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Content
2025
- 25-2 The effect of inflation on US insurance markets: A Markov-switching model analysis
by Georges Dionne & Akouété-Tognikin Fenou & Mohamed Mnasri - 25-1 The effect of inflation on US insurance markets
by Georges Dionne & Akouété-Tognikin Fenou & Mohamed Mnasri
2024
- 24-3 High price impact trades identication and its implication for volatility and price efficiency
by Georges Dionne & Xiaozhou Zhou - 24-2 Insurers’ M&A in the United States during the 1990-2022 period: Is the Fed monetary policy a causal factor
by Georges Dionne & Akouété Fenou & Mohamed Mnasri - 24-1 Developments in risk and insurance economics: The past 50 years
by Henri Loubergé & Georges Dionne - 19-1 Nonparametric testing for information asymmetry in the mortgage servicing market
by Helmi Jedidi & Georges Dionne
2023
- 23-5 Adverse selection in insurance
by Georges Dionne & Nathalie Fombaron & Wanda Mimra - 23-4 Causality in empirical analyses with emphasis on asymmetric information and risk management
by Georges Dionne - 23-3 Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers
by Georges Dionne & Rayane El Hraiki & Mohamed Mnasri - 23-2 Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
by Samir Saissi Hassani & Georges Dionne - 23-1 Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?
by Georges Dionne & Akouété Fenou & Mohamed Mnasri - 12-4 An extension of the consumption-based CAPM model
by Georges Dionne & Jingyuan Li & Cédric Okou
2022
- 22-5 The Profitability of Lead-Lag Arbitrage at High-Frequency
by Cédric Poutré & Georges Dionne & Gabriel Yergeau - 22-4 Determinants and real effects of joint hedging: An empirical analysis of the US petroleum industry
by Georges Dionne & Rayane El Hraiki & Mohamed Mnasri - 22-3 Forecasting VaR and CVaR based on a skewed exponential power mixture, in compliance with the new market risk regulation
by Samir Saissi Hassani & Georges Dionne - 22-2 A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses
by Georges Dionne & Denise Desjardins - 21-5 Précisions importantes sur le backtesting comparatif de la VaR
by Samir Saissi Hassani
2021
- 21-4 International High-Frequency Arbitrage for Cross-Listed Stocks
by Cédric Poutré & Georges Dionne & Gabriel Yergeau - 21-3 Road safety for fleets of vehicles
by Georges Dionne & Denise Desjardins & Jean-François Angers - 21-2 Hierarchical random effects model for insurance pricing of vehicles belonging to a fleet
by Denise Desjardins & Georges Dionne & Yang Lu - 21-1 The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation
by Samir Saissi Hassani & Georges Dionne - 20-3 The new international regulation of market risk: Roles of VaR and CVaR in model validation
by Samir Saissi Hassani & Georges Dionne - 08-1 The costs and benefits of reinsurance
by J. David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira
2020
- 20-4 Deep limit order book events dynamics
by Yann Bilodeau - 20-2 Sécurité routière des flottes et des conducteurs de véhicules lourds
by Georges Dionne & Denise Desjardins & Jean-François Angers - 20-1 Reinsurance demand and liquidity creation: A search for bi-causality
by Denise Desjardins & Georges Dionne & N’Golo Koné
2019
- 19-4 The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage
by Sahar Guesmi & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne - 19-3 Information Environments and High Price Impact Trades: Implication for Volatility and Price Efficiency
by Georges Dionne & Xiaozhou Zhou - 19-2 Coherent diversification measures in portfolio theory: An axiomatic foundation
by Gilles Boevi Koumou & Georges Dionne
2018
- 18-7 The Governance of Risk Management: The Importance of Directors’ Independence and Financial Knowledge
by Georges Dionne & Olfa Maalaoui Chun & Thouraya Triki - 18-6 Machine Learning and Risk Management: SVDD Meets RQE
by Georges Dionne & Gilles Boevi Koumou - 18-5 Real implications of corporate risk management: Evidence from U.S. oil producers
by Georges Dionne & Mohamed Mnasri - 18-4 Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?
