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Corporate governance, risk management, corporate hedging, financial knowledge, board independence, audit committee independence, board of directors, university education, empirical test, unrelated directors, NYSE rules, Sarbanes Oxley act, audit committee size, financially educated directors
risk management, corporate governance, financial knowledge
governance, risk management, stock options, board of directors, Enron, independent director
History risk management, risk management and financial crisis, regulation, Basel Accords, banking
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: RMIR.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Securitization, Credit Risk, Capital Regulation, Basel Committee, Banks' Regulation
Bank, liquidity, deposit insurance, capital standard, national regulation, credit risk, capital regulation, subordinated debt, governance, capital requirement, central bank, regulatory agency.
Bank, liquidity, deposit insurance, capital standard, national regulation, credit risk, capital regulation, subordinated debt, governance, capital requirement, central bank, regulatory agency
Risk management determinants, corporate hedging, capital structure, managerial risk aversion, gold price, tax incentive, minimum distance estimator, panel data, Tobit, corporate governance.
Credit risk, pricing, measurement, management
Reinsurance, insolvency risk, risk management, financial intermediation, cost functions, panel data
Optimal audit, scoring methodology, insurance fraud, red flags strategy, fraud indicators, suspicion index, morale cost of fraud
Value at Risk, tick-by-tick data, UHF-GARCH models, intraday market risk, high-frequency models, intraday Monte Carlo simulation, Intraday Value at Risk
structured finance, risk management, financial crisis, collateral debt obligation (CDO), asset back commercial paper (ABCP), rating, pricing, securitization, regulation of financial markets
Automobile insurance, road safety, asymmetric information, experience rating, moral hazard, adverse selection, dynamic panel data models, Granger causality test
Moral hazard, adverse selection, learning, dynamic insurance contracting, panel data, empirical test
Risk management, hedging using derivatives, SOX and NYSE regulations, university education of directors, firm performance
Corporate governance, risk management, Sarbanes Oxley act, university education
Corporate yield spread, default risk, estimation period, generator, recovery rate, data filtration, confidence intervals
Signaling theory, Dividend policy, Risk management policy, Corporate hedging, Information asymmetry
Risk management, US property-liability insurer, risk pooling, financial intermediation, economic efficiency, intermediate output, shadow price, cost function, translog approximation
Securitization, capital ratio, statistical analysis, Basel Accord, bank regulation
Asymmetric information, merger and acquisition, blockholder, premium, English auction, test for over-identifying restriction (Sargan test), test for endogeneity (Durbin-Wu-Hausman test)
File name: CAJE.
Operational risk in banks, scaling, severity distribution, frequency distribution, truncated count data regression models
Adverse selection, Classification risk, Diagnostic test, Empirical test of asymmetric information, Financial equity, Insurance rating, Insurance pricing, Moral hazard, Risk classification, Risk characteristic, Risk pooling, Risk separation, Social equity
Basket Options, Options Pricing, Analytical Approximations, Monte Carlo Simulation
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2622950.
Basket Options; Options Pricing; Analytical Approximations; Monte Carlo Simulation
Credit spread regimes, level regimes, volatility regimes, credit cycle, economic cycle, monetary effect, credit supply effect
Risk management, derivative choice, hedging strategy, oil and gas industry
Corporate yield spread, default risk, default risk premium, credit spread level puzzle, macroeconomic risk premium
Credit spread, Markov switching regimes, market risk, liquidity risk, default risk, credit cycle, NBER economic cycle.
Risk management, derivatives, regulation, financial crisis, insurance market, self-protection, self-insurance, governance
Merger and acquisition, property-liability insurance, governance, value creation, performance of bidders
Absenteeism, linked employer-employee data, unobserved heterogeneity, count data models
Risk pooling, risk management, financial intermediation, property-liability insurance, efficiency, agency costs.
Operational risk in banks, severity distribution, frequency distribution, operational VaR, operational risk measurement.
Value of a statistical life, meta-analysis, mixed effects regression model, hedonic wage method, risk
Default risk, public firm, structural model, reduced form model, hybrid model, probit model, Toronto Stock Exchange, correlations between default probabilities
value-of-life, willingness to pay, probability of death, estimate, methodology
Liquidity-adjusted Intraday Value at Risk, Tick-by-tick data, Log-ACD-VARMA-MGARCH, Ex-ante Liquidity premium, Limit Order Book
Value of a statistical life, estimate, transportation, road safety, cost-benefit analysis
Memory, long-term contracting, moral hazard, empirical evidence, automobile
Barrier option, Default barrier, Bankruptcy prediction, Maximum likelihood estimation, Strategic default
Barrier option, default barrier. bankruptcy prediction, maximum likelihood estimation, strategic default, liquidity shortage
Adverse selection, Classification risk, Distributional equity, Empirical test, Ex-ante efficiency, Financial equity, Group equity, Horizontal equity, Insurance rating, Interim efficiency, Moral hazard, Risk characteristic, Risk classification, Risk pooling, Risk separation, Social Equity
Securitization, optimal retention, moral hazard, principal-agent model, default, screening, monitoring
Mixed risk aversion, comparative mixed risk aversion, self-protection, willingness to pay, background risk
Road safety, automobile insurance rating, bonus-malus, Tunisia, road accidents, panel data, probit, negative binomial distribution, Poisson distribution, random effects
File name: jori.
