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Surging OBS activities and bank revenue volatility : how to explain the declining appeal of bank stocks in Canada

Calmès, Christian; Théoret, Raymond - In: Stock market volatility, (pp. 323-341). 2009

Persistent link: https://www.econbiz.de/10003830487

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

Portfolio analysis of big US banks' performance : the fee business lines factor

Calmès, Christian; Théoret, Raymond - In: Journal of banking regulation 22 (2021) 2, pp. 112-132

Persistent link: https://www.econbiz.de/10012550340

Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis

Racicot, François-Éric; Théoret, Raymond - In: Journal of derivatives & hedge funds 20 (2014) 4, pp. 207-240

Persistent link: https://www.econbiz.de/10010462900

Integrating volatility factors in the analysis of the hedge fund alpha puzzle

Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 10 (2009/10) 1, pp. 37-62

Persistent link: https://www.econbiz.de/10003853609

The q-factor and the Fama and French asset pricing models : hedge fund evidence

Gregoriou, Greg N.; Racicot, François-Éric; Théoret, … - In: Managerial finance 42 (2016) 12, pp. 1180-1207

Persistent link: https://www.econbiz.de/10011572944

The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

Racicot, François-Éric; Théoret, Raymond; Gregoriou, … - In: International review of economics & finance : IREF 72 (2021), pp. 289-318

Persistent link: https://www.econbiz.de/10012671925

Hedge fund return higher moments over the business cycle

Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97

Persistent link: https://www.econbiz.de/10012198849

Multi-moment risk, hedging strategies, & the business cycle

Racicot, François-Éric; Théoret, Raymond - In: International review of economics & finance : IREF 58 (2018), pp. 637-675

Persistent link: https://www.econbiz.de/10012034253

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios : a nonlinear VAR approach

Racicot, François-Éric; Théoret, Raymond - In: Financial innovation : FIN 8 (2022), pp. 1-56

The subprime crisis was quite damaging for hedge funds. Using the local projection method (Jordà 2004, 2005, 2009), we forecast the dynamic responses of the betas of hedge fund strategies to macroeconomic and financial shocks-especially volatility and illiquidity shocks-over the subprime crisis...

Persistent link: https://www.econbiz.de/10013169857