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Publications

by members of

Université Laval → Faculté des sciences de l'administration → Département finance, assurance et immobilier

Laval University → Faculty of Management → Department of Finance, Insurance and Real Estate

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 | Chapters |

Working papers

2026

  1. Xiaochun Liu & Richard Luger, 2026, "Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting," Papers, arXiv.org, number 2603.02357, Mar, revised Mar 2026.

2024

  1. Richard Luger, 2024, "Regularizing stock return covariance matrices via multiple testing of correlations," Papers, arXiv.org, number 2407.09696, Jul.

2023

  1. Boyer, Martin & De Donder, Philippe & Fluet, Claude & Michaud, Pierre-Carl & Leroux, Marie-Louise, 2023, "La mauvaise perception des risques de longévité et de dépendance ne suffit pas à expliquer la faiblesse du marché de l'assurance dépendance (au Canada)," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1479, Oct.

2021

  1. Claude Fluet & Thomas Lanzi, 2021, "Cross-Examination," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 2108.

2020

  1. Martin Boyer & Philippe de Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2020, "Long-Term Care Insurance : Information Frictions and Selection," Post-Print, HAL, number hal-02929780, Aug, DOI: 10.1257/pol.20180227.
  2. Maxime Turgeon-Rhéaume & Van Son Lai, 2020, "Analyse d?impact du Moment de Décaissement d?un Produit avec Garantie de Rachat Viager," Working Papers, Department of Research, Ipag Business School, number 2020-004, Jan.
  3. Denis-Alexandre Trottier & Van Son Lai & Frédéric Godin, 2020, "A Characterization of CAT Bond Performance Indices," Working Papers, Department of Research, Ipag Business School, number 2020-008, Jan.

2019

  1. Charles Olivier Amédée-Manesme & Francois Des Rosiers & Isaora Dialahy & Fluet Claude, 2019, "Housing Canadian housing market integration in light of foreign buyers," ERES, European Real Estate Society (ERES), number eres2019_250, Jan.
  2. Frédéric Godin & Van Son Lai & Denis-Alexandre Trottier, 2019, "A General Class of Distortion Operators for Pricing Contingent Claims with Applications to CAT Bonds," Working Papers, Department of Research, Ipag Business School, number 2019-004, Jan.
  3. Karl Demers-Bélanger & Van Son Lai, 2019, "Diversification Benefits of Cat Bonds: An In-Depth Examination," Working Papers, Department of Research, Ipag Business School, number 2019-008, Jan.
  4. Van Son Lai & Xiaoxia Ye, 2019, "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Working Papers, Department of Research, Ipag Business School, number 2019-012, Jan.
  5. Frédéric Godiny & Van Son Lai & Denis-Alexandre Trottier, 2019, "Option Pricing Under Regime-Switching Models: Novel Approaches Removing Path-Dependence," Working Papers, Department of Research, Ipag Business School, number 2019-014, Jan.

2018

  1. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "Long Term Care Risk Misperceptions," CESifo Working Paper Series, CESifo, number 7100.
  2. M. Martin Boyer & Philippe De Donder & Claude Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," CIRANO Working Papers, CIRANO, number 2018s-13, Apr.
  3. Claude Fluet & Thomas Lanzi, 2018, "Adversarial Persuasion with Cross-Examination," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1811.
  4. Van Son Lai & Xiaoxia Ye & Lu Zhao, 2018, "Are Market Views on Banking Industry Useful for Forecasting Economic Growth?," Working Papers, Department of Research, Ipag Business School, number 2018-001, Jan.
  5. Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2018, "Banks? Non-Traditional Activities Under Regulatory Changes: Impact on Risk, Performance and Capital Adequacy," Working Papers, Department of Research, Ipag Business School, number 2018-003, Jan.
  6. Van Son Lai & Duc Khuong Nguyen & William Sodjahin & Issouf Soumaré, 2018, "Discretionary Idiosyncratic Risk, Firm Cash Holdings and Investment," Working Papers, Department of Research, Ipag Business School, number 2018-008, Jan.
  7. Marie-Hélène Gagnon & Gabriel Power & Dominique Toupin, 2018, "Forecasting International Index Returns using Option-implied Variables," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1807.

2017

  1. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2017, "Long-Term Care Insurance: Knowledge Barriers, Risk Perception and Adverse Selection," CESifo Working Paper Series, CESifo, number 6698.
  2. Bruno Deffains & Claude Denys Fluet & Romain Espinosa, 2017, "Laws and Norms: Experimental Evidence with Liability Rules," CIRANO Working Papers, CIRANO, number 2017s-13, Oct.
  3. Claude-Denys Fluet & Murat C. Mungan, 2017, "The Signal-Tuning Function of Liability Regimes," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 1707.
  4. Denis-Alexandre Trottier & Van Son Lai & Anne-Sophie Charest, 2017, "CAT Bond Spreads Via HARA Utility and Nonparametric Tests," Working Papers, Department of Research, Ipag Business School, number 2017-002, Jan.
  5. Denis-Alexandre Trottier & Van Son Lai, 2017, "Reinsurance or CAT Bond? How to Optimally Combine Both," Working Papers, Department of Research, Ipag Business School, number 2017-003, Jan.
  6. Helyoth Hessou & Van Son Lai, 2017, "Basel III Capital Buffer Requirements and Credit Union Prudential Regulation: Canadian Evidence," Working Papers, Department of Research, Ipag Business School, number 2017-007, Jan.
  7. Helyoth Hessou & Van Son Lai, 2017, "Basel III Capital Buffers and Canadian Credit Unions Lending: Impact of The Credit Cycle and The Business Cycle," Working Papers, Department of Research, Ipag Business School, number 2017-009, Jan.
  8. Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.

2016

  1. Winand Emons & Claude Denys Fluet, 2016, "Strategic Communication with Reporting Costs," CIRANO Working Papers, CIRANO, number 2016s-06, Jan.
  2. Ayoub Gargouri & Van Son Lai & Issouf Soumaré, 2016, "Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk and OIS Discount," Working Papers, Department of Research, Ipag Business School, number 2016-003, Jan.
  3. Jean-Marie Dufour & Richard Luger, 2016, "Identification-robust moment-based tests for Markov-switching in autoregressive models," CIRANO Working Papers, CIRANO, number 2016s-63, Dec.

2015

  1. Claude Denys Fluet & Roberto Galbiati, 2015, "Lois et normes : les enseignements de l’économie comportementale," CIRANO Working Papers, CIRANO, number 2015s-43, Sep.
  2. Bruno Deffains & Claude Denys Fluet, 2015, "Social Norms and Legal Design," CIRANO Working Papers, CIRANO, number 2015s-44, Sep.
  3. Woodard, Joshua & Verteramo Chiu, Leslie & Vedenov, Dmitry & Klose, Steven & Power, Gabriel, 2015, "Reoptimization or Bias? Factors Affecting Changes in Production Decisions of Farmers," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California, Agricultural and Applied Economics Association, number 205735, DOI: 10.22004/ag.econ.205735.

