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27
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Garcia, René
26
Bonomo, Marco
4
Luger, Richard
4
Renault, Eric
4
Detemple, Jérôme
3
Meddahi, Nour
3
Renault, Éric
3
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Journal of econometrics
6
The review of financial studies
6
The Canadian journal of economics
3
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of international money and finance
2
L' Actualité économique : revue trimest.
2
Economic inquiry : journal of the Western Economic Association International
1
Finance and stochastics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Numéro spécial sur l'économie du développement
1
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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OLC EcoSci
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1
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Dependence structure and extreme comovements in international equity and bond markets
Garcia, René
;
Tsafack, Georges
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1954-1971
Persistent link: https://www.econbiz.de/10009030541
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2
Viewpoint: Option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Éric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10005879071
Saved in:
3
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10008770557
Saved in:
4
Asymmetric Dependence Implications for Extreme Risk Management
Tsafack, Georges
- In:
The journal of derivatives : the official publication …
17
(
2009
)
1
,
pp. 7-20
Persistent link: https://www.econbiz.de/10008309531
Saved in:
5
What drives international equity correlations? Volatility or market direction?
Amira, Khaled
;
Taamouti, Abderrahim
;
Tsafack, Georges
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1234-1264
Persistent link: https://www.econbiz.de/10009290055
Saved in:
6
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
Saved in:
7
Modèles d'évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel
Garcia, René
- In:
L' Actualité économique : revue trimest.
74
(
1998
)
3
,
pp. 467-484
Persistent link: https://www.econbiz.de/10009899012
Saved in:
8
Tests of conditional asset pricing models in the Brazilian stock market
Garcia, René
;
Bonomo, Marco
- In:
Journal of international money and finance
20
(
2001
)
1
,
pp. 71-90
Persistent link: https://www.econbiz.de/10006902047
Saved in:
9
Are the Effects of Monetary Policy Asymmetric?
Garcia, René
;
Schaller, Huntley
- In:
Economic inquiry : journal of the Western Economic …
40
(
2002
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10006269076
Saved in:
10
The macroeconomic effects of infrequent information with adjustment costs
Bonomo, Marco
;
Garcia, René
- In:
The Canadian journal of economics
34
(
2001
)
1
,
pp. 18-35
Persistent link: https://www.econbiz.de/10005893277
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