Narrow search
Showing 1 - 10 of 74
Cover Image
Dependence structure and extreme comovements in international equity and bond markets
Garcia, René; Tsafack, Georges - In: Journal of banking & finance 35 (2011) 8, pp. 1954-1970
Persistent link: https://www.econbiz.de/10009247377
Cover Image
Ambiguity and Retained Earnings
Amira, Khaled; Muzere, Mark Legge; Tsafack, Georges - 2021
We investigate the implications of ambiguity aversion for retained earnings. We show that firms can eliminate distortions such as underinvestment by paying out earnings that maximizes shareholder wealth. We show that there is a negative relationship between ambiguity and retained earnings and...
Persistent link: https://www.econbiz.de/10013241049
Cover Image
Implicit government guarantee and the CDS spreads
Beliaeva, Natalia A.; Khaksari, Shahriar; Tsafack, Georges - In: The journal of fixed income 25 (2015) 2, pp. 25-37
Persistent link: https://www.econbiz.de/10011399846
Cover Image
Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - 1995
Persistent link: https://www.econbiz.de/10001512540
Cover Image
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/10001338886
Cover Image
Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René; Lusardi, Annamaria; Ng, Serena - 1995
Persistent link: https://www.econbiz.de/10001512544
Cover Image
On the dynamic specification of international asset pricing models
Kichian, Maral; Garcia, René; Ghysels, Eric - 1995
Persistent link: https://www.econbiz.de/10001513096
Cover Image
Latent variable models for stochastic discount factors
Garcia, René; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001504786
Cover Image
Econometric methods for derivative securities and risk management
Garcia, René (contributor); Ghysels, Eric (contributor);  … - In: Journal of econometrics 94 (2000) 1/2, pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Cover Image
Pricing and hedging derivative securities with neural networks and a homogeneity hint
Garcia, René; Gençay, Ramazan - In: Journal of econometrics 94 (2000) 1/2, pp. 93-115
Persistent link: https://www.econbiz.de/10001437747