2014

  1. Marie-Cécile Fagart & Claude Fluet, 2014, "Risk Aversion and Incentives," Cahiers de recherche, CIRPEE, number 1405.
  2. Sermin Gungor & Richard Luger, 2014, "Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings," Staff Working Papers, Bank of Canada, number 14-51, DOI: 10.34989/swp-2014-51.

2013

  1. Emons, Winand & Fluet, Claude, 2013, "Why Plaintiffs' Attorneys Use Contingent and Defense Attorneys Fixed Fee Contracts," CEPR Discussion Papers, Centre for Economic Policy Research, number 9727, Nov.
  2. Bruno Deffains & Claude Fluet, 2013, "The Role of Social Image Concerns in the Design of Legal Regimes," Cahiers de recherche, CIRPEE, number 1321.
  3. Claude Fluet & Paolo G. Garella, 2013, "Debt Rescheduling with Multiple Lenders: Relying on the Information of Others," Cahiers de recherche, CIRPEE, number 1332.
  4. Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana Tchana, Fulbert, 2013, "Banks’ Capital Buffer, Risk and Performance in the Canadian Banking System: Impact of Business Cycles and Regulatory Changes," MPRA Paper, University Library of Munich, Germany, number 44105, Jan.
  5. Sermin Gungor & Richard Luger, 2013, "Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances," Staff Working Papers, Bank of Canada, number 13-16, DOI: 10.34989/swp-2013-16.

2012

  1. Marie-Cécile Fagart & Claude Fluet, 2012, "The First-Order Approach when the Cost of Effort is Money," Cahiers de recherche, CIRPEE, number 1220.

2011

  1. Claude Denys Fluet, 2011, "L'économie de la preuve judiciaire," CIRANO Working Papers, CIRANO, number 2011s-18, Feb.
  2. Winand Emons & Claude Denys Fluet, 2011, "Non-comparative versus Comparative Advertising of Quality," CIRANO Working Papers, CIRANO, number 2011s-75, Dec.
  3. Luis García-Álvarez & Richard Luger, 2011, "Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis," Working Papers, CEMFI, number wp2011_1103, Apr, revised Sep 2011.

2010

  1. Sermin Gungor & Richard Luger, 2010, "Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach," Staff Working Papers, Bank of Canada, number 10-36, DOI: 10.34989/swp-2010-36.
  2. Wongsasutthikul, Paitoon & Turvey, Calum G. & Power, Gabriel J., 2010, "Type I and Type II Errors in the Unit Root Determination of a Fractional Brownian Motion," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 60984, DOI: 10.22004/ag.econ.60984.
  3. Kropp, Jaclyn D. & Power, Gabriel J., 2010, "Estimation of a Backward-Bending Investment Demand Function for Agribusiness Firms," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61293, May, DOI: 10.22004/ag.econ.61293.
  4. Karali, Berna & Power, Gabriel J., 2010, "Is commodity price volatility persistent? Another look using improved, full-sample estimates," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 61826, DOI: 10.22004/ag.econ.61826.
  5. Vedenov, Dmitry V. & Power, Gabriel J., 2010, "Do Elevators Need a Bigger Umbrella? The Economic Value to Agribusiness Firms of Improved Multi-Commodity Risk Management," 2010 Annual Meeting, July 25-27, 2010, Denver, Colorado, Agricultural and Applied Economics Association, number 62006, DOI: 10.22004/ag.econ.62006.

2009

  1. Emons, Winand & Fluet, Claude, 2009, "Non-comparative versus Comparative Advertising as a Quality Signal," CEPR Discussion Papers, Centre for Economic Policy Research, number 7109, Jan.
  2. Emons, Winand & Fluet, Claude, 2009, "Adversarial versus Inquisitorial Testimony," CEPR Discussion Papers, Centre for Economic Policy Research, number 7476, Sep.
  3. Bruno Deffains & Claude Fluet, 2009, "Legal Liability when Individuals Have Moral Concerns," Cahiers de recherche, CIRPEE, number 0951.
  4. René Garcia & Richard Luger, 2009, "Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates," CIRANO Working Papers, CIRANO, number 2009s-20, May.
  5. Ahmedov, Zafarbek & Power, Gabriel J. & Vedenov, Dmitry V. & Fuller, Stephen W. & McCarl, Bruce A. & Vadali, Sharada, 2009, "A Spatial Equilibrium Model of the Impact of Bio-Fuels Energy Policy on Grain Transportation Flows," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49837, Apr, DOI: 10.22004/ag.econ.49837.
  6. Thomsen, Michael R. & McKenzie, Andrew M. & Power, Gabriel J., 2009, "Volatility Surface and Skewness in Live Cattle Futures Price Distributions with Application to North American BSE Announcements," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49354, DOI: 10.22004/ag.econ.49354.
  7. Karali, Berna & Power, Gabriel J., 2009, "What Explains High Commodity Price Volatility? Estimating a Unified Model of Common and Commodity-Specific, High- and Low-Frequency Factors," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49576, DOI: 10.22004/ag.econ.49576.
  8. Power, Gabriel J. & Robinson, John R.C., 2009, "Cotton Futures Dynamics: Structural Change, Index Traders and the Returns to Storage," 2009 Conference, April 20-21, 2009, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 53044, Apr, DOI: 10.22004/ag.econ.53044.

2008

  1. Wenan Fei & Claude Fluet & Harris Schlesinger, 2008, "Uncertain Bequest Needs and Long-Term Insurance Contracts," CESifo Working Paper Series, CESifo, number 2505.
  2. Power, Gabriel J. & Vedenov, Dmitry V., 2008, "The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37609, DOI: 10.22004/ag.econ.37609.
  3. Power, Gabriel J. & Turvey, Calum G., 2008, "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management, number 37608, DOI: 10.22004/ag.econ.37608.

