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Publications

by members of

Université du Québec à Montréal (UQAM) → École des Sciences de la Gestion (ESG) → Chaire d'Information Financière et Organisationnelle (CIFO)

University of Quebec in Montreal → Business School → Chair of Financial and Organizational Information

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2020

  1. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François-Éric Racicot, 2020, "From wheel of fortune to wheel of misfortune : Financial crises, cycles, and consumer predation," Post-Print, HAL, number hal-02973657, Jul, DOI: 10.1111/joca.12326.

2018

  1. Olivier Mesly & Imed Chkir & François-Éric Racicot, 2018, "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Post-Print, HAL, number hal-01924972, Sep, DOI: 10.1016/j.econmod.2018.09.010.
  2. François-Éric Racicot & William Rentz & Alfred Kahl & Olivier Mesly, 2018, "Examining the dynamics of illiquidity risks within the phases of the business cycle," Post-Print, HAL, number hal-02014700, Dec, DOI: 10.1016/j.bir.2018.12.001.

2014

  1. Christian Calmès & Raymond Théoret & François-Éric Racicot, 2014, "La titrisation aux États-Unis et au Canada," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032014, Apr.

2013

  1. Christian Calmès & Raymond Théoret, 2013, "The change in banks' product mix, diversification and performance: An application of multivariate GARCH to Canadian data," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012013, Jan.
  2. Christian Calmès & Raymond Théoret, 2013, "Is the Canadian banking system really “stronger” than the U.S. one?," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022013, May.

2012

  1. Christian Calmès & Raymond Théoret, 2012, "The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012012, Jan.
  2. Christian Calmès & Raymond Théoret, 2012, "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022012, Apr.
  3. Christian Calmès & Denis Cormier & Francois Éric Racicot & Raymond Théoret, 2012, "Firms' Accruals and Tobin’s q," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032012, Nov.

2011

  1. Christian Calmes & Raymond Theoret, 2011, "Lifting the Veil: Regulation and Shadow Banking," e-briefs, C.D. Howe Institute, number 110, Jan.
  2. Christian Calmès & Raymond Théoret, 2011, "Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022011, Jan.
  3. Christian Calmès & Raymond Théoret, 2011, "The rise of shadow banking and the hidden benefits of diversification," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042011, Apr.
  4. Christian Calmès & Raymond Théoret, 2011, "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp322011, Dec.
  5. Francois-Éric Racicot & Raymond Théoret, 2011, "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032011, Apr.
  6. Francois-Éric Racicot, 2011, "Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052011, May.
  7. Francois-Éric Racicot & Raymond Théoret, 2011, "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062011, Jul.

2010

  1. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010, "Accruals, Investment and Errors-in-Variables," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012010, Jan.
  2. Christian Calmès & Denis Cormier & Francois Racicot & Raymond Théoret, 2010, "Accruals, Cash-Flows and Tobin’s q : An Investment Perspective on Firm Accruals," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012011, Sep.

2009

  1. Christian Calmès & Raymond Théoret, 2009, "The Impact of Banking Deregulation on Canadian Banks Returns," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022009, Jan.
  2. Christian Calmès & Raymond Théoret, 2009, "The Non-Convexity Issues in a Limited-Commitment Economy," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012009, Jan.
  3. Christian Calmès & Raymond Théoret, 2009, "The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032009, Aug.
  4. Christian Calmès & Raymond Théoret, 2009, "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042009, Oct.

2008

  1. Christian Calmès & Raymond Théoret, 2008, "Banking Deregulation and Financial Stability : is it Time to re-regulate in Canada ?," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042008, Oct.
  2. Francois-Éric Racicot & Raymond Théoret, 2008, "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012008, Jan.

2007

  1. Francois-Éric Racicot & Raymond Théoret, 2007, "Programmes de volatilité stochastique et de volatilité implicite : applications Visual Basic (Excel) et Matlab," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012007, Jan.
  2. Francois-Éric Racicot, 2007, "Techniques alternatives d’estimation et tests en présence d’erreurs de mesure sur les variables explicatives," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022007, Apr.

