René Garcia
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Contact
Affiliations
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Université de Montréal
/ Département de Sciences Économiques
Research profile
author of:
- Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information (RePEc:aea:aejmac:v:15:y:2023:i:2:p:466-505)
by Marco Bonomo & Carlos Carvalho & René Garcia & Vivian Malta & Rodolfo Rigato - Modelling Risk Premiums in Equity and Foreign Exchange Markets (RePEc:bca:bocawp:00-9)
by René Garcia & Maral Kichian - The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments (RePEc:bca:bocawp:05-2)
by Fousseni Chabi-Yo & René Garcia & Eric Renault - The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach (RePEc:bca:bocawp:05-36)
by René Garcia & Richard Luger - State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle (RePEc:bca:bocawp:05-9)
by Fousseni Chabi-Yo & René Garcia & Eric Renault - Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns (RePEc:bca:bocawp:06-31)
by Antonio Diez de los Rios & René Garcia - Bond Liquidity Premia (RePEc:bca:bocawp:09-28)
by Jean-Sébastien Fontaine & René Garcia - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns (RePEc:bca:bocawp:15-12)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - Comment (RePEc:bes:jnlbes:v:24:y:2006:p:184-192)
by Garcia, Rene & Meddahi, Nour - A Monte Carlo Method for Optimal Portfolios (RePEc:bla:jfinan:v:58:y:2003:i:1:p:401-446)
by Jérôme B. Detemple & Ren Garcia & Marcel Rindisbacher - A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (RePEc:bla:mathfi:v:8:y:1998:i:2:p:153-161)
by René Garcia & Èric Renault - Prime de risque et prix du risque sur les actions (RePEc:cai:refaef:ecofi_133_0199)
by René Garcia & Nour Meddahi - Are the Effects of Monetary Policy Asymmetric? (RePEc:car:carecp:99-17)
by René Garcia & Huntley Schaller - Les modèles de prévisions économiques (RePEc:cir:cirpro:1999rp-09)
by John W. Galbraith & René Garcia - A Monte-Carlo Method for Optimal Portfolios (RePEc:cir:cirwor:2000s-05)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:cir:cirwor:2001s-01)
by René Garcia & Richard Luger & Eric Renault - Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002) (RePEc:cir:cirwor:2001s-02)
by René Garcia & Richard Luger & Eric Renault - Incorporating Second-Order Functional Knowledge for Better Option Pricing (RePEc:cir:cirwor:2002s-46)
by François Bélisle & Yoshua Bengio & Charles Dugas & René Garcia & Claude Nadeau - Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (RePEc:cir:cirwor:2003s-11)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level (RePEc:cir:cirwor:2003s-12)
by René Garcia & Eric Renault & Andrei Semenov - The Econometrics of Option Pricing (RePEc:cir:cirwor:2004s-04)
by René Garcia & Eric Ghysels & Eric Renault - The Value of Real and Financial Risk Management (RePEc:cir:cirwor:2005s-38)
by Marcel Boyer & M. Martin Boyer & René Garcia - Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates (RePEc:cir:cirwor:2009s-20)
by René Garcia & Richard Luger - Dependence Structure and Extreme Comovements in International Equity and Bond Markets (RePEc:cir:cirwor:2009s-21)
by René Garcia & Georges Tsafack - Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility (RePEc:cir:cirwor:2011s-27)
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti - Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management (RePEc:cir:cirwor:2011s-48)
by Marcel Boyer & M. Martin Boyer & René Garcia - A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns (RePEc:cir:cirwor:2013s-01)