Consumption-Based CAPM, Risk Premium, Equity Premium Puzzle, Expectation Dependence, Ross risk aversion
basket options, maximum likelihood, hedging performance, options pricing, Monte Carlo simulation
Bank operational loss, value at risk, Pareto distribution, insurance premium, extremal event
Information Asymmetry, Adverse Selection, English Auction, Private Value, Slavery, Mauritius
Consumption-based CAPM, Risk premium, Equity premium puzzle, Expectation dependence, Ross risk aversion
Collateralized Fund Obligation (CFO), hedge funds, structured finance, portfolio optimization, performance analysis, multivariate linear regression, systematic risk
Risk perception, impaired driving, driving behavior, traffic violation, road accident, regulation, public policy
Adverse selection, insurance markets, monopoly, competitive contracts, self-selection mechanisms, single-period contracts, multi-period contracts, commitment, contract renegotiation, accident underreporting, risk categorization, participating contracts
Investor rationality, asset allocation puzzle, risk tolerance, separation theorem, bonds/stocks ratio
Corporate finance, corporate governance, ownership and control, managerial incentive, outsider incentive, stakeholder society
Vector Autoregressive model, Ultra High Frequency data, Limit Order Book, Trading strategy
Consumption-based capital asset pricing model, equity premium puzzle, expectation dependence, downside risk
Economic analysis of law, positive analysis of law, normative analysis of law, property law, accident law, contracts law, crimes law, litigation process, fairness, morality, property rights, externalities, risk-creating behavior, strict liability, negligence rule
Fleet of vehicles, random effects, vehicle effect, fleet effect, insurance rating, behaviors of owners and drivers, Poisson, gamma, Dirichlet, parametric model
Safety, developing countries, rural highways, policy, accidents, Burkina Faso
Risk management, maturity choice, early termination, economic effects, oil and gas industry
Cournot, Entry, Futures, Hedging, Imperfect Competition
Consumer finance, consumer risk management, credit line, term loan, default probability, ability to pay, endogeneity, simultaneous equations
debt service, debt renegotiation, recovery rate, strategic bank, bankruptcy, contingent claim, liquidation value, loss given default (LGD)
Credit Spread, Default Spread, Markov Switching, Macroeconomic Factors, Reduced Form Model of Default, Random Subjective Discount Factor, Credit Default Swap, CDS
Expected utility theory, first-order conditional dependent risk aversion, background risk, risk diversification, stock market participation puzzle.
Credit spread, credit default swaps, real-time regime detection, market risk, liquidity cycle, default cycle, credit cycle, NBER economic cycle
File name: CAJE.
Road safety, point-record driver's license, asymmetric information, road safety management, empirical test
Value of Statistical Life, Meta-Analysis, Mixed Effects Regression Model, Hedonic Wage Method, Risk, Income Effect, Risk Aversion
Portfolio choice, investment effect, hedging effect, quadrant dependence, two-fund separation, asset demand model.
Absenteeism, Linked Employer-Employee Data, Employer-Employee Unobserved Heterogeneity, Count Data Models, Dirichlet Distribution
Opportunistic fraud, replacement cost endorsement, no-deductible endorsement, automobile theft insurance, business cycle
Adverse Selection, Information Asymmetry Test, English Auctions, Slavery, Mauritius
Comparative cross Ross risk aversion, dependent background risk, partial risk premium, decreasing cross Ross risk aversion, n-switch independence property
Incentives, road safety, point-record mechanisms
Lottery choice, common ratio, preference reversal, pricing, lottery test, cognitive process, certainty equivalent
expected utility theory, first-order conditional dependent risk aversion, background cycles, coward gambler, stock market participation, rank-dependent expected utility model
Absolute prudence, Moments of the loss distribution, Self-protection, Variance, Skewness
Empirical measure, information problem, moral hazard, adverse selection, learning, insurance fraud, causality tests, dynamic data
Bonus-malus, contract duration, automobile accident, Poisson distribution, right- and left-censoring, exponential distribution
Securitization, credit risk, capital regulation, Canadian financial sector, bank regulation
Lottery choice, common ratio, preference reversal, pricing, lottery test, cognitive process, certainty equivalent, lottery quality
absenteeism, linked employer-employee data, unobserved heterogeneity, count data model, correlated random effects
Standard preference reversal, counter preference reversal, choice task, money valuation task, probability valuation task, lottery, test.
Hedging, Full-hedging result, Production flexibility, Price and output uncertainty
Influenza pandemic, pandemic preparedness, risk perception, reporting for work, health policy, personal and work activities.
Accident distributions, drivers in fleet of vehicles, individual effect, firm effect, panel data, Poisson, gamma, Dirichlet, insurance pricing.
File name: JORI032.
Adverse selection, Classification risk, Classification bans, Equity, Efficiency.
Hidden Markov Regime, operational risk, 2007-2009 financial crisis, skew t type 4 distribution, banks’ regulatory capital.
Liquidity Creation, Reinsurance, Risk Transformation, Insurance
Insurance, Insurance Market, Risk Sharing, Moral Hazard, Adverse Selection, Demand for Insurance, Financial Pricing of Insurance, Price Volatility, Insurance Regulation, Capital Regulation, Securitization, Insurance-Linked Security, Organization Form, Governance of Insurance Firms
Insurance Incentives, Experience Rating, Road Safety, Natural Experiment, China, Traffic Violation, past Claim, Moral Hazard
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2915113.
hidden Markov regime, operational risk, 2007–9 financial crisis, skew-t type-4 distribution, banks’ regulatory capital
Ultra-high frequency data, Hasbrouck model, Limit order book slope, High-frequency trading, Asymmetric Effect
Hedging maturity; Early termination of contracts; Firm value; Heterogeneous treatment effects; Essential heterogeneity models; Oil industry
Credit Spread Puzzle, Asymmetry, Illiquidity, Higher-Order Risks
Decomposition model, Limit order book, Xetra Liquidity Measure (XLM), Ex-ante liquidity, LogACD process
Securitization, optimal retention, moral hazard, principal-agent model, tranching, credit enhancement, conditional loss distribution.
Insurance Fraud, Deductible, Econometric Model, Truncated Dependent Variable
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