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Liquidity-adjusted Intraday Value at Risk modeling and risk management : an application to data from Deutsche Börse
Dionne, Georges; Pacurar, Maria; Zhou, Xiaozhou - In: Journal of banking & finance 59 (2015), pp. 202-219
Persistent link: https://www.econbiz.de/10011544444
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Is there any dependence between consumer credit line utilization and default probability on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie; D'Astous, Philippe; Dionne, Georges - In: Journal of empirical finance 33 (2015), pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
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The impact of central clearing on the market for single-name credit default swaps
Akari, Mohamed-Ali; Ben-Abdallah, Ramzi; Breton, Michèle; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822035
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Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga; Dionne, Georges; Zhou, Xiaozhou - In: Journal of empirical finance 65 (2022), pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
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Dynamic corporate risk management : motivations and real implications
Dionne, Georges; Gueyie, Jean-Pierre; Mnasri, Mohamed - In: Journal of banking & finance 95 (2018), pp. 97-111
Persistent link: https://www.econbiz.de/10011966716
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The dynamics of ex-ante weighted spread : an empirical analysis
Dionne, Georges; Zhou, Xiaozhou - In: Quantitative finance 20 (2020) 4, pp. 593-617
Persistent link: https://www.econbiz.de/10012194909
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The use of nonlinear hedging strategies by US oil producers : motivations and implications
Mnasri, Mohamed; Dionne, Georges; Gueyie, Jean-Pierre - In: Energy economics 63 (2017), pp. 348-364
Persistent link: https://www.econbiz.de/10011758023
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Hidden Markov regimes in operational loss data : application to the recent financial crisis
Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51
Persistent link: https://www.econbiz.de/10011639714
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The costs and benefits of reinsurance
Cummins, John David; Dionne, Georges; Gagné, Robert; … - In: The Geneva papers on risk and insurance - issues and … 46 (2021) 2, pp. 177-199
Persistent link: https://www.econbiz.de/10012522959
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Risk management : history, definition, and critique
Dionne, Georges - In: Risk management and insurance review 16 (2013) 2, pp. 147-166
Persistent link: https://www.econbiz.de/10011657842