2007

  1. Dominique Demougin & Claude Fluet, 2007, "Rules of Proof, Courts, and Incentives," CESifo Working Paper Series, CESifo, number 2014.
  2. Emons, Winand & Fluet, Claude, 2007, "Accuracy versus Falsification Costs: The Optimal Amount of Evidence under Different Procedures," CEPR Discussion Papers, Centre for Economic Policy Research, number 6150, Feb.
  3. Claude Fluet & Paolo G. Garella, 2007, "Relying on the Information of Others: Debt Rescheduling with Multiple Lenders," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 232, Nov.
  4. Bruno Deffains & Dominique Demougin & Claude Fluet, 2007, "Économie des procédures judiciaires," Post-Print, HAL, number hal-00279406, DOI: 10.3917/reco.586.1265.
  5. Bruno Deffains & Claude Fluet, 2007, "Legal versus Normative Incentives under Judicial Error," Cahiers de recherche, CIRPEE, number 0718.
  6. Marie-Cécile Fagart & Claude Fluet, 2007, "Liability Insurance under the Negligence Rule," Cahiers de recherche, CIRPEE, number 0730.
  7. Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-4, Sep.
  8. Power, Gabriel J. & Turvey, Calum G., 2007, "Spurious Long Memory in Commodity Futures: Implications for Agribusiness Option Pricing," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9782, DOI: 10.22004/ag.econ.9782.

2006

  1. Claude Fluet, 2006, "Liability Rules under Evidentiary Uncertainty," Cahiers de recherche, CIRPEE, number 0606.
  2. Georges Dionne & Claude Fluet & Denise Desjardins, 2006, "Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior," Cahiers de recherche, CIRPEE, number 0608.
  3. Turvey, Calum G. & Power, Gabriel J., 2006, "The Confidence Limits of a Geometric Brownian Motion," 2006 Annual meeting, July 23-26, Long Beach, CA, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21239, DOI: 10.22004/ag.econ.21239.
  4. Power, Gabriel J. & Turvey, Calum G., 2006, "Farmland price bubbles: wavelet-based evidence," 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition, number 133088, DOI: 10.22004/ag.econ.133088.

2005

  1. Emons, Winand & Fluet, Claude, 2005, "The Optimal Amount of Falsified Testimony," CEPR Discussion Papers, Centre for Economic Policy Research, number 5124, Jul.
  2. René Garcia & Richard Luger, 2005, "The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach," Staff Working Papers, Bank of Canada, number 05-36, DOI: 10.34989/swp-2005-36.

2004

  1. Dominique Demougin & Claude Denys Fluet, 2004, "Deterrence vs Judicial Error: A Comparative View of Standards of Proof," CIRANO Working Papers, CIRANO, number 2004s-38, Jul.
  2. Dominique Demougin & Claude Denys Fluet & Carsten Helm, 2004, "Output and Wages with Inequality Averse Agents," CIRANO Working Papers, CIRANO, number 2004s-47, Sep.
  3. Georges Dionne & Claude-Denys Fluet & Denise Desjardins & Stéphane Messier, 2004, "La perception des risques d'accident et d'arrestation lors de conduite avec facultés affaiblies," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 04-2, May.
  4. Richard Luger, 2004, "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates," Staff Working Papers, Bank of Canada, number 04-2, DOI: 10.34989/swp-2004-2.
  5. Florian PELGRIN & Alain GUAY & Richard LUGER, 2004, "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 418, Aug.

2003

  1. Dominique Demougin & Claude Denys Fluet, 2003, "Group vs. Individual Performance Pay When Workers Are Envious," CIRANO Working Papers, CIRANO, number 2003s-10, Apr.
  2. Dominique Demougin & Claude Denys Fluet, 2003, "Inequity Aversion in Tournament," CIRANO Working Papers, CIRANO, number 2003s-18, Apr.

2002

  1. Dominique Demougin & Claude Fluet, 2002, "Preponderance of Evidence," CESifo Working Paper Series, CESifo, number 725.
  2. Claude Denys Fluet, 2002, "Enforcing Contracts: Should Courts Seek the Truth?," CIRANO Working Papers, CIRANO, number 2002s-76, Sep.
  3. Claude Fluet, 2002, "Assurance de responsabilité et aléa moral dans les régimes de responsabilité objective et pour faute," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 149, Apr.

2001

  1. Richard Luger, 2001, "Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity," Staff Working Papers, Bank of Canada, number 01-2, DOI: 10.34989/swp-2001-2.
  2. Richard Luger & Maral Kichian, 2001, "On Inflation and the Persistence of Shocks to Output," Staff Working Papers, Bank of Canada, number 01-22, DOI: 10.34989/swp-2001-22.
  3. René Garcia & Richard Luger & Eric Renault, 2001, "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers, CIRANO, number 2001s-01, Jan.
  4. René Garcia & Richard Luger & Eric Renault, 2001, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers, CIRANO, number 2001s-02, Jan.

2000

  1. Dominique Demougin & Claude Fluet, 2000, "Prepondeance of the Evidence: Tort Rules and the Efficient Standard of Proof," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 120, Jul.
  2. René Garcia & Richard Luger & Eric Renault, 2000, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers, Center for Research in Economics and Statistics, number 2000-56.

1999

  1. Dominique Demougin & Claude Fluet, 1999, "Costly Sanctions and the Maximum Penalty Principle," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 100, Dec.
  2. Claude Fluet & Paolo G. Garella, 1999, "Advertising and Prices as Signals of Quality in a Regime of Price Rivalry," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9903, Mar.
  3. G. Dionne & C. Fluet, 1999, "Full pooling in multi-period contracting with adverse selection and noncommitment," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 99-36.

1998

  1. Dominique Demougin & Claude Fluet, 1998, "Ranking of Information Systems in Agency Models: An Integral Condition," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 70, Nov.
  2. Dominique Demougin & Claude Fluet, 1998, "A Further Justification for the Negligence Rule," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9801, Nov.
  3. Claude Fluet, 1998, "Régulation des risques et insolvabilité: le rôle de la responsabilité pour faute en information imparfaite," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9802, Nov.

1997

  1. Dominique Demougin & Claude Fluet, 1997, "Monitoring versus Incentives: Substitutes or Complements?," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 47, Mar.

1996

  1. Claude Fluet & François Pannequin, 1996, "Complete vs. Incomplete Insurance Contracts under Adverse Selection with multiple Risks," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9601, Sep.
  2. Dominique Demougin & Claude Fluet, 1996, "Mechanism Sufficient Statistic in the Risk-Neutral Agency Problem," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9602, Oct.

1995

  1. C. D. Fluet & P. G. Garella, 1995, "Advertising as a Signal of Quality, A New Explanation," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 231, Sep.
  2. Claude Fluet, 1995, "Health Insurance and the Welfare Economics of Organ Transplants," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9507, Jul.
  3. Dominique Demougin & Claude Fluet, 1995, "Monitoring, Moral Hazard and Limited Liability," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9508, Jul.
  4. Claude Fluet & François Pannequin, 1995, "Insurance Contracts under Adverse Selection with Random Loss Severity," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9510, Sep.
  5. Georges Dionne & Claude Fluet, 1995, "Incentives in Multi-Period Regulation and Procurement: A Graphical Analysis," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9511, Oct.

