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Items where Author is "Garcia, René"

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Number of items: 10.

Article

Almeida, Caio, Ardison, Kim and Garcia, René (2020) Nonparametric Assessment of Hedge Fund Performance. Journal of Econometrics, 214 (2). pp. 349-378.

Garcia, René and Meddahi, Nour (2019) Prime de risque et prix du risque sur les actions. Revue d'économie financière (133). pp. 199-210.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 418-426.

Almeida, Caio, Ardison, Kim, Garcia, René and Vicente, Jose (2017) Non-Parametric Tail Risk, Stock Returns and the Macroeconomy. Journal of financial econometrics, 15 (3). pp. 333-376.

Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo (2015) The long and the short of the risk-return trade-off? Journal of Econometrics, 187 (n°2). pp. 580-592.

Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo (2011) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. Review of Financial Studies, 24 (1). pp. 82-122.

Garcia, René and Laffont, Jean-Jacques (1977) Disequilibrium Econometrics for Business Loans. Econometrica, 45 (5). pp. 1187-1204.

Monograph

Fontaine, Jean-Sébastien, Garcia, René and Gungor, Sermin (2016) Funding Liquidity, Market Liquidity and the Cross-section of Stock Returns. , Toulouse

Bonomo, Marco, Garcia, René, Meddahi, Nour and Tédongap, Roméo (2010) Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices. TSE Working Paper, n. 10-187

This list was generated on Thu Sep 24 04:58:00 2020 CEST.