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