1993

  1. Claude Fluet & Paolo G. Garella, 1993, "Competition in Product Quality Advertising," Cahiers de recherche du Département des sciences économiques, UQAM, Université du Québec à Montréal, Département des sciences économiques, number 9311, Jun.

Undated

  1. Mkrtchyan, Vardan & Welch, J. Mark & Power, Gabriel J., undated, "Predicting the Corn Basis in the Texas Triangle Area," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 46759, DOI: 10.22004/ag.econ.46759.
  2. Power, Gabriel J. & Vedenov, Dmitry V., undated, "The Price Shock Transmission during the 2007-2008 Commodity Bull Cycle: A Structural Vector Auto-Regression Approach to the "Chicken-or-Egg" Problem," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49538, DOI: 10.22004/ag.econ.49538.
  3. Hong, Sung Wook & Power, Gabriel J. & Vedenov, Dmitry V., undated, "The Impact of the Average Crop Revenue Election (ACRE) Program on the Effectiveness of Crop Insurance," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia, Southern Agricultural Economics Association, number 46755, DOI: 10.22004/ag.econ.46755.
  4. Power, Gabriel J. & Thomsen, Michael R. & McKenzie, Andrew M. & Vedenov, Dmitry V., undated, "The Effect of Food Scares on Risk Aversion: Implied Estimates from BSE Shocks on Cattle Futures Options (PowerPoint)," SCC-76 Meeting, 2009, March 19-21, Galveston, Texas, SCC-76: Economics and Management of Risk in Agriculture and Natural Resources, number 48905, DOI: 10.22004/ag.econ.48905.

Journal articles

2025

  1. Claude Fluet & Murat C. Mungan, 2025, "Informational Properties of Liability Regimes," The Journal of Legal Studies, University of Chicago Press, volume 54, issue 1, pages 199-237, DOI: 10.1086/729902.
  2. Alaa Guidara & Van Son Lai & Min-Teh Yu & Yang Zhao, 2025, "How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 2, pages 575-594, February, DOI: 10.1007/s11156-024-01314-z.
  3. Luger, Richard, 2025, "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105753.

2024

  1. Claude Fluet & Tim Friehe, 2024, "Optimal law enforcement when individuals are either moral or norm followers," Journal of Public Economic Theory, Association for Public Economic Theory, volume 26, issue 1, February, DOI: 10.1111/jpet.12669.

2023

  1. M. Martin Boyer & Philippe de Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2023, "La mauvaise perception des risques de longévité et de dépendance ne suffit pas à expliquer la faiblesse du marché de l'assurance dépendance (au Canada)," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 185-201.

2022

  1. Fluet, Claude & Mungan, Murat C., 2022, "Laws and norms with (un)observable actions," European Economic Review, Elsevier, volume 145, issue C, DOI: 10.1016/j.euroecorev.2022.104129.
  2. Claude Fluet & Murat C Mungan, 2022, "Reputational versus Beckerian Sanctions," American Law and Economics Review, American Law and Economics Association, volume 24, issue 1, pages 247-277.
  3. Fu, Hsuan & Luger, Richard, 2022, "Multiple testing of the forward rate unbiasedness hypothesis across currencies," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 232-245, DOI: 10.1016/j.jempfin.2022.07.005.

2021

  1. Sermin Gungor & Richard Luger, 2021, "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 746-788.
  2. Liu, Pan & Power, Gabriel J. & Vedenov, Dmitry, 2021, "Fair-weather Friends? Sector-specific volatility connectedness and transmission," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 712-736, DOI: 10.1016/j.iref.2021.06.004.

2020

  1. M. Martin Boyer & Philippe De Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2020, "Long-Term Care Insurance: Information Frictions and Selection," American Economic Journal: Economic Policy, American Economic Association, volume 12, issue 3, pages 134-169, August, DOI: 10.1257/pol.20180227.
  2. Claude Fluet & Thomas Lanzi, 2020, "Effets stratégiques de la qualité des éléments de preuve dans une procédure accusatoire," Revue économique, Presses de Sciences-Po, volume 71, issue 3, pages 403-428.
  3. Winand Emons & Claude Fluet, 2020, "Adversarial versus Inquisitorial Testimony," Revue économique, Presses de Sciences-Po, volume 71, issue 3, pages 429-457.
  4. Bruno Deffains & Claude Fluet, 2020, "Social Norms and Legal Design," The Journal of Law, Economics, and Organization, Oxford University Press, volume 36, issue 1, pages 139-169.
  5. Claude Fluet, 2020, "Comment on “The Influence of Conformity and Moral Concerns on the Level of Optimal Sanctions”," Supreme Court Economic Review, University of Chicago Press, volume 28, issue 1, pages 141-146, DOI: 10.1086/709737.
  6. Karl Demers‐Bélanger & Van Son Lai, 2020, "Diversification benefits of cat bonds: An in‐depth examination," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 29, issue 5, pages 165-228, December, DOI: 10.1111/fmii.12134.
  7. Van Son Lai & Xiaoxia Ye, 2020, "How Does the Stock Market View Bank Regulatory Capital Forbearance Policies?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 8, pages 1873-1907, December, DOI: 10.1111/jmcb.12692.
  8. Gungor, Sermin & Luger, Richard, 2020, "Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 750-770, DOI: 10.1016/j.jeconom.2020.04.037.
  9. Gagnon, Marie-Hélène & Manseau, Guillaume & Power, Gabriel J., 2020, "They're back! Post-financialization diversification benefits of commodities," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101515.
  10. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2020, "Commodity financialization and sector ETFs: Evidence from crude oil futures," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101109.

