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  Projets(s) de recherche, responsable
    A Spatial Difference-in-Differences Estimator to Evaluate the Effect of Change in Public Mass Transit Systems on House Prices, François Des Rosiers
    Banks' Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes, Van Son Lai
    Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence, Van Son Lai
    Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of the Credit Cycle and the Business Cycle, Van Son Lai
    Bounds on the Autocorrelation of Admissible Stochastic Discount Factors, Stéphane Chrétien
    Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, Bruce Shearer
    Chaire d'assurance et de services financiers l'Industrielle-Alliance, Philippe Grégoire
    Chaire Groupe Investors en planification financière, Stéphane Chrétien
    Chaire RBC en innovations financières, Marie-Claude Beaulieu
    Computation of the Corrected Cornish-Fisher Expansion Using the Response Surface Methodology: Application to VaR and CVaR, Charles-Olivier Amédée-Manesme
    Couverture du risque de tremblement de terre par les Cat Bonds : choix optimal entre Cat Bonds et endettement , cas du Québec, Issouf Soumaré
    Do Domestic Valuation Shocks Trigger International Merger Waves, Andréanne Tremblay-Simard
    Does Foreign Direct Investment Reduce Poverty in Africa and Are There Regional Differences?, Issouf Soumaré
    Does Insulation From Market Pressures Spur Innovative Originality? Evidence From the Canadian Liability Insurance, Andréanne Tremblay-Simard
    Do Traders Strategically Time their Pledges During Real-World Walrasian Auctions?
    Dynamique de la solvabilité dans les assurances multilignes : tarification, allocation de capital et cycle d'assurance, Issouf Soumaré
    Fonctionnement de la Chaire Investors en planification financière personnelle
    Forward Looking Portfolio Allocation in Canada: Accounting for the Financialization of Commodities, Marie-Hélène Gagnon
    Gestion de risque des portefeuilles d'obligations à haut rendement (High Yield Bonds) : Approche par les modèles factoriels à erreurs GARCH, Van Son Lai
    Greenhouse Gas Emissiosn and Urban Form: Linking Households' Socio-Economic Status with Housing and Transportation Choices, François Des Rosiers
    Guarantees and Profit-Sharing Contracts in Project Financing, Issouf Soumaré
    Identification-Robust Estimation and Testing of the Zero-Beta CAPM, Marie-Claude Beaulieu
    Inferring Implied Smoothing-Adjusted Risk Metrics From Actual Allocation to Real Estate, Charles-Olivier Amédée-Manesme
    International Anticipations of Crash and Tail Risks in Currency and Commodity Markets, Gabriel John Power
    International Stock Market Cointegration Under the Risk-Neutral Measure, Marie-Hélène Gagnon
    International Stock Market Cointegration Under the Risk-Neutral Measure, Gabriel John Power
    Is Hedging the Crack Spread no Longer All It's Cracked Up to Be?, Gabriel John Power
    La mesure du risque en immobilier d'investissement direct : utilisation du développement de Cornish Fisher
    Less Is More: Testing Financial Integration Using Identification-Robust Asset Pricing Models
    Less Is More: Testing Financial Integration Using Identification-Robust Asset Pricing Models
    L'évaluation des swaps de taux d'intérêt en présence de risque de contrepartie, Issouf Soumaré
    L'importance des risques locaux en évaluation d'actifs : les obligations municipales et l'immobilier résidentiel comme vecteurs d'information, Michael Bourdeau-Brien
    Liquidity Risk of Private Assets: EvidencefFrom Real Estate Markets, Yingchun Liu
    Market Integration of Canadian Housing Market, François Des Rosiers
    Mixed-Asset Portfolio Allocation Under Mean-Reverting Asset Returns, Charles-Olivier Amédée-Manesme
    Modélisation et mesure de la prime de risque associée à la demande mondiale des commodités dans la gestion de portefeuille d'actions canadiennes, Marie-Hélène Gagnon
    Mutual Fund Performance and Interim Trading, Stéphane Chrétien
    On the Effectiveness of VaR Based Portfolio Insurance in the Analysis of Guaranteed Life Insurance Contracts, Charles-Olivier Amédée-Manesme
    On the Value of Municipal Bond Insurance: An Empirical Analysis, Van Son Lai
    Performance des fonds communs de placement et transactions intérimaires, Stéphane Chrétien
    Performance Evaluation Disagreement: The Impact of Fund Characteristics, Managerial Skills and Fund Flows, Stéphane Chrétien
    Performance of Thinly-Traded Assets: A Case in Real Estate, Yingchun Liu
    Real Option Valuation in a Gollier/Weitzman: The Effect of Long-Run Discount Rate Uncertainty, Gabriel John Power
    Real Option Valuation in a Gollier / Weitzman World: The Effect of Long-Run Discount Rate Uncertainty, Gabriel John Power
    Recherches empiriques en finance, Aurélien Philippot
    Reinsurance or CAT Bond? How to Optimally Combine Both, Van Son Lai
    Reinsurance or CAT Bond? How to Optimally Combine Both, Van Son Lai
    Réplication synthétique des garanties financières, Van Son Lai
    Revisiting Interest Rate Swap Valuation With Counterparty Risk, Wrong-Way Riak and OIS Discount
    Short-and Long-Run Determinants of Commodity Price Volatility, Gabriel John Power
    The Impact of Flood Risk on the Price of Residential Properties: The Case of Canada, Philippe Bélanger
    The Impact of Flood Risk on the Price of Residential Properties: The Case of England, Philippe Bélanger
    The Impact of Flood Risk on the Price of Residential Properties: The Case of England, Michael Bourdeau-Brien
    The impacts of standard monetary and budgetary policies on liquidity and financial markets: international evidence from the credit freeze crisis
    The Regulation of the Leverage Ratio Alongside the Risk-Based Capital Ratio: Implications for Loan Portfolio Allocation and Bank Stability, Van Son Lai
    Unfolded GARCH Models
    Variance Targeting, Heavy-Tailed Financial Time Series, and Risk Predictions: New Methods for Inference, Richard Luger

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