2006

  1. Francois-Éric Racicot & Raymond Théoret, 2006, "La Value-at-Risk: Modèles de la VaR, simulations en Visual Basic (Excel) et autres mesures récentes du risque de marché," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022006, Jan.
  2. Francois-Éric Racicot & Raymond Théoret, 2006, "Les modèles HJM et LMM revisités," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp042006, Jan.
  3. Francois-Éric Racicot & Raymond Théoret, 2006, "La simulation de Monte Carlo: forces et faiblesses (avec applications Visual Basic et Matlab et présentation d’une nouvelle méthode QMC)," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp052006, Apr.
  4. Francois-Éric Racicot & Raymond Théoret, 2006, "Simulations de la couverture delta et de la couverture delta-gamma d’un portefeuille dans le cadre du modèle de Black et Scholes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp122006, Jun.
  5. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp132006, Mar.
  6. Alain Coen & Francois-Éric Racicot, 2006, "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp142006, May.
  7. Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp152006, Jul.

2005

  1. Christian Calmès, 2005, "Self-Enforcing Labour Contracts and the Dynamics Puzzle," Staff Working Papers, Bank of Canada, number 05-1, DOI: 10.34989/swp-2005-1.
  2. Christian Calmès & Ying Liu, 2005, "Financial Structure Change and Banking Income: a Canada-U.S. Comparison," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0302005, Jul.
  3. Francois-Éric Racicot & Raymond Théoret, 2005, "Calibrage économétrique de processus stochastiques avec applications aux données boursières, bancaires et cambiales canadiennes," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0292005, Jul.
  4. Francois-Éric Racicot & Raymond Théoret, 2005, "Quelques applications du filtre de Kalman en finance: estimation et prévision de la volatilité stochastique et du rapport cours-bénéfices," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0312005, Aug.
  5. Francois-Éric Racicot & Raymond Théoret, 2005, "De l'évaluation du risque de crédit," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0322005, Sep.
  6. Francois-Éric Racicot & Raymond Théoret, 2005, "L'assurance de portefeuille: Simulations en Visual Basic de portefeuilles visant à reproduire les flux monétaires de stratégies d'options," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp0332005, Nov.

2004

  1. calmes christian, 2004, "Trends in the Canadian Financial System," Finance, University Library of Munich, Germany, number 0408002, Aug.
  2. Christian Calmès, 2004, "Regulatory Changes and Financial Structure: The Case of Canada," Staff Working Papers, Bank of Canada, number 04-26, DOI: 10.34989/swp-2004-26.
  3. Christian Calmès, 2004, "Financial Market Imperfection, Overinvestment,and Speculative Precaution," Staff Working Papers, Bank of Canada, number 04-27, DOI: 10.34989/swp-2004-27.
  4. Christian Calmès, 2004, "Regulatory Changes and New Banking: the Case of Canada," Finance, University Library of Munich, Germany, number 0408011, Aug.
  5. Christian Calmès, 2004, "Financial Market Imperfections and Investment: an Overview," Finance, University Library of Munich, Germany, number 0409031, Sep.

2003

  1. Christian Calmès, 2003, "Poignée de main invisible et persistance des cycles économiques : une revue de la littérature," Staff Working Papers, Bank of Canada, number 03-40, DOI: 10.34989/swp-2003-40.

2002

  1. Calmes, 2002, "Self-Enforcing Wage Contract and the Dynamics Puzzle," Computing in Economics and Finance 2002, Society for Computational Economics, number 341, Jul.

2000

  1. Christian Calmes & Frederic Dufourt, 2000, "Nominal Dynamics in Expected Market-Clearing Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 126, Dec.
  2. Francois-Éric Racicot, 2000, "Estimation et tests en présence d'erreurs de mesure sur les variables explicatives : vérification empirique par la méthode de simulation Monte Carlo," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022008, Jan.

1999

  1. Christian Calmes, 1999, "La théorie des contrats de travail auto-exécutoires et ses implications macroéconomiques: un survol de la littérature," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 98, Dec.

Journal articles

2026

  1. François-Éric Racicot & Raymond Théoret, 2026, "The Shea-Godfrey Index of Instrument Relevance Revisited," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 32, issue 1, pages 1-26, February, DOI: 10.1007/s11294-026-09945-9.

2024

  1. Paquin, Jean-Paul & Racicot, François-Éric & Koplyay, Tamas & Tessier, David, 2024, "Assessing the impact of taxation on the effective tax rate and operational risk of capital investment projects under optimal capital structures," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103589.

2022

  1. François-Éric Racicot & Raymond Théoret, 2022, "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-56, December, DOI: 10.1186/s40854-021-00316-3.