by René Garcia & Daniel Mantilla-Garcia & Lionel Martellini - Nonparametric Tail Risk, Stock Returns and the Macroeconomy (RePEc:cir:cirwor:2016s-20)
by René Garcia & Caio Almeida & Kym Ardison & Jose Vicente - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns (RePEc:cir:cirwor:2016s-21)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles (RePEc:cir:cirwor:94s-14)
by Marco Bonomo & René Garcia - An Analysis of the Real Interest Rate Under Regime Shifts (RePEc:cir:cirwor:95s-05)
by René Garcia & Pierre Perron - Are the Effects of Monetary Policy Asymmetric? (RePEc:cir:cirwor:95s-06)
by René Garcia & Huntley Schaller - Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (RePEc:cir:cirwor:95s-07)
by René Garcia - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:cir:cirwor:95s-09)
by René Garcia & Serena Ng & Annamaria Lusardi - On the Dynamic Specification of International Asset Pricing Models (RePEc:cir:cirwor:95s-39)
by René Garcia & Eric Ghysels & Maral Kichian - Structural Change and Asset Pricing in Emerging Markets (RePEc:cir:cirwor:96s-34)
by René Garcia & Eric Ghysels - A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models (RePEc:cir:cirwor:97s-13)
by René Garcia & Eric Renault - Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (RePEc:cir:cirwor:97s-20)
by Marco Bonomo & René Garcia - Risk Aversion, Intertemporal Substitution, and Option Pricing (RePEc:cir:cirwor:98s-02)
by René Garcia & Eric Renault - Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint (RePEc:cir:cirwor:98s-35)
by René Garcia & Ramazan Gençay - Latent Variable Models for Stochastic Discount Factors (RePEc:cir:cirwor:99s-47)
by René Garcia & Eric Renault - The macroeconomic effects of infrequent information with adjustment costs (RePEc:cje:issued:v:34:y:2001:i:1:p:18-35)
by Marco Bonomo & René Garcia - Viewpoint: Option prices, preferences, and state variables (RePEc:cje:issued:v:38:y:2005:i:1:p:1-27)
by René Garcia & Richard Luger & Éric Renault - The Canadian macroeconomy and the yield curve: an equilibrium-based approach (RePEc:cje:issued:v:40:y:2007:i:2:p:561-583)
by René Garcia & Richard Luger - Estimation of stable distributions by indirect inference (RePEc:cor:louvco:2006112)
by GARCIA, René & RENAULT, Eric & VEREDAS, David - L'effet redistributif de l'inflation de 1969 a 1975 sur les menages canadiens. (With English summary.) (RePEc:cpp:issued:v:4:y:1978:i:2:p:193-212)
by Marcel Boyer & Rene Garcia - Latent Variable Models for Stochastic Discount (RePEc:crs:wpaper:2000-19)
by René Garcia & Eric Renault - Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (RePEc:crs:wpaper:2000-56)
by René Garcia & Richard Luger & Eric Renault - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:crs:wpaper:2000-57)
by René Garcia & Richard Luger & Eric Renault - Risk Aversion, Intertemporal Substitution, and Option Pricing (RePEc:crs:wpaper:98-10)
by René Garcia & Eric Renault - Measuring causality between volatility and returns with high-frequency data (RePEc:cte:werepe:we084422)
by Dufour, Jean-Marie & García, René & Taamouti, Abderrahim - A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns (RePEc:cup:jfinqa:v:49:y:2014:i:5-6:p:1133-1165_00)
by Garcia, René & Mantilla-GarcÃa, Daniel & Martellini, Lionel - Disequilibrium Econometrics for Business Loans (RePEc:ecm:emetrp:v:45:y:1977:i:5:p:1187-1204)
by Laffont, Jean-Jacques & Garcia, Rene - Optimal Rules under Adjustment Cost and Infrequent Information (RePEc:ecm:latm04:135)
