CS
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
Jean-Sébastien Fontaine, René Garcia et Sermin Gungor
CS
Nonparametric Tail Risk, Stock Returns and the Macroeconomy
René Garcia, Caio Almeida, Kym Ardison et Jose Vicente
CS
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
René Garcia, Daniel Mantilla-Garcia et Lionel Martellini
CS
Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management
Marcel Boyer, M. Martin Boyer et René Garcia
CS
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Jean-Marie Dufour, René Garcia et Abderrahim Taamouti
CS
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates
René Garcia et Richard Luger
CS
Dependence Structure and Extreme Comovements in International Equity and Bond Markets
René Garcia et Georges Tsafack
CS
The Value of Real and Financial Risk Management
Marcel Boyer, M. Martin Boyer et René Garcia
CS
The Econometrics of Option Pricing
René Garcia, Eric Ghysels et Eric Renault
CS
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
Jérôme Detemple, René Garcia et Marcel Rindisbacher
CS
Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level
René Garcia, Eric Renault et Andrei Semenov
CS
Incorporating Second-Order Functional Knowledge for Better Option Pricing
François Bélisle, Yoshua Bengio, Charles Dugas, René Garcia et Claude Nadeau
CS
Asymmetric Smiles, Leverage Effects and Structural Parameters
René Garcia, Richard Luger et Eric Renault
CS
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
René Garcia, Richard Luger et Eric Renault
CS
A Monte-Carlo Method for Optimal Portfolios
Jérôme Detemple, René Garcia et Marcel Rindisbacher
CS
Latent Variable Models for Stochastic Discount Factors
René Garcia et Eric Renault
RP
Les modèles de prévisions économiques
John W. Galbraith et René Garcia
CS
Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint
René Garcia et Ramazan Gençay
CS
Risk Aversion, Intertemporal Substitution, and Option Pricing
René Garcia et Eric Renault
CS
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
René Garcia et Eric Renault
CS
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market
Marco Bonomo et René Garcia
CS
Structural Change and Asset Pricing in Emerging Markets
René Garcia et Eric Ghysels
CS
On the Dynamic Specification of International Asset Pricing Models
René Garcia, Eric Ghysels et Maral Kichian
CS
An Analysis of the Real Interest Rate Under Regime Shifts
René Garcia et Pierre Perron
CS
Are the Effects of Monetary Policy Asymmetric?
René Garcia et Huntley Schaller
CS
