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La performance et le conservatisme de modèles VAR mensuelle
Chrétien, Stéphane; Coggins, Frank; Gallant, Paul - In: Assurances et gestion des risques : revue trimestrielle 76 (2008) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10003773252
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Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane; Coggins, Frank; Trudel, Yves - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10003991500
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Should investors pay attention to domestic and US election regimes? : a Canadian perspective
Champagne, Claudia; Chrétien, Stéphane; Coggins, Frank - In: International journal of economics and finance 7 (2015) 4, pp. 105-121
Persistent link: https://www.econbiz.de/10010515828
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Election outcomes and financial market returns in Canada
Chrétien, Stéphane; Coggins, Frank - In: The North American journal of economics and finance : a … 20 (2009) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003878084
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The performance of market timing measures in a simulated environment
Chrétien, Stéphane; Coggins, Frank; Amours, Félix d' - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1153-1187
Persistent link: https://www.econbiz.de/10011590723
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Bounds on the autocorrelation of admissible stochastic discount factors
Chrétien, Stéphane - In: Journal of banking & finance 36 (2012) 7, pp. 1943-1962
Persistent link: https://www.econbiz.de/10009629776
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Mutual fund daily conditional performance
Coggins, Frank; Beaulieu, Marie-Claude; Gendron, Michel - In: The journal of financial research 32 (2009) 2, pp. 95-122
Persistent link: https://www.econbiz.de/10003880118
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Common information asymmetry factors in syndicated loan structures
Champagne, Claudia; Coggins, Frank - In: Journal of banking & finance 36 (2012) 5, pp. 1437-1451
Persistent link: https://www.econbiz.de/10009615803
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Leading or lagging indicators of risk? : the informational content of extra-financial performance scores
Sodjahin, Amos; Champagne, Claudia; Coggins, Frank; … - In: The journal of asset management 18 (2017) 5, pp. 347-370
Persistent link: https://www.econbiz.de/10011704537
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Corporate bond market interdependence : credit spread correlation between and within U.S. and Canadian corporate bond markets
Champagne, Claudia; Coggins, Frank; Sodjahin, Amos - In: The North American journal of economics and finance : a … 41 (2017), pp. 1-17
Persistent link: https://www.econbiz.de/10011878922