by Rene Garcia & Marco Bonomo - Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes (RePEc:ecm:nawm04:483)
by Marcel Rindisbacher & Jérôme Detemple & René Garcia - Application of a simulation software to the analysis of a peasant farming system (RePEc:eee:agisys:v:30:y:1989:i:4:p:317-334)
by Berdegue, J. A. & Installe, M. & Duque, Ch. & Garcia, R. & Quezada, X. - Indexation, staggering and disinflation (RePEc:eee:deveco:v:43:y:1994:i:1:p:39-58)
by Bonomo, Marco & Garcia, Rene - Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon (RePEc:eee:ecofin:v:48:y:2019:i:c:p:364-384)
by Campani, Carlos Heitor & Garcia, René - Empirical assessment of an intertemporal option pricing model with latent variables (RePEc:eee:econom:v:116:y:2003:i:1-2:p:49-83)
by Garcia, Rene & Luger, Richard & Renault, Eric - Asymptotic properties of Monte Carlo estimators of diffusion processes (RePEc:eee:econom:v:134:y:2006:i:1:p:1-68)
by Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel - Estimation of objective and risk-neutral distributions based on moments of integrated volatility (RePEc:eee:econom:v:160:y:2011:i:1:p:22-32)
by Garcia, René & Lewis, Marc-André & Pastorello, Sergio & Renault, Éric - Estimation of stable distributions by indirect inference (RePEc:eee:econom:v:161:y:2011:i:2:p:325-337)
by Garcia, René & Renault, Eric & Veredas, David - Assessing misspecified asset pricing models with empirical likelihood estimators (RePEc:eee:econom:v:170:y:2012:i:2:p:519-537)
by Almeida, Caio & Garcia, René - The long and the short of the risk-return trade-off (RePEc:eee:econom:v:187:y:2015:i:2:p:580-592)
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo - Nonparametric assessment of hedge fund performance (RePEc:eee:econom:v:214:y:2020:i:2:p:349-378)
by Almeida, Caio & Ardison, Kym & Garcia, René - Econometric methods for derivative securities and risk management (RePEc:eee:econom:v:94:y:2000:i:1-2:p:1-7)
by Garcia, R. & Ghysels, E. & Renault, E. - Pricing and hedging derivative securities with neural networks and a homogeneity hint (RePEc:eee:econom:v:94:y:2000:i:1-2:p:93-115)
by Garcia, Rene & Gencay, Ramazan - Consumption and equilibrium asset pricing: An empirical assessment (RePEc:eee:empfin:v:3:y:1996:i:3:p:239-265)
by Bonomo, Marco & Garcia, Rene - Disentangling risk aversion and intertemporal substitution through a reference level (RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193)
by Garcia, Rene & Renault, Eric & Semenov, Andrei - Uses of first line emergency services in Cuba (RePEc:eee:hepoli:v:85:y:2008:i:1:p:94-104)
by De Vos, Pol & Vanlerberghe, Veerle & Rodriguez, Armando & Garcia, Rene & Bonet, Mariano & Van der Stuyft, Patrick - Optimal portfolio strategies in the presence of regimes in asset returns (RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302910)
by Campani, Carlos Heitor & Garcia, René & Lewin, Marcelo - Intertemporal asset allocation: A comparison of methods (RePEc:eee:jbfina:v:29:y:2005:i:11:p:2821-2848)
by Detemple, Jérôme & Garcia, René & Rindisbacher, Marcel - Dependence structure and extreme comovements in international equity and bond markets (RePEc:eee:jbfina:v:35:y:2011:i:8:p:1954-1970)
by Garcia, René & Tsafack, Georges - Structural change and asset pricing in emerging markets (RePEc:eee:jimfin:v:17:y:1998:i:3:p:455-473)
by Garcia, Rene & Ghysels, Eric - Tests of conditional asset pricing models in the Brazilian stock market (RePEc:eee:jimfin:v:20:y:2001:i:1:p:71-90)
by Garcia, Rene & Bonomo, Marco - Tests of conditional asset pricing models in the brazilian stock market (RePEc:fgv:epgewp:350)
