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Auteur: Georges Dionne
Type de publications: Articles publiés (RAC)
Année de début: 2021
Année de fin:
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Tri à l'intérieur de chaque année: Ordre alphabétique
Articles publiés (RAC)
Dionne Georges, Fenou Akouété, Mnasri M., The Effect of Inflation on US Insurance Markets: A Markov-Switching Model Analysis, CIRRELT, CIRRELT-2025-08, 61 p., 2025
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., Publisher Correction: 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
Akari M.-A., Ben-Abdallah R., Breton M., Dionne Georges, The impact of central clearing on the market for single-name credit default swaps, The North American Journal of Economics and Finance, Vol. 56, 101346, 2021
Cummins J.D., Dionne Georges, Gagné R., Nouira A., The costs and benefits of reinsurance, Geneva Papers on Risk and Insurance Issues and Practice, 2021
Dionne Georges, Desjardins D., Angers Jean-François, Road safety for fleets of vehicles, International Journal of Banking, Finance and Insurance Technologies, Vol. 1 (1), 2021
Dionne Georges, Liu Y., Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China, The Scandinavian Journal of Economics, 123(2), 453-477, 2021
Saissi Hassani S., Dionne Georges, Nouvelle réglementation internationale du risque de marché : rôles de la VaR et de la CVaR dans la validation des modèles, Assurances et gestion des risques, Vol. 87, 3-4, p. 169-207, 2021
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