2019

  1. Deffains, Bruno & Espinosa, Romain & Fluet, Claude, 2019, "Laws and norms: Experimental evidence with liability rules," International Review of Law and Economics, Elsevier, volume 60, issue C, DOI: 10.1016/j.irle.2019.105858.
  2. Winand Emons & Claude Fluet, 2019, "Strategic communication with reporting costs," Theory and Decision, Springer, volume 87, issue 3, pages 341-363, October, DOI: 10.1007/s11238-019-09709-4.
  3. Martin Boyer & Philippe Donder & Claude Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2019, "Long-term care risk misperceptions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 44, issue 2, pages 183-215, April, DOI: 10.1057/s41288-018-00116-4.
  4. Claude Fluet, 2019, "Mégadonnées et externalités informationnelles," L'Actualité Economique, Société Canadienne de Science Economique, volume 95, issue 4, pages 381-403.
  5. Trottier, Denis-Alexandre & Lai, Van Son & Godin, Frédéric, 2019, "A characterization of CAT bond performance indices," Finance Research Letters, Elsevier, volume 28, issue C, pages 431-437, DOI: 10.1016/j.frl.2018.06.016.
  6. Godin, Frédéric & Lai, Van Son & Trottier, Denis-Alexandre, 2019, "Option pricing under regime-switching models: Novel approaches removing path-dependence," Insurance: Mathematics and Economics, Elsevier, volume 87, issue C, pages 130-142, DOI: 10.1016/j.insmatheco.2019.04.006.
  7. Lai, Van Son & Ye, Xiaoxia & Zhao, Lu, 2019, "Are market views on banking industry useful for forecasting economic growth?," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.10.011.
  8. Jean-Pierre Gueyié & Alaa Guidara & Van Son Lai, 2019, "Banks’ non-traditional activities under regulatory changes: impact on risk, performance and capital adequacy," Applied Economics, Taylor & Francis Journals, volume 51, issue 29, pages 3184-3197, June, DOI: 10.1080/00036846.2019.1569197.
  9. Frédéric Godin & Van Son Lai & Denis-Alexandre Trottier, 2019, "A general class of distortion operators for pricing contingent claims with applications to CAT bonds," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2019, issue 7, pages 558-584, August, DOI: 10.1080/03461238.2019.1581837.
  10. Maxime Gauvin & Gabriel J. Power, 2019, "The effect of size offering and leverage on IPO underpricing," International Journal of Managerial and Financial Accounting, Inderscience Enterprises Ltd, volume 11, issue 3/4, pages 222-237.

2018

  1. Claude Fluet, 2018, "La protection du consommateur de produits financiers : quel rôle pour les recours en réparation d'un préjudice ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 177-192.
  2. Hessou, Helyoth & Lai, Van Son, 2018, "Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 23-39, DOI: 10.1016/j.irfa.2018.01.009.
  3. Liu Xiaochun & Luger Richard, 2018, "Markov-switching quantile autoregression: a Gibbs sampling approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 22, issue 2, pages 1, April, DOI: 10.1515/snde-2016-0078.
  4. Carter, Colin A. & Power, Gabriel J., 2018, "Introduction to the special issue on the financialization of commodities," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 1-2, DOI: 10.1016/j.jcomm.2018.05.006.

2017

  1. Hessou, Helyoth & Lai, Van Son, 2017, "Basel III capital buffer requirements and credit union prudential regulation: Canadian evidence," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 92-110, DOI: 10.1016/j.jfs.2017.05.002.
  2. Jean-Marie Dufour & Richard Luger, 2017, "Identification-robust moment-based tests for Markov switching in autoregressive models," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 713-727, October, DOI: 10.1080/07474938.2017.1307548.
  3. Joshua D. Woodard & Leslie Verteramo Chiu & Gabriel Power & Dmitry Vedenov & Steven Klose, 2017, "Factors Affecting Changes in Managerial Decisions," Agribusiness, John Wiley & Sons, Ltd., volume 33, issue 3, pages 443-465, June.
  4. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2017, "Is hedging the crack spread no longer all it's cracked up to be?," Energy Economics, Elsevier, volume 63, issue C, pages 31-40, DOI: 10.1016/j.eneco.2017.01.020.
  5. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017, "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, volume 64, issue C, pages 312-321, DOI: 10.1016/j.econmod.2017.03.032.

2016

  1. Claude Fluet, 2016, "Assurance de responsabilité, assurance de choses et dommages environnementaux : une analyse économique de la directive 2004/35/CE," Revue d'économie politique, Dalloz, volume 126, issue 2, pages 193-211.
  2. Emons, Winand & Fluet, Claude, 2016, "Why plaintiffs’ attorneys use contingent and defense attorneys fixed fee contracts," International Review of Law and Economics, Elsevier, volume 47, issue C, pages 16-23, DOI: 10.1016/j.irle.2016.03.004.
  3. Claude Fluet & Rpbertp Galbiati, 2016, "Lois et normes : les enseignements de l'économie comportementale," L'Actualité Economique, Société Canadienne de Science Economique, volume 92, issue 1-2, pages 191-215.
  4. Soumaré, Issouf & Lai, Van Son, 2016, "An analysis of government loan guarantees and direct investment through public-private partnerships," Economic Modelling, Elsevier, volume 59, issue C, pages 508-519, DOI: 10.1016/j.econmod.2016.08.012.
  5. Khaled Guesmi & Heni Boubaker & Van Son Lai, 2016, "From Oil to Stock Markets," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 31, issue 1, pages 103-133.
  6. Sermin Gungor & Richard Luger, 2016, "Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 34, issue 2, pages 161-175, April, DOI: 10.1080/07350015.2015.1019510.
  7. Power, Gabriel J. & Burris, Mark & Vadali, Sharada & Vedenov, Dmitry, 2016, "Valuation of strategic options in public–private partnerships," Transportation Research Part A: Policy and Practice, Elsevier, volume 90, issue C, pages 50-68, DOI: 10.1016/j.tra.2016.05.015.
  8. Gabriel J. Power, 2016, "Quantitative finance for agricultural commodities: discussion and extension," Agricultural Finance Review, Emerald Group Publishing Limited, volume 76, issue 1, pages 27-41, May, DOI: 10.1108/AFR-02-2016-0013.
  9. Kropp, Jaclyn D. & Power, Gabriel J., 2016, "Asset fixity and backward-bending investment demand functions," Research in International Business and Finance, Elsevier, volume 38, issue C, pages 151-160, DOI: 10.1016/j.ribaf.2016.03.012.
  10. Eaves, James & Williams, Jeffrey & Power, Gabriel J., 2016, "Do traders strategically time their pledges during real-world Walrasian auctions?," Journal of Banking & Finance, Elsevier, volume 71, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2016.04.018.
  11. Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2016, "International stock market cointegration under the risk-neutral measure," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 243-255, DOI: 10.1016/j.irfa.2016.08.002.
  12. Marie-Hélène Gagnon & Gabriel J. Power, 2016, "Testing for changes in option-implied risk aversion," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 8, issue 1, pages 58-79, June, DOI: 10.1108/RBF-02-2014-0011.

2015

  1. Wenan Fei & Claude Fluet & Harris Schlesinger, 2015, "Uncertain Bequest Needs and Long-Term Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 82, issue 1, pages 125-148, March.
  2. Têtu Alexandre & Lai Van Son & Soumaré Issouf & Gendron Michel, 2015, "Hedging Flood Losses Using Cat Bonds," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 9, issue 2, pages 149-184, July, DOI: 10.1515/apjri-2014-0024.
  3. Liu, Xiaochun & Luger, Richard, 2015, "Unfolded GARCH models," Journal of Economic Dynamics and Control, Elsevier, volume 58, issue C, pages 186-217, DOI: 10.1016/j.jedc.2015.06.007.
  4. Sermin Gungor & Richard Luger, 2015, "Bootstrap Tests Of Mean-Variance Efficiency With Multiple Portfolio Groupings," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 35-65.
  5. Marie-H�l�ne Gagnon & Gabriel J. Power & Dominique Toupin, 2015, "Dynamics between crude oil and equity markets under the risk-neutral measure," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 5, pages 370-377, March, DOI: 10.1080/13504851.2014.943880.

