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State dependence can explain the risk aversion puzzle

Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011

Persistent link: https://www.econbiz.de/10003716673

The Canadian macroeconomy and the yield curve : an equilibrium-based approach

Garcia, René; Luger, Richard - In: The Canadian journal of economics 40 (2007) 2, pp. 561-583

Persistent link: https://www.econbiz.de/10003492926

Simulationmethods for optimal portfolios

Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Financial engineering, (pp. 867-923). 2008

Persistent link: https://www.econbiz.de/10003567829

The Canadian macroeconomy and the yield curve : an equilibrium-based approach

Garcia, René; Luger, Richard - 2005

Persistent link: https://www.econbiz.de/10003208738

Intertemporal asset allocation : a comparison of methods

Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Journal of banking & finance 29 (2005) 11, pp. 2821-2848

Persistent link: https://www.econbiz.de/10003121055

Representation formulas for Malliavin derivatives of diffusion processes

Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: Finance and stochastics 9 (2005) 3, pp. 349-367

Persistent link: https://www.econbiz.de/10002946698

Estimation of stable distributions by indirect inference

Garcia, René (contributor); Renault, Eric (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003402433

Optimal portfolio strategies in the presence of regimes in asset returns

Campani, Carlos Heitor; Garcia, René; Lewin, Marcelo - In: Journal of banking & finance 123 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012662395

Predictive modeling, volatility, and risk management in financial markets : in memory of Peter F. Christoffersen, part I, introduction

Diebhold, Francis X.; Garcia, René; Jacobs, Kris - In: Journal of financial econometrics 18 (2020) 3, pp. 471-472

Persistent link: https://www.econbiz.de/10012316690

Persistent monetary non-neutrality in an estimated menu-cost model with partially costly information

Bonomo, Marco Antonio; Carvalho, Carlos Viana de; … - 2021

We propose a model that reconciles microeconomic evidence of frequent and large price changes with sizable monetary non-neutrality. Firms incur separate lump-sum costs to change prices and to gather and process some information about marginal costs. Additional relevant information is...

Persistent link: https://www.econbiz.de/10012597642