by Bonomo, Marco Antônio Cesar & Garcia, René - The macroeconomic effects of infrequent information with adjustment costs (RePEc:fgv:epgewp:384)
by Bonomo, Marco Antônio Cesar & Garcia, René - State-dependent pricing under infrequent information: a unified framework (RePEc:fip:fednsr:455)
by Marco Bonomo & Carlos Carvalho & Rene Garcia - Mean Aversion In Equilibrium Asset Prices: Comment (RePEc:fth:prinec:120)
by Bonomo, M. & Garcia, R. - An Anlysis Of The Real Interest Rate Under Regime Shifts (RePEc:fth:prinem:353)
by Garcia, R. & Perron, P. - Nonparametric Assessment of Hedge Fund Performance (RePEc:hal:journl:hal-02550789)
by Caio Almeida & Kim Ardison & René Garcia - Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon (RePEc:hal:journl:hal-02894663)
by Carlos Heitor Campania & René Garcia - Risk Premium and Risk Price in the Equity MarketRisk
[Prime de risque et prix du risque sur les actions] (RePEc:hal:journl:hal-02894794)
by René Garcia & Nour Meddahi - Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices (RePEc:ide:wpaper:23192)
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo - Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models (RePEc:ier:iecrev:v:39:y:1998:i:3:p:763-88)
by Garcia, Rene - Asymptotic Properties of Monte Carlo Estimators of Derivatives (RePEc:inm:ormnsc:v:51:y:2005:i:11:p:1657-1675)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - Proper Conditioning for Coherent VaR in Portfolio Management (RePEc:inm:ormnsc:v:53:y:2007:i:3:p:483-494)
by René Garcia & Éric Renault & Georges Tsafack - Economic Implications of Nonlinear Pricing Kernels (RePEc:inm:ormnsc:v:63:y:2017:i:10:p:3361-3380)
by Caio Almeida & René Garcia - Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? (RePEc:jae:japmet:v:9:y:1994:i:1:p:19-29)
by Bonomo, Marco & Garcia, Rene - The option CAPM and the performance of hedge funds (RePEc:kap:revdev:v:14:y:2011:i:2:p:137-167)
by Antonio Diez de los Rios & René Garcia - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:mcb:jmoncb:v:29:y:1997:i:2:p:154-76)
by Garcia, Rene & Lusardi, Annamaria & Ng, Serena - Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (RePEc:mtl:montde:1997)
by BONOMO, Marco & GARCIA, René - Latent Variable Models for Stochastic Discount Factors (RePEc:mtl:montde:2000-01)
by GARCIA, René & RENAULT, Éric - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:mtl:montde:2001-09)
by GARCIA,René & LUGER, Richard & RENAULT, Éric - Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables (RePEc:mtl:montde:2001-10)
by GARCIA,René & LUGER, Richard & RENAULT, Éric - An analysis of Real Interest Rate Under Regime Shifts (RePEc:mtl:montde:9125)
by Garcia, R. & Perron, P. - Consumption and Equilibrium Asset Pricing: an Empirical Assessment (RePEc:mtl:montde:9126)
by Bonomo, M. & Garcia, R. - Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (RePEc:mtl:montde:9127)
by Bonomo, m. & Garcia, r. - Indexation, Staggering and Disinflation (RePEc:mtl:montde:9226)
by Garcia, R. & Bonomo, M. - An Analysis of the Real Interest rate Under Regime Shifts (RePEc:mtl:montde:9428)
by Garcia, R. & Perron, P. - Are the Effects of Monetary Policy Asymmetric? (RePEc:mtl:montde:9505)
by Garcia, R. & Schaller, H. - Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models (RePEc:mtl:montde:9510)
by Garcia, R. - Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation (RePEc:mtl:montde:9511)
by Garcia, R. & Lusardi, A. & Ng, S. - On the Dynamic Specification of International Asset Pricing Models (RePEc:mtl:montde:9544)