2014

  1. Claude Fluet & Paolo G. Garella, 2014, "Debt Rescheduling with Multiple Lenders: Relying on the Information of Others," Economica, London School of Economics and Political Science, volume 81, issue 324, pages 698-720, October.
  2. Claude Fluet & Jean-François Guimond, 2014, "En mémoire de Denis Moffet (1946-2014)," L'Actualité Economique, Société Canadienne de Science Economique, volume 90, issue 4, pages 339-342.
  3. Lai, Van Son & Parcollet, Mathieu & Lamond, Bernard F., 2014, "The valuation of catastrophe bonds with exposure to currency exchange risk," International Review of Financial Analysis, Elsevier, volume 33, issue C, pages 243-252, DOI: 10.1016/j.irfa.2014.02.014.

2013

  1. Fagart, Marie-Cécile & Fluet, Claude, 2013, "The first-order approach when the cost of effort is money," Journal of Mathematical Economics, Elsevier, volume 49, issue 1, pages 7-16, DOI: 10.1016/j.jmateco.2012.09.002.
  2. Bruno Deffains & Claude Fluet, 2013, "Legal Liability when Individuals Have Moral Concerns," The Journal of Law, Economics, and Organization, Oxford University Press, volume 29, issue 4, pages 930-955, August.
  3. Guidara, Alaa & Lai, Van Son & Soumaré, Issouf & Tchana, Fulbert Tchana, 2013, "Banks’ capital buffer, risk and performance in the Canadian banking system: Impact of business cycles and regulatory changes," Journal of Banking & Finance, Elsevier, volume 37, issue 9, pages 3373-3387, DOI: 10.1016/j.jbankfin.2013.05.012.
  4. Van Son Lai & Xueying Zhang, 2013, "On the Value of Municipal Bond Insurance: An Empirical Analysis," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 22, issue 4, pages 209-228, November, DOI: 10.1111/fmii.12010.
  5. Sermin Gungor & Richard Luger, 2013, "Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 31, issue 1, pages 66-77, January, DOI: 10.1080/07350015.2012.740435.
  6. Gabriel J. Power & Dmitry V. Vedenov & David P. Anderson & Steven Klose, 2013, "Market volatility and the dynamic hedging of multi-commodity price risk," Applied Economics, Taylor & Francis Journals, volume 45, issue 27, pages 3891-3903, September, DOI: 10.1080/00036846.2012.736942.
  7. Berna Karali & Gabriel J. Power, 2013, "Short- and Long-Run Determinants of Commodity Price Volatility," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 95, issue 3, pages 724-738.
  8. Gabriel J. Power & John R. C. Robinson, 2013, "Commodity futures price volatility, convenience yield and economic fundamentals," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 11, pages 1089-1095, July, DOI: 10.1080/13504851.2013.788775.
  9. Michael Thomsen & Andrew M. McKenzie & Gabriel J. Power, 2013, "Was there a peso problem in cattle options?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 73, issue 3, pages 526-538, November, DOI: 10.1108/AFR-09-2012-0048.

2012

  1. Emons, Winand & Fluet, Claude, 2012, "Non-comparative versus comparative advertising of quality," International Journal of Industrial Organization, Elsevier, volume 30, issue 4, pages 352-360, DOI: 10.1016/j.ijindorg.2012.01.004.
  2. Luger, Richard, 2012, "Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3198-3211, DOI: 10.1016/j.csda.2011.08.008.
  3. René Garcia & Richard Luger, 2012, "Risk aversion, intertemporal substitution, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 6, pages 1013-1036, September.
  4. Gabriel J. Power & Victoria Salin & John L. Park, 2012, "Strategic options associated with cooperative members' equity," Agricultural Finance Review, Emerald Group Publishing Limited, volume 72, issue 1, pages 48-67, May, DOI: 10.1108/00021461211222123.

2011

  1. Jacques, Sébastien & Lai, Van Son & Soumaré, Issouf, 2011, "Synthetizing a debt guarantee: Super-replication versus utility approach," International Review of Financial Analysis, Elsevier, volume 20, issue 1, pages 27-40, January.
  2. Richard Luger, 2011, "Book Review: Introducing Monte Carlo Methods with R," Econometric Reviews, Taylor & Francis Journals, volume 30, issue 4, pages 469-474, August, DOI: 10.1080/07474938.2011.553548.
  3. Gabriel Power & Calum Turvey, 2011, "Revealing the impact of index traders on commodity futures markets," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 7, pages 621-626, DOI: 10.1080/13504851003761848.
  4. G. J. Power & C. Turvey, 2011, "What explains long memory in futures price volatility?," Applied Economics, Taylor & Francis Journals, volume 43, issue 24, pages 3395-3404, DOI: 10.1080/00036841003636300.
  5. Berna Karali & Gabriel J. Power & Ariun Ishdorj, 2011, "Bayesian State-Space Estimation of Stochastic Volatility for Storable Commodities," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 93, issue 2, pages 434-440.
  6. Joshua D. Woodard & Nicholas D. Paulson & Dmitry Vedenov & Gabriel J. Power, 2011, "Impact of copula choice on the modeling of crop yield basis risk," Agricultural Economics, International Association of Agricultural Economists, volume 42, issue , pages 101-112, November, DOI: j.1574-0862.2011.00555.x.

2010

  1. Fluet, Claude, 2010, "Liability rules under evidentiary uncertainty," International Review of Law and Economics, Elsevier, volume 30, issue 1, pages 1-9, March.
  2. Claude Fluet, 2010, "L’économie de la preuve judiciaire," L'Actualité Economique, Société Canadienne de Science Economique, volume 86, issue 4, pages 451-486.
  3. Lai, Van Son & Soumaré, Issouf, 2010, "Credit insurance and investment: A contingent claims analysis approach," International Review of Financial Analysis, Elsevier, volume 19, issue 2, pages 98-107, March.
  4. Van Son Lai & Issouf Soumaré, 2010, "Risk‐Based Capital and Credit Insurance Portfolios," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 19, issue 1, pages 21-45, February, DOI: 10.1111/j.1468-0416.2009.00153.x.
  5. Luger, Richard, 2010, "An omnibus test for heteroskedasticity," Economics Letters, Elsevier, volume 106, issue 1, pages 22-24, January.
  6. Gabriel Power & Calum Turvey, 2010, "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, volume 17, issue 7, pages 649-656, DOI: 10.1080/13504850802297970.
  7. Power, Gabriel J. & Turvey, Calum G., 2010, "Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 1, pages 79-90, DOI: 10.1016/j.physa.2009.08.037.
  8. Gabriel J. Power & Dmitry Vedenov, 2010, "Dealing with downside risk in a multi‐commodity setting: A case for a “Texas hedge”?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 30, issue 3, pages 290-304, March.