2021

  1. Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021, "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, volume 94, issue C, pages 843-872, DOI: 10.1016/j.econmod.2020.02.025.
  2. Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021, "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 289-318, DOI: 10.1016/j.iref.2020.12.004.
  3. Olivier Mesly & Hareesh Mavoori & François-Éric Racicot, 2021, "Too Big to Fail or Too Deceitful to be Caught?," Journal of Economic Issues, Taylor & Francis Journals, volume 55, issue 3, pages 736-759, July, DOI: 10.1080/00213624.2021.1945892.

2020

  1. Olivier Mesly & David W. Shanafelt & Nicolas Huck & François‐Éric Racicot, 2020, "From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation," Journal of Consumer Affairs, Wiley Blackwell, volume 54, issue 4, pages 1195-1212, December, DOI: 10.1111/joca.12326.
  2. Pierre Rostan & Alexandra Rostan & François-Éric Racicot, 2020, "Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 1, pages 1-35, January, DOI: 10.1007/s10614-018-9828-3.

2019

  1. François-Eric Racicot & William F. Rentz & Alfred Kahl & Olivier Mesly, 2019, "Examining the dynamics of illiquidity risks within the phases of the business cycle," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 117-131, June.
  2. Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019, "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, volume 78, issue C, pages 11-31, DOI: 10.1016/j.econmod.2018.09.010.
  3. Racicot, François-Éric & Théoret, Raymond, 2019, "Hedge fund return higher moments over the business cycle," Economic Modelling, Elsevier, volume 78, issue C, pages 73-97, DOI: 10.1016/j.econmod.2018.08.016.
  4. François-Éric Racicot & William F Rentz & David Tessier & Raymond Théoret, 2019, "The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test," PLOS ONE, Public Library of Science, volume 14, issue 9, pages 1-26, September, DOI: 10.1371/journal.pone.0221599.

2018

  1. François-Éric Racicot & William F. Rentz & Raymond Théoret, 2018, "Testing the new Fama and French factors with illiquidity: A panel data investigation," Finance, Presses universitaires de Grenoble, volume 39, issue 3, pages 45-102.
  2. Racicot, François-Éric & Théoret, Raymond, 2018, "Multi-moment risk, hedging strategies, & the business cycle," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 637-675, DOI: 10.1016/j.iref.2018.07.006.
  3. Olivier Mesly & François-Éric Racicot, 2018, "Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly," Applied Economics, Taylor & Francis Journals, volume 50, issue 32, pages 3441-3463, July, DOI: 10.1080/00036846.2017.1420902.

2017

  1. François-Éric Racicot & William F. Rentz & Alfred L. Kahl, 2017, "Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 1, pages 75-90, February, DOI: 10.1007/s11294-016-9620-x.
  2. François-Eric Racicot & William F. Rentz, 2017, "A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 6, pages 410-416, March, DOI: 10.1080/13504851.2016.1197361.
  3. Olivier Mesly & François-Éric Racicot, 2017, "A stylized model of home buyers’ and bankers’ behaviours during the 2007-2009 US subprime mortgage crisis: a predatory perspective," Applied Economics, Taylor & Francis Journals, volume 49, issue 9, pages 915-928, February, DOI: 10.1080/00036846.2016.1208358.
  4. Pierre Rostan & Rachid Belhachemi & François‐Eric Racicot, 2017, "Yield Curve Forecasting with the Burg Model," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 1, pages 91-99, January.

2016

  1. François-Éric Racicot & Raymond Théoret, 2016, "The asymmetrical behavior of hedge funds across the state of the business cycle: The q -factor model revisited," Finance, Presses universitaires de Grenoble, volume 37, issue 1, pages 51-95.
  2. Racicot, François-Éric & Théoret, Raymond, 2016, "Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 41-61, DOI: 10.1016/j.jbankfin.2015.10.004.
  3. François-Éric Racicot & Raymond Théoret, 2016, "The q-factor model and the redundancy of the value factor: An application to hedge funds," Journal of Asset Management, Palgrave Macmillan, volume 17, issue 7, pages 526-539, December, DOI: 10.1057/jam.2016.22.
  4. François-Eric Racicot & William F. Rentz, 2016, "Testing Fama–French’s new five-factor asset pricing model: evidence from robust instruments," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 6, pages 444-448, April, DOI: 10.1080/13504851.2015.1080798.

