|
Options choisies:
Auteur: Georges Dionne
Type de publications: Articles publiés (RAC)
Année de début: 2022
Année de fin:
Mot clé dans le titre:
Nom de famille d'un co-auteur:
Tri à l'intérieur de chaque année: Ordre alphabétique
Articles publiés (RAC)
Jedidi H., Dionne Georges, Nonparametric Testing for Information Asymmetry in the Mortgage Servicing Market, Risks, Vol. 12 (1), 192, 2024
Poutré C., Dionne Georges, Yergeau G., The profitability of lead–lag arbitrage at high frequency, International Journal of Forecasting, Vol. 40 (3), pp. 1002-1021, 2024
Desjardins D., Dionne Georges, Lu Y., Hierarchical random-effects model for the insurance pricing of vehicles belonging to a fleet, Journal of Applied Business Research, vol. 25(6), p. 73-103, 2023
Dionne Georges, Desjardins D., A re-examination of the US insurance market's capacity to pay catastrophe losses, Risk Management and Insurance Review, vol. 25 (6), p. 73-103., 2023
Dionne Georges, El Hraiki Rayane, Mnasri M., Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers, Energy Economics, Vol. 124, 106891, 2023
Dionne Georges, Li J., Okou C., An alternative representation of the C-CAPM with higher-order risks, The Geneva Papers on Risk and Insurance, Vol. 49, p. 234, 2023
Fortin A-P, Simonato Jean-Guy, Dionne Georges, Forecasting expected shortfall: Should we use a multivariate model for stock market factors?, International Journal of Forecasting, Vol. 39 (1), pages 314-331, 2023
Poutré C., Dionne Georges, Yergeau G., International high-frequency arbitrage for cross-listed stocks, International Review of Financial Analysis, Volo. 89, 102777 p. 1-18., 2023
Saissi Hassani S., Dionne Georges, Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation, Journal of Risk, ISSN: 1465-1211 (print) 1755-2842 (online), 2023
Cenesizoglu T., Dionne Georges, Zhou X., Asymmetric effects of the limit order book on price dynamics, Journal of Empirical Finance, Vol. 65, pp 77-98, 2022
Desjardins D., Dionne Georges, N'Golo Koné, Reinsurance demand and liquidity creation: A search for bicausality, Journal of Empirical Finance, Vol. 66, pp. 137-154, 2022
Koumou G.B., Dionne Georges, Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation, Risks, Vol. 10 (11), 205, 2022
|