NGUYEN, William SODJAHIN & Issouf SOUMARÉ. Discretionary Idiosyncratic Risk, Firm Cash Holdings, and Investment. Advances in Pacific Basin Business, Economics and Finance, Vol. 6, pp. 51-75 (Chapter 3); Edited by Cheng Few Lee and Min-The Yu.
  6. Jocelyn GRIRA, M. Kabir HASSAN, Chiraz LABIDI & Issouf SOUMARÉ, Equity Pricing in Islamic Banks: International Evidence. Emerging Markets Finance and Trade, Vol. 55, No. 3, 2019, 613-633.
  7. Sionfou Seydou COULIBALY, Lewis Landry GAKPA & Issouf SOUMARÉ. The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter? African Development Review, Vol. 30, No. 1, 2018, pp. 112–130.
  8. Ayoub GARGOURI, Van Son LAI & Issouf SOUMARÉ. Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount. The Journal of Fixed Income, Vol. 26, No. 3, 2017, pp. 63-80.
  9. Issouf SOUMARÉ & Ernest TAFOLONG, Risk-Based Capital for Credit Insurers with Business Cycles and Dynamic Leverage. Quantitative Finance, Vol. 17, No. 4, 2017, pp. 597–612.
  10. Issouf SOUMARÉ, Fulbert TCHANA TCHANA & Thierry Martial KENGNE. Analysis of the Determinants of Financial Inclusion in Central and West Africa. Transnational Corporations Review, Vol. 8, No. 4, 2016, pp. 231–249.
  11. Issouf SOUMARÉ, Gaston GOHOU & Hugues KOUADIO. Comparative Study of the Characteristics of FDI from Developed Countries versus China in Africa. Transnational Corporations Review, Vol. 8, No. 3, 2016, pp. 165-177.
  12. Issouf SOUMARÉ & Van Son LAI. An Analysis of Government Loan Guarantees and Direct Investment through Public-Private Partnerships. Economic Modelling, Vol. 59, 2016, pp. 508–519.
  13. Isaac OTCHERE, Issouf SOUMARÉ & Pierre YOUROUGOU. FDI and Financial Market Development in Africa. The World Economy, Vol. 39, No. 5, 2016, pp. 651–678.
  14. Jocelyn GRIRA, M. Kabir HASSAN & Issouf SOUMARÉ. Pricing Beliefs: Empirical Evidence from the Implied Cost of Deposit Insurance for Islamic Banks. Economic Modelling, Vol. 55, 2016, pp. 152–168.
  15. Ben AMOAKO-ADU, Issouf SOUMARÉ & Pierre YOUROUGOU (Guest Editors). In this Issue (Emerging Africa: Rise of Business and Entrepreneurship Opportunities). Transnational Corporations Review, Vol. 7, No. 4, 2015, pp. I-III.
  16. Alexandre TÊTU, Van Son LAI, Issouf SOUMARÉ & Michel GENDRON. Hedging flood losses in Quebec using Cat-Bonds. Asia-Pacific Journal of Risk and Insurance, Vol. 9, No. 2, 2015, pp. 149–184. Lead article.
  17. Issouf SOUMARÉ. Does Foreign Direct Investment Improve Economic Development in North African Countries? Applied Economics, Vol. 47, No. 51, 2015, pp. 5510-5533
  18. Issouf SOUMARÉ & Fulbert TCHANA TCHANA, Causality between FDI and Financial Market Development: Evidence from Emerging Markets. World Bank Economic Review (WBER), Vol. 29 (Supplement), 2015, pp. S205-S216.
  19. Kabir HASSAN & Issouf SOUMARÉ. Guarantees and Profit-Sharing Contracts in Project Financing. Journal of Business Ethics, Vol. 130, Issue 1, 2015, pp 231-249.
  20. Walid AMDOUNI & Issouf SOUMARÉ. An Analysis of the Determinants of S&P Ratings Assigned to Canadian Firms: Application of a Multinomial Logit. Journal of Risk Management in Financial Institutions, Vol. 7, No. 4, 2014, 353-369.
  21. Issouf SOUMARÉ (with Alaa GUIDARA, Van Son LAI,  & Fulbert TCHANA TCHANA), Banks’ Capital Buffers, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes. Journal of Banking & Finance, Vol. 37, No. 9, 2013, pp. 3373-3387.
  22. Issouf SOUMARÉ. Incentives and Voluntary Investment in Employer Shares. Economic Notes, Vol. 42, No. 1, 2013, pp. 1-17.
  23. Issouf SOUMARÉ (with Edoh K. AMENOUNVÉ, Ousmane DIOP, Dramane MEITÉ, & Yao Djifa N’SOUGAN). Applying the CAPM and the Fama-French Model to the BRVM Stock Market. Applied Financial Economics, Vol. 23, No. 4, 2013, 275-285.
  24. Issouf SOUMARÉ (with Yao Djifa N’SOUGAN). Modeling Sovereign Default Risk: Comparing Models and Capturing the Impact of the Business Cycle. Journal of Risk Management in Financial Institutions, Vol. 6, No. 1, 2013, pp. 75-96.