2015

  1. Fran篩s-Éric Racicot, 2015, "Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note," Applied Economics, Taylor & Francis Journals, volume 47, issue 10, pages 981-989, February, DOI: 10.1080/00036846.2014.985373.
  2. Rachid Belhachemi & Pierre Rostan & Fran 篩s-Éric Racicot, 2015, "Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution," Applied Economics, Taylor & Francis Journals, volume 47, issue 51, pages 5461-5475, November, DOI: 10.1080/00036846.2015.1049338.

2014

  1. Calmès, Christian & Théoret, Raymond, 2014, "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, volume 40, issue C, pages 388-402, DOI: 10.1016/j.jbankfin.2013.11.039.
  2. Fran篩s-Éric Racicot & Raymond Th鯲et, 2014, "Cumulant instrument estimators for hedge fund return models with errors in variables," Applied Economics, Taylor & Francis Journals, volume 46, issue 10, pages 1134-1149, April, DOI: 10.1080/00036846.2013.868591.

2013

  1. Christian Calmès & Denis Cormier & François-Éric Racicot & Raymond Théoret, 2013, "Accruals, Errors-in-variables, and Tobin’s q," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 41, issue 2, pages 193-195, June, DOI: 10.1007/s11293-012-9362-y.
  2. Christian Calm¨¨s & Raymond Th¨¦oret, 2013, "Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?," Review of Economics & Finance, Better Advances Press, Canada, volume 3, pages 1-18, November.
  3. Calmès, Christian & Théoret, Raymond, 2013, "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 13-34, DOI: 10.1016/j.intfin.2013.07.004.
  4. Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013, "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 19, issue 3, pages 233-247, August, DOI: 10.1007/s11294-013-9411-6.

2012

  1. François-Éric Racicot & Raymond Th�oret, 2012, "Optimally weighting higher-moment instruments to deal with measurement errors in financial return models," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 14, pages 1135-1146, July, DOI: 10.1080/09603107.2011.629983.

2010

  1. Calmès, Christian & Théoret, Raymond, 2010, "The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data," Journal of Banking & Finance, Elsevier, volume 34, issue 7, pages 1719-1728, July.
  2. François-Éric Racicot & Raymond Théoret, 2010, "Hedge Fund Returns, Kalman Filter, and Errors-in-Variables," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 38, issue 3, pages 377-378, September, DOI: 10.1007/s11293-010-9230-6.

2009

  1. Calmès, Christian & Liu, Ying, 2009, "Financial structure change and banking income: A Canada-U.S. comparison," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 1, pages 128-139, February.
  2. François-Éric Racicot & Raymond Théoret, 2009, "On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 30-43, February, DOI: 10.1007/s11294-008-9179-2.
  3. François-Éric Racicot & Raymond Théoret, 2009, "Integrating volatility factors in the analysis of the hedge fund alpha puzzle," Journal of Asset Management, Palgrave Macmillan, volume 10, issue 1, pages 37-62, April, DOI: 10.1057/jam.2008.43.

2008

  1. Jean-Pierre Lévy Mangin & Tamás Koplyay & Christian Calmès, 2008, "The Moderator Effect of Communication in Marketing Channels of Distribution; The Case of Car’s Industry in Canada," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 48-64, February, DOI: 10.1007/s11294-007-9133-8.
  2. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008, "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 1, pages 112-124, February, DOI: 10.1007/s11294-008-9134-2.
  3. François-Éric Racicot & Raymond Théoret, 2008, "On Optimal Instrumental Variables Generators: An Application to Hedge Funds Returns," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 14, issue 4, pages 473-474, November, DOI: 10.1007/s11294-008-9169-4.

2007

  1. Christian Calmès, 2007, "Self-Enforcing Labour Contracts and Macroeconomic Dynamics," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 200-213, May, DOI: 10.1007/s11294-006-9057-8.
  2. Coen, Alain & Racicot, Francois-Eric, 2007, "Capital asset pricing models revisited: Evidence from errors in variables," Economics Letters, Elsevier, volume 95, issue 3, pages 443-450, June.
  3. François-Éric Racicot & Raymond Théoret & Alain Coën, 2007, "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 243-244, May, DOI: 10.1007/s11294-007-9079-x.

2004

  1. Christian Calmès, 2004, "Regulatory Changes and Financial Structure: The Case of Canada," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 140, issue 1, pages 1-35, March.

2003

  1. Christian Calmès, 2003, "La poignée de main invisible et la persistance des cycles d’affaires : un survol," L'Actualité Economique, Société Canadienne de Science Economique, volume 79, issue 4, pages 563-581.

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