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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Chrétien, Stéphane
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International journal of economics and finance
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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