  25. Issouf SOUMARÉ (with Van Son LAI & Yan SUN). Financial Guarantors’ Executive Compensation, Charter Value and Risk-Taking. Research in International Business and Finance, Vol. 26, 2012, 387-397.
  26. Issouf SOUMARÉ (with Gaston GOHOU). Does Foreign Direct Investment Reduce Poverty in Africa and are There Regional Differences?, World Development, Vol. 40, No. 1, 2012, 75–95.
  27. Issouf SOUMARÉ (with Gaston GOHOU). The Determinants of Development Projects’ First Disbursement Delay: The Case of the African Development Bank; In “Fostering Development in an Era of Financial and Economic Crises”; Proceedings of the African Economic Conference 2009, African Development Bank and United Nations Economic Commission for Africa, 2011.
  28. Issouf SOUMARÉ (with Fabien YOUBISSI & Michel GENDRON). Comparative Analysis of Multiple-Guarantor Agreements. Journal of Risk Management in Financial Institutions, Vol. 4, No. 2, 2011, 146-161.
  29. Issouf SOUMARÉ (with Sébastien JACQUES & Van Son LAI). Synthetizing a Debt Guarantee: Super-Replication versus Utility Approach. International Review of Financial Analysis, Vol. 20, 2011, 27–40.
  30. Issouf SOUMARÉ  (with Van Son LAI). Credit Insurance and Investment: A Contingent Claims Analysis Approach. International Review of Financial Analysis, Vol. 19, 2010, 98–107.
  31. Issouf SOUMARÉ  (with Van Son LAI). Risk-Based Capital and Credit Insurance Portfolios. Financial Markets, Institutions & Instruments, Vol. 19, No. 1, 2010, 21-45.
  32. Issouf SOUMARÉ (with Luc GRÉGOIRE & Van Son LAI). Economic Capital for Bond Insurers. Journal of Fixed Income, Vol. 19, No. 3, 2010, 47-65.
  33. Issouf SOUMARÉ. La Pratique de la Finance Islamique. Assurance et Gestion des Risques (Insurance and Risk Management), Vol. 77, No. 1-2, April-July 2009, 59-78.
  34. Issouf SOUMARÉ (with Van Son LAI & Yves LANGLOIS). Hedging Portfolios of Financial Guarantees. Journal of Risk, Vol. 11, 2008/09.
  35. Issouf SOUMARÉ (with Paul ANGOUA & Van Son LAI). Project Risk Choices under Privately Guaranteed Debt Financing. The Quarterly Review of Economics and Finance, Vol. 48, No. 1, 2008, pp. 123-152.
  36. Issouf SOUMARÉ (with Michel GENDRON & Van Son LAI). Project Finance with Limited Recourse: An Option Pricing Approach to Debt Capacity and Project Risk. The Journal of Structured Finance, Vol. 13, No. 3, Fall 2007, 97-104.
  37. Issouf SOUMARÉ. Equilibrium with Excessive Holdings Constraint: An Application to DC Pension Plan. International Journal of Theoretical and Applied Finance, Vol. 10, No. 7, 2007, pp. 1159-1190.
  38. Issouf SOUMARÉ. International Capital markets and Redundant Securities. The Journal of Economic Dynamics and Control, Vol. 31, No. 3, 2007, pp. 1037-1050.
  39. Issouf SOUMARÉ. Investment in Employer Shares, Incentive-alignment, and Monitoring. Journal of Pension Economics and Finance, Vol. 6, No. 2, 2007, pp. 107-125.
  40. Issouf SOUMARÉ. Les Fonds de Pension: Structure, Comptabilité, Immunisation et Risque. Assurance et Gestion des Risques (Insurance and Risk Management), Vol. 74, No. 3, 2006, pp. 415-429.
  41. Issouf SOUMARÉ (with Michel GENDRON & Van Son LAI). An Analysis of Portfolios of Insured Debts. The Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64.
  42. Issouf SOUMARÉ (with Michel GENDRON & Van Son LAI). Effects of Maturity Choices on Loan Guarantee Portfolios. The Journal of Risk Finance, Vol. 7, No. 3, 2006, pp. 237-254.
  43. Issouf SOUMARÉ (with Van Son LAI & Youssef SAKNI). A Simple Method for Computing Value at Risk using PCA and QMC. The Journal of Financial Decision Making, Vol. 1, No. 2, 2005, pp. 1-13.
  44. Issouf SOUMARÉ (with Van Son LAI). Investment Incentives in Project Finance in the Presence of Partial Loan Guarantees. Research in Finance, Vol. 22, 2005, pp. 161-186.
  45. Issouf SOUMARÉ. 401(k) Pension Plans Investments in Employer Shares. ZEWnews Stock Option Watch, Vol. 2, 2005 (Publication of the Centre for European Economic Research). (Invited summary article)
  46. Issouf SOUMARÉ (with Michel GENDRON & Van Son LAI). An Analysis of Private Loan Guarantee Portfolios. Research in International Business and Finance, Vol. 16, 2002, pp. 395-415.