by Kichian, M. & Garcia, R. & Ghysels, E. - Tests of Conditional Asset Pricing Models in the Brazilian Stock Market (RePEc:mtl:montde:9715)
by BONOMO, Marco & GARCIA, René - The Macroeconomic Effects of Infrequent Information with Adjustment Costs (RePEc:mtl:montde:9716)
by BONOMO, Marco & GARCIA, René - Risk Aversion, Intertemporal Substitution, and Option Pricing (RePEc:mtl:montde:9801)
by GARCIA, René & RENAULT, Éric - The Alleviation of Coordination Problems through Financial Risk Management (RePEc:mtl:montec:06-2010)
by BOYER, Marcel & BOYER, Martin M. & GARCIA, René - Letent Variable Models for Stochastic Discount Factors (RePEc:mtl:montec:2000-01)
by Garcia, R. & Renault, E. - Asymmetric Smiles, Leverage Effects and Structural Parameters (RePEc:mtl:montec:2001-09)
by Garcia, R. & Luger, R. & Renault, E. - Empirical Assessment of an Intertemporal option Pricing Model with Latent variables (RePEc:mtl:montec:2001-10)
by Garcia, R. & Luger, R. & Renault, E. - An analysis of Real Interest Rate Under Regime Shifts (RePEc:mtl:montec:9125)
by Garcia, R. & Perron, P. - Consumption and Equilibrium Asset Pricing: an Empirical Assessment (RePEc:mtl:montec:9126)
by Bonomo, M. & Garcia, R. - Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? (RePEc:mtl:montec:9127)
by Bonomo, m. & Garcia, r. - Indexation, Staggering and Disinflation (RePEc:mtl:montec:9226)
by Garcia, R. & Bonomo, M. - Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles (RePEc:mtl:montec:9334)
by Garcia, R. & Bonomo, M. - An Analysis of the Real Interest rate Under Regime Shifts (RePEc:mtl:montec:9428)
by Garcia, R. & Perron, P. - Are the Effects of Monetary Policy Asymmetric? (RePEc:mtl:montec:9505)
by Garcia, R. & Schaller, H. - Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models (RePEc:mtl:montec:9510)
by Garcia, R. - Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation (RePEc:mtl:montec:9511)
by Garcia, R. & Lusardi, A. & Ng, S. - On the Dynamic Specification of International Asset Pricing Models (RePEc:mtl:montec:9544)
by Kichian, M. & Garcia, R. & Ghysels, E. - Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market (RePEc:mtl:montec:9715)
by Bonomo, M. & Garcia, R. - The Macroeconomic Effects of Infrequent Information With Adjustment Costs (RePEc:mtl:montec:9716)
by Bonomo, M. & Garcia, R. - Risk Aversion, Intertemporal Substitution, and Option Pricing (RePEc:mtl:montec:9801)
by Garcia, R. & Renault, E. - Are the Effects of Monetary Policy Asymmetric? (RePEc:oup:ecinqu:v:40:y:2002:i:1:p:102-119)
by RenÈ Garcia - Journal of Financial Econometrics (RePEc:oup:jfinec)
from Oxford University Press as editor - Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility (RePEc:oup:jfinec:v:10:y:2009:i:1:p:124-163)
by Jean-Marie Dufour & René Garcia & Abderrahim Taamouti - Nonparametric Tail Risk, Stock Returns, and the Macroeconomy (RePEc:oup:jfinec:v:15:y:2017:i:3:p:333-376.)
by Caio Almeida & Kym Ardison & René Garcia & Jose Vicente - Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy (RePEc:oup:jfinec:v:15:y:2017:i:3:p:418-426.)
by Caio Almeida & Kym Ardison & René Garcia & Jose Vicente - Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy (RePEc:oup:jfinec:v:15:y:2017:i:3:p:504-504.)
by Caio Almeida & Kym Ardison & René Garcia & Jose Vicente - Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) (RePEc:oup:jfinec:v:18:y::i:3:p:471-472.)
by Francis X Diebold & René Garcia & Kris Jacobs - Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) (RePEc:oup:jfinec:v:18:y:2020:i:3:p:471-472.)