by Alain-Philippe Fortin & Jean-Guy Simonato & Georges Dionne - 18-3 Cyclical variations in liquidity risk of corporate bonds
by Cassandre Anténor-Habazac & Georges Dionne & Sahar Guesmi - 18-1 The impact of central clearing on the market for single-name credit default swaps
by Mohamed-Ali Akari & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne - 15-2 Modelling and Estimating Individual and Firm Effects with Count Panel Data
by Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin
2017
- 17-3 Reinsurance Demand and Liquidity Creation
by Georges Dionne & Denise Desjardins - 17-2 Insurance and Insurance Markets
by Georges Dionne & Scott Harrington - 17-1 Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China
by Georges Dionne & Ying Liu
2016
- 16-5 Asymmetric Effects of the Limit Order Book on Price Dynamics
by Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou - 16-4 The Dynamics of Ex-ante Weighted Spread: An Empirical Analysis
by Georges Dionne & Xiaozhou Zhou - 16-3 Profitability and Market Quality of High Frequency Market-makers: An Empirical Investigation
by Gabriel Yergeau - 16-2 Dynamic Corporate Risk Management: Motivations and Real Implications
by Georges Dionne & Jean-Pierre Gueyie & Mohamed Mnasri - 16-1 Can Higher-Order Risks Explain the Credit Spread Puzzle?
by Cedric Okou & Olfa Maalaoui Chun & Georges Dionne & Jingyuan Li - 15-5 The Dynamics of Ex-ante High-Frequency Liquidity: An Empirical Analysis
by Georges Dionne & Xiaozhou Zhou - 15-3 Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis
by Georges Dionne & Samir Saissi-Hassani
2015
- 15-6 Policy making and climate risk insurability: How can (re)insurers contribute to economic resilience in climate risk events?
by Georges Dionne - 15-4 Optimal form of retention for securitized loans under moral hazard
by Georges Dionne & Sara Malekan - 15-1 Étude des comportements de sécurité routière des propriétaires, exploitants et conducteurs des véhicules lourds au Québec
by Georges Dionne & Jean-François Angers & Denise Desjardins
2014
- 14-5 Effects of the Limit Order Book on Price Dynamics
by Tolga Cenesizoglu & Georges Dionne & Xiaozhou Zhou - 14-4 Economic Effects of Risk Classification Bans
by Georges Dionne & Casey Rothschild - 14-3 Production Flexibility and Hedging
by Georges Dionne & Marc Santugini - 14-2 Health care workers’ risk perceptions of personal and work activities and willingness to report for work during an influenza pandemic
by Georges Dionne & Denise Desjardins & Martin Lebeau & Stéphane Messier & André Dascal - 14-1 Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
by Georges Dionne & Maria Pacurar & Xiaozhou Zhou - 11-1 When can expected utility handle first-order risk aversion?
by Georges Dionne & Jingyuan Li - 10-3 Does asymmetric information affect the premium in mergers and acquisitions?
by Georges Dionne & Mélissa La Haye & Anne-Sophie Bergerès
2013
- 13-5 The maturity structure of corporate hedging: The case of the U.S. oil and gas industry
by Mohamed Mnasri & Georges Dionne & Jean-Pierre Gueyie - 13-4 Default and liquidity regimes in the bond market during the 2002-2012 period
by Georges Dionne & Olfa Maalaoui Chun - 13-3 How do firms hedge risks? Empirical evidence from U.S. oil and gas producers
by Mohamed Mnasri & Georges Dionne & Jean-Pierre Gueyie - 13-2 Risk management: History, definition and critique
by Georges Dionne - 13-1 Gestion des risques : histoire, définition et critique
by Georges Dionne - 12-5 Entry, imperfect competition, and futures market for the input
by Georges Dionne & Marc Santugini - 12-2 Comparative Ross risk aversion in the presence of mean dependent risks
by Georges Dionne & Jingyuan Li - 11-3 Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-level data
by Anne-Sophie Bergerès & Philippe D'Astous & Georges Dionne
2012
- 12-10 The empirical measure of information problems with emphasis on insurance fraud and dynamic data
by Georges Dionne - 12-9 Risk classification and health insurance
by Georges Dionne & Casey Rothschild - 12-8 Adverse selection in insurance contracting
by Georges Dionne & Nathalie Fombaron & Neil Doherty - 12-7 Comparative Ross risk aversion in the presence of quadrant dependent risks
by Georges Dionne & Jingyuan Li - 12-6 Securitization and optimal retention under moral hazard
by Sara Malekan & Georges Dionne - 12-1 A review of recent theoretical and empirical analyses of asymmetric information in road safety and automobile insurance
by Georges Dionne & Pierre-Carl Michaud & Jean Pinquet - 11-5 Risk classification in insurance contracting
by Georges Dionne & Casey Rothschild
2011
- 11-4 Does opportunistic fraud in automobile theft insurance fluctuate with the business cycle?
