Estimation of correlations in portfolio credit risk models based on noisy security prices - Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy (Journal of Economic Dynamics and Control, 2015)

Contagion effect on bond portfolio risk measures in a hybrid credit risk model - Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy (Finance Research Letters, 2014)

Recovery rate risk and credit spreads in a hybrid credit risk model - Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy (The Journal of Credit Risk, 2013)