by Francis X Diebold & René Garcia & Kris Jacobs - The JFEC Invited Lecture at the 2008 SoFiE Conference (RePEc:oup:jfinec:v:7:y:2009:i:3:p:197-198)
by René Garcia - Special Issue on "Multivariate Volatility Models" (RePEc:oup:jfinec:v:7:y:2009:i:4:p:339-340)
by René Garcia - The JFEC Invited Lecture at the 2009 SoFiE Conference (RePEc:oup:jfinec:v:9:y:2011:i:1:p:1-2)
by René Garcia, Eric Ghysels and Eric Renault - State Dependence Can Explain the Risk Aversion Puzzle (RePEc:oup:rfinst:v:21:y:2008:i:2:p:973-1011)
by Fousseni Chabi-Yo & René Garcia & Eric Renault - Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices (RePEc:oup:rfinst:v:24:y:2011:i:1:p:82-122)
by Marco Bonomo & René Garcia & Nour Meddahi & Roméo Tédongap - Bond Liquidity Premia (RePEc:oup:rfinst:v:25:y:2012:i:4:p:1207-1254)
by Jean-Sébastien Fontaine & René Garcia - Extracting Tail Risk from High-Frequency S&P 500 Returns (RePEc:pri:econom:2020-78)
by Caio Almeida & Kym Ardison & René Garcia & Piotr Orłowski - Tail Risk and Asset Prices in the Short-term (RePEc:pri:econom:2023-06)
by Caio Almeida & Gustavo Freire & René Garcia & Rodrigo Hizmeri - Time- and State-Dependent Pricing: A Unified Framework (RePEc:red:sed013:759)
by Rene Garcia & Carlos Carvalho & Marco Bonomo - Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information (RePEc:red:sed015:1339)
by Vivian Malta & Rene Garcia & Carlos Carvalho & Marco Bonomo - Can a well-fitted equilibrium asset pricing model produce mean reversion? (RePEc:rio:texdis:270)
by MArco Antonio Bonomo & Rene Garcia - Indexation, staggering and disinflation (RePEc:rio:texdis:281)
by Marco Antonio Bonomo & Rene Garcia - Consumption and equilibrium asset pricing: An empirical assessment (RePEc:rio:texdis:284)
by Marco antonio Bonomo & Rene Garcia - Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles (RePEc:rio:texdis:308)
by Marco Antonio Bonomo & Rene Garcia - Infrequent information, optimal time and state dependent rules, and aggregate effects (RePEc:rio:texdis:350)
by Marco Antonio Bonomo & Rene Garcia - Tests of conditional asset pricing models in the Brazilian stock market (RePEc:rio:texdis:368)
by Marco Antonio Bonomo & Rene Garcia - La théorie économique de l’information : exposé synthétique de la littérature (RePEc:ris:actuec:v:62:y:1986:i:1:p:88-109)
by Garcia, René - Information asymétrique, contraintes de liquidité et investissement (RePEc:ris:actuec:v:71:y:1995:i:4:p:398-420)
by Bascuñán, Mauricio & Garcia, René & Poitevin, Michel - Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence : identification des facteurs de risque et tests de changement structurel (RePEc:ris:actuec:v:74:y:1998:i:3:p:467-484)
by Garcia, René - Representation formulas for Malliavin derivatives of diffusion processes (RePEc:spr:finsto:v:9:y:2005:i:3:p:349-367)
by Jérôme Detemple & René Garcia & Marcel Rindisbacher - An Analysis of the Real Interest Rate under Regime Shifts (RePEc:tpr:restat:v:78:y:1996:i:1:p:111-25)
by Garcia, Rene & Perron, Pierre - Nonparametric Assessment of Hedge Fund Performance (RePEc:tse:wpaper:123176)
by Almeida, Caio & Ardison, Kim & Garcia, René - Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices (RePEc:tse:wpaper:23194)
by Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo - Estimation of stable distributions with indirect inference (RePEc:ulb:ulbeco:2013/136186)
by Rene Garcia & Eric Renault & David Veredas - The macroeconomic effects of infrequent information with adjustment costs (RePEc:wly:canjec:v:34:y:2001:i:1:p:18-35)
by Marco Bonomo & René Garcia - Viewpoint: Option prices, preferences, and state variables (RePEc:wly:canjec:v:38:y:2005:i:1:p:1-27)
by René Garcia & Richard Luger & Éric Renault - The Canadian macroeconomy and the yield curve: an equilibrium‐based approach (RePEc:wly:canjec:v:40:y:2007:i:2:p:561-583)
by René Garcia & Richard Luger - Assessing and valuing the nonlinear structure of hedge fund returns (RePEc:wly:japmet:v:26:y:2011:i:2:p:193-212)
by Antonio Diez De Los Rios & René Garcia - Risk aversion, intertemporal substitution, and the term structure of interest rates (RePEc:wly:japmet:v:27:y:2012:i:6:p:1013-1036)
by René Garcia & Richard Luger - Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management (RePEc:wsi:qjfxxx:v:03:y:2013:i:02:n:s2010139213500092)
by Marcel Boyer & M. Martin Boyer & René Garcia