2009

  1. Marie‐Cécile Fagart & Claude Fluet, 2009, "Liability insurance under the negligence rule," RAND Journal of Economics, RAND Corporation, volume 40, issue 3, pages 486-508, September, DOI: 10.1111/j.1756-2171.2009.00074.x.
  2. Claude Fluet, 2009, "Accuracy Versus Falsification Costs: The Optimal Amount of Evidence under Different Procedures," The Journal of Law, Economics, and Organization, Oxford University Press, volume 25, issue 1, pages 134-156, May.
  3. Liu, Yan & Luger, Richard, 2009, "Efficient estimation of copula-GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2284-2297, April.
  4. Gungor, Sermin & Luger, Richard, 2009, "Exact distribution-free tests of mean-variance efficiency," Journal of Empirical Finance, Elsevier, volume 16, issue 5, pages 816-829, December.
  5. Gabriel J. Power & Dmitry V. Vedenov & Sung‐wook Hong, 2009, "The impact of the average crop revenue election (ACRE) program on the effectiveness of crop insurance," Agricultural Finance Review, Emerald Group Publishing Limited, volume 69, issue 3, pages 330-345, November, DOI: 10.1108/00021460911002707.
  6. Welch, J. Mark & Mkrtchyan, Vardan & Power, Gabriel J., 2009, "Predicting the Corn Basis in the Texas Triangle Area," Journal of Agribusiness, Agricultural Economics Association of Georgia, volume 27, issue 01-2, pages 1-15, DOI: 10.22004/ag.econ.90657.
  7. Gabriel J. Power & Calum G. Turvey, 2009, "On the exit value of a forward contract," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 2, pages 179-196, February.

2008

  1. Dominique Demougin & Claude Fluet, 2008, "Rules of proof, courts, and incentives," RAND Journal of Economics, RAND Corporation, volume 39, issue 1, pages 20-40, March, DOI: 10.1111/j.1756-2171.2008.00002.x.
  2. Angoua, Paul & Lai, Van Son & Soumare, Issouf, 2008, "Project risk choices under privately guaranteed debt financing," The Quarterly Review of Economics and Finance, Elsevier, volume 48, issue 1, pages 123-152, February.
  3. Vedenov, Dmitry V. & Power, Gabriel J., 2008, "Risk-Reducing Effectiveness of Revenue versus Yield Insurance in the Presence of Government Payments," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 40, issue 2, pages 1-17, August, DOI: 10.22004/ag.econ.46982.
  4. Yanhong H. Jin & Gabriel J. Power & Levan Elbakidze, 2008, "The Impact of North American BSE Events on Live Cattle Futures Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 90, issue 5, pages 1279-1286.

2007

  1. Bruno Deffains & Dominique Demougin & Claude Fluet, 2007, "Économie des procédures judiciaires," Revue économique, Presses de Sciences-Po, volume 58, issue 6, pages 1265-1290.
  2. Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, volume 35, issue 3, pages 237-264, December, DOI: 10.1007/s11166-007-9023-8.
  3. René Garcia & Richard Luger, 2007, "The Canadian macroeconomy and the yield curve: an equilibrium-based approach," Canadian Journal of Economics, Canadian Economics Association, volume 40, issue 2, pages 561-583, May.

2006

  1. Dominique Demougin & Claude Fluet & Carsten Helm, 2006, "Output and wages with inequality averse agents," Canadian Journal of Economics, Canadian Economics Association, volume 39, issue 2, pages 399-413, May, DOI: 10.1111/j.0008-4085.2006.00352.x.
  2. Demougin, Dominique & Fluet, Claude, 2006, "Preponderance of evidence," European Economic Review, Elsevier, volume 50, issue 4, pages 963-976, May.
  3. Michel Gendron & Van Son Lai & Issouf Soumaré, 2006, "Effects of maturity choices on loan‐guarantee portfolios1," Journal of Risk Finance, Emerald Group Publishing Limited, volume 7, issue 3, pages 237-254, May, DOI: 10.1108/15265940610664933.
  4. Richard Luger, 2006, "Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form," Journal of Time Series Analysis, Wiley Blackwell, volume 27, issue 1, pages 119-128, January, DOI: 10.1111/j.1467-9892.2005.00456.x.
  5. Luger, Richard, 2006, "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 513-529, August.

2005

  1. Dominique Demougin & Claude Fluet, 2005, "Deterrence versus Judicial Error: A Comparative View of Standards of Proof," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 161, issue 2, pages 193-206, June.
  2. René Garcia & Richard Luger & Éric Renault, 2005, "Viewpoint: Option prices, preferences, and state variables," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 1, pages 1-27, February, DOI: 10.1111/j.0008-4085.2005.00266.x.

2004

  1. Claude-Denys Fluet, 2004, "Rapport du directeur de L’Actualité économique à HEC Montréal et à la Société canadienne de science économique pour l’année 2003-2004," L'Actualité Economique, Société Canadienne de Science Economique, volume 80, issue 4, pages 681-682.
  2. Abdullah Mamun & M. Hassan & Son Lai, 2004, "The impact of the Gramm-Leach-Bliley act on the financial services industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 3, pages 333-347, September, DOI: 10.1007/BF02751736.

2003

  1. Claude Fluet, 2003, "Enforcing Contracts: Should Courts Seek the Truth?," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 1, pages 49-64, March.
  2. Claude-Denys Fluet, 2003, "Rapport du directeur de L’Actualité économique à HEC Montréal et à la Société canadienne de science économique pour l’année 2002-2003," L'Actualité Economique, Société Canadienne de Science Economique, volume 79, issue 4, pages 583-584.
  3. Gueyie, Jean-Pierre & Lai, Van Son, 2003, "Bank moral hazard and the introduction of official deposit insurance in Canada," International Review of Economics & Finance, Elsevier, volume 12, issue 2, pages 247-273.
  4. Luger, Richard, 2003, "Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity," Journal of Econometrics, Elsevier, volume 115, issue 2, pages 259-276, August.
  5. Garcia, Rene & Luger, Richard & Renault, Eric, 2003, "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 49-83.

