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The asymmetric impact of portfolio mix on bank performance over the business cycle : U.S. and Canadian evidence

Calmès, Christian; Théoret, Raymond - In: Review of economics & finance 6 (2016) 2, pp. 57-74

Persistent link: https://www.econbiz.de/10011492625

Bank performance before and after the subprime crisis : evidence from pooled data on big US banks

Calmès, Christian; Théoret, Raymond - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 472-516

Persistent link: https://www.econbiz.de/10014252696

Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns

Racicot, Francois-Éric; Théoret, Raymond - Départment des sciences administratives, Université … - 2008

This paper proposes new Hausman-based estimators lying on cumulants optimal instruments. Using these new generated strong instruments in a GMM setting, we obtain new GMM estimators which we call GMM-C and its homologue, the GMM-hm. This procedure improves the method of moments for identifying...

Persistent link: https://www.econbiz.de/10005773132

Cumulant instrument estimators for hedge fund return models with errors in variables

Racicot, François-Éric; Théoret, Raymond - In: Applied economics 46 (2014) 10/12, pp. 1134-1149

Persistent link: https://www.econbiz.de/10010399380

Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds

Racicot, François-Éric; Théoret, Raymond - In: Journal of banking & finance 62 (2016), pp. 41-61

Persistent link: https://www.econbiz.de/10011634052

Testing the new Fama and French factors with illiquidity : a panel data investigation

Racicot, François-Éric; Rentz, William F.; Théoret, … - In: Finance : revue de l'Association Française de Finance 39 (2018) 3, pp. 45-102

Persistent link: https://www.econbiz.de/10012025798