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PRICING
8
ECONOMIC MODELS
6
FINANCIAL MARKET
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2
INTEREST RATE
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RISK
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inflation
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pricing
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Garcia, R.
Garcia, René
86
Renault, Eric
23
Almeida, Caio
12
Bonomo, Marco Antonio
11
Ardison, Kym
10
Bonomo, M.
10
Luger, Richard
10
Renault, E.
9
Ghysels, Eric
7
Vicente, Jose
6
Detemple, Jérôme B.
5
Rindisbacher, Marcel
5
Fontaine, Jean-Sébastien
4
Ghysels, E.
4
Luger, R.
4
Lusardi, Annamaria
4
Meddahi, Nour
4
Ng, Serena
4
Perron, P.
4
Calantone, R.
3
Camponovo, Lorenzo
3
Carvalho, Carlos Viana de
3
Chabi-Yo, Fousseni
3
Díez de los Ríos, Antonio
3
Jacobs, Kris
3
Scaillet, Olivier
3
Trojani, Fabio
3
Tédongap, Roméo
3
Bali, Turan G.
2
Becker, E.
2
Bonomo, m.
2
Campani, Carlos Heitor
2
Cutlip, R.
2
Dobrev, Dobrislav
2
Dufour, Jean-Marie
2
Espinoza, D.
2
GARCIA, R.
2
Garcia, r.
2
Goycoolea, M.
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
15
Département de Sciences Économiques, Université de Montréal
8
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23
Applied ergonomics : the journal of people's relationships with equipment, environments and work systems
2
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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1
Journal of Econometrics
1
Journal of applied econometrics
1
Journal of development economics
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Journal of empirical finance
1
Journal of international money and finance
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RePEc
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1
Asymmetric Smiles, Leverage Effects and Structural Parameters.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we characterize the asymmetric of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework.
Persistent link: https://www.econbiz.de/10005346027
Saved in:
2
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
This assesses the empirical performance of an intertemporal option pricing model with latent variables with generalized the Hull-White stochastic volatility formula.
Persistent link: https://www.econbiz.de/10005346028
Saved in:
3
Letent Variable Models for Stochastic Discount Factors.
Garcia, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
Saved in:
4
An Analysis of the Real Interest rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353051
Saved in:
5
Indexation, Staggering and Disinflation.
Garcia, R.
;
Bonomo, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005353064
Saved in:
6
On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.
;
Garcia, R.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353088
Saved in:
7
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation.
Garcia, R.
;
Lusardi, A.
;
Ng, S.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353094
Saved in:
8
Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models.
Garcia, R.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353102
Saved in:
9
Are the Effects of Monetary Policy Asymmetric?
Garcia, R.
;
Schaller, H.
-
Département de Sciences Économiques, Université de …
-
1995
Persistent link: https://www.econbiz.de/10005353233
Saved in:
10
An analysis of Real Interest Rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Département de Sciences Économiques, Université de …
-
1991
Persistent link: https://www.econbiz.de/10005353272
Saved in:
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