2002

  1. Claude Fluet, 2002, "Assurance de responsabilité et aléa moral dans les régimes de responsabilité objective et pour faute," Revue d'économie politique, Dalloz, volume 112, issue 6, pages 845-861.
  2. Fluet, Claude & Garella, Paolo G., 2002, "Advertising and prices as signals of quality in a regime of price rivalry," International Journal of Industrial Organization, Elsevier, volume 20, issue 7, pages 907-930, September.
  3. Claude-Denys Fluet, 2002, "Rapport du directeur de L’Actualité économique à HEC Montréal et à la Société canadienne de science économique pour l’année 2001-2002," L'Actualité Economique, Société Canadienne de Science Economique, volume 78, issue 4, pages 571-572.

2001

  1. Demougin, Dominique & Fluet, Claude, 2001, "Monitoring versus incentives," European Economic Review, Elsevier, volume 45, issue 9, pages 1741-1764, October.
  2. Claude Fluet, 2001, "Rapport du directeur de L’Actualité économique à l’École des Hautes Études Commerciales et à la Société canadienne de science économique pour l’année 2000-2001," L'Actualité Economique, Société Canadienne de Science Economique, volume 77, issue 4, pages 613-614.
  3. Claude Fluet & Dominique Demougin, 2001, "Ranking of information systems in agency models: an integral condition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 17, issue 2, pages 489-496.
  4. Luger, Richard, 2001, "A modified CUSUM test for orthogonal structural changes," Economics Letters, Elsevier, volume 73, issue 3, pages 301-306, December.

2000

  1. Claude Fluet, 2000, "Rapport du directeur de L’Actualité économique à l’École des Hautes Études Commerciales et à la Société canadienne de science économique pour l’année 1999-2000," L'Actualité Economique, Société Canadienne de Science Economique, volume 76, issue 4, pages 613-614.
  2. Georges Dionne & Claude Fluet, 2000, "original papers : Full pooling in multi-period contracting with adverse selection and noncommitment," Review of Economic Design, Springer;Society for Economic Design, volume 5, issue 1, pages 1-21.

1999

  1. Demougin, Dominique & Fluet, Claude, 1999, "A further justification for the negligence rule," International Review of Law and Economics, Elsevier, volume 19, issue 1, pages 33-45, March.
  2. Claude Fluet, 1999, "Régulation des risques et insolvabilité : le rôle de la responsabilité pour faute en information imparfaite," L'Actualité Economique, Société Canadienne de Science Economique, volume 75, issue 1, pages 379-399.

1998

  1. Dominique Demougin & Claude Fluet, 1998, "Mechanism Sufficient Statistic in the Risk-Neutral Agency Problem," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 154, issue 4, pages 622-622, December.

1997

  1. Fluet, Claude & Phaneuf, Louis, 1997, "Price adjustment costs and the effect of endogenous technique on price stickiness," European Economic Review, Elsevier, volume 41, issue 2, pages 245-257, February.
  2. Claude Fluet & François Pannequin, 1997, "Complete Versus Incomplete Insurance Contracts under Adverse Selection with Multiple Risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 22, issue 2, pages 81-101, December.
  3. M. Cary Collins & Van Son Lai & James E. McNulty, 1997, "Thrifty Viability and Traditional Mortgage Lending: A Simultaneous Equations Analysis of the Risk-Return Trade-Off," Journal of Real Estate Research, American Real Estate Society, volume 13, issue 2, pages 155-176.
  4. Van Son Lai & M. Kabir Hassan, 1997, "An empirical investigation of asset-liability management of small US commercial banks," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 5, pages 525-536, DOI: 10.1080/096031097333394.

1996

  1. Lai, Van Son, 1996, "The Effects of Variations in Laxity (or Strictness) of Closure Rules on the Valuation of Deposit Insurance," The Financial Review, Eastern Finance Association, volume 31, issue 4, pages 721-746, November.

1994

  1. Claude Fluet, 1994, "LOUIS EECKHOUDT et CHRISTIAN GOLLIER, Les risques financiers — Évaluation, gestion, partage, Édiscience international, Paris, 1992," L'Actualité Economique, Société Canadienne de Science Economique, volume 70, issue 1, pages 91-92.
  2. Van Son Lai & Michel Gendron, 1994, "On Financial Guarantee Insurance under Stochastic Interest Rates," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 19, issue 2, pages 119-137, December.

1990

  1. Claude Fluet & Pierre Lefebvre, 1990, "L'évolution du prix réel de l'assurance automobile au Québec depuis la réforme 1978," Canadian Public Policy, University of Toronto Press, volume 16, issue 4, pages 374-386, December.

1989

  1. Claude Fluet, 1989, "Rapport du directeur de L’Actualité économique au Congrès 1989 de la Société canadienne de science économique," L'Actualité Economique, Société Canadienne de Science Economique, volume 65, issue 3, pages 448-449.
  2. Claude Fluet, 1989, "Commentaire sur le texte de Camille Bronsard," L'Actualité Economique, Société Canadienne de Science Economique, volume 65, issue 4, pages 465-473.

1987

  1. Claude Fluet, 1987, "Fraude fiscale et offre de travail au noir," L'Actualité Economique, Société Canadienne de Science Economique, volume 63, issue 2, pages 225-242.

1986

  1. Claude Fluet, 1986, "Stockage speculatif et effets redistributifs de l'information prospective. (Speculative Stockpiling and Redistributive Impact of Prospective Information. With English summary.)," Canadian Journal of Economics, Canadian Economics Association, volume 19, issue 3, pages 559-567, August.

1985

  1. Claude Fluet, 1985, "Bénassy et la macroéconomie du déséquilibreJean-Pascal Bénassy, Macréoconomie et théorie du déséquilibre, Dunod, Paris, 1984," L'Actualité Economique, Société Canadienne de Science Economique, volume 61, issue 2, pages 239-251.

1983

  1. Claude Fluet, 1983, "Disability Insurance and Public Policy, par Samuel A. Rea. Ontario Economic Council, 1981," L'Actualité Economique, Société Canadienne de Science Economique, volume 59, issue 2, pages 382-384.
  2. Claude Fluet & Pierre Lefebvre, 1983, "Gains de productivité globale, prix relatifs et rémunération des facteurs dans les industries manufacturières au Québec," L'Actualité Economique, Société Canadienne de Science Economique, volume 59, issue 4, pages 651-668.

Chapters

2013

  1. Winand Emons & Claude Fluet, 2013, "The optimal amount of distorted testimony when the arbiter can and cannot commit," Chapters, Edward Elgar Publishing, chapter 9, in: Thomas J. Miceli & Matthew J. Baker, "Research Handbook on Economic Models of Law".

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