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Browsing by Author « Garcia, René »

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Showing results 1 to 20 of 28
Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management
Boyer, Marcel; Boyer, M. Martin; Garcia, René
Issue Date : 2011-05

An Analysis of the Real Interest Rate Under Regime Shifts
Garcia, René; Perron, Pierre
Issue Date : 1995-02

Are the Effects of Monetary Policy Asymmetric?
Garcia, René; Schaller, Huntley
Issue Date : 1995-02

Asymetrics smiles, leverage effects and structural parameters
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Asymmetric Smiles, Leverage Effects and Structural Parameters
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001-01

Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
Garcia, René
Issue Date : 1995-02

Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel
Issue Date : 2003-04

Dependence Structure and Extreme Comovements in International Equity and Bond Markets
Garcia, René; Tsafack, Georges
Issue Date : 2009-05

Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles
Bonomo, Marco; Garcia, René
Issue Date : 1994-10

Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level
Garcia, René; Renault, Éric; Semenov, Andrei
Issue Date : 2003-04

The Econometrics of Option Pricing
Garcia, René; Ghysels, Eric; Renault, Éric
Issue Date : 2004-01

Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001-01

Empirical assessment of an intertemporal option pricing model with latent variables
Garcia, René; Luger, Richard; Renault, Éric
Issue Date : 2001

Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation
Garcia, René; Lusardi, Annamaria; Ng, Serena
Issue Date : 1995-02

Incorporating Second-Order Functional Knowledge for Better Option Pricing
Bélisle, François; Bengio, Yoshua; Dugas, Charles; Garcia, René; Nadeau, Claude
Issue Date : 2002-05

Latent variable models for stochastic discount factors
Garcia, René; Renault, Éric
Issue Date : 2000

Latent Variable Models for Stochastic Discount Factors
Garcia, René; Renault, Éric
Issue Date : 1999-11

Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Dufour, Jean-Marie; Garcia, René; Taamouti, Abderrahim
Issue Date : 2011-02

A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
Garcia, René; Mantilla-Garcia, Daniel; Martellini, Lionel
Issue Date : 2013-01

A Monte-Carlo Method for Optimal Portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel
Issue Date : 2000-01

Showing results 1 to 20 of 28

 

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