by Georges Dionne & Kili Wang - 11-2 Book review of The Theory of Corporate Finance
by Georges Dionne - 10-8 A theoretical extension of the consumption-based CAPM model
by Jingyuan Li & Georges Dionne - 09-2 On the determinants of the implied default barrier
by Georges Dionne & Sadok Laajimi
2010
- 10-7 Le cacul de la valeur statistique d'une vie humaine
by Georges Dionne & Martin Lebeau - 10-6 A reduced form model of default spreads with Markov-switching macroeconomic factors
by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato - 10-5 Separating moral hazard from adverse selection and learning in automobile insurance: Longitudinal evidence from France
by Georges Dionne & Pierre-Carl Michaud & Maki Dahchour - 10-4 The impact of prudence on optimal prevention revisited
by Jingyuan Li & Georges Dionne - 10-2 Extremal events in a bank operational losses
by Hela Dahen & Georges Dionne & Daniel Zajdenweber - 10-1 Corporate risk management and dividend signaling theory
by Georges Dionne & Karima Ouederni - 09-5 Analyse empirique du pouvoir prédictif des infractions au Code de la sécurité routière sur les risques d’accident
by Georges Dionne & Jean Pinquet - 09-1 Credit spread changes within switching regimes
by Olfa Maalaoui Chun & Georges Dionne & Pascal François
2009
- 09-6 Structured finance, risk management, and the recent financial crisis
by Georges Dionne - 09-4 Performance analysis of a collateralized fund obligation (CFO) equity tranche
by Shady Aboul-Enein & Georges Dionne & Nicolas Papageorgiou - 09-3 Basket options on heterogeneous underlying assets
by Georges Dionne & Geneviève Gauthier & Nadia Ouertani - 05-8 Default risk in corporate yield spreads
by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato
2008
- 08-3 Correlated Poisson processes with unobserved Heterogeneity: Estimating the determinants of paid and unpaid leave
by Georges Dionne & Benoit Dostie - 08-2 Detecting regime shifts in credit spreads
by Olfa Maalaoui Chun & Georges Dionne & Pascal François - 06-2 Asymmetric information and adverse selection in Mauritian slave auctions
by Georges Dionne & Pascal St-Amour & Désiré Vencatachellum - 02-5 Optimal auditing with ccoring: Theory and application to insurance fraud
by Georges Dionne & Florence Giuliano & Pierre Picard
2007
- 06-12 The value of a statistical life: A meta-analysis with a mixed effects regression model
by François Bellavance & Georges Dionne & Martin Lebeau - 07-8 A reduced form model of default spreads with Markov switching macroeconomic factors
by Georges Dionne & Geneviève Gauthier & Khemais Hammami & Mathieu Maurice & Jean-Guy Simonato - 07-7 On debt service and renegotiation when debt-holders are more strategic
by Jean-Marc Bourgeon & Georges Dionne - 07-6 Estimating the effect of a change in insurance pricing regime on accidents with endogenous mobility
by Georges Dionne & Benoit Dostie - 07-5 What about underevaluating operational value at risk in the banking sector?
by Georges Dionne & Hela Dahen - 07-4 Determinants of insurers’ performance in risk pooling, risk management, and financial intermediation activities
by Georges Dionne & Robert Gagné & Abdelhakim Nouira - 07-3 Poisson models with employer-employee unobserved heterogeneity: An application to absence data
by Jean-François Angers & Denise Desjardins & Georges Dionne & Benoit Dostie & François Guertin - 07-1 Scaling models for the severity and frequency of external operational loss data
by Hela Dahen & Georges Dionne - 06-4 Predicted risk perception and risk-taking behavior: The case of impaired driving
by Georges Dionne & Claude Fluet & Denise Desjardins
2006
- 06-11 Empirical evaluation of investor rationality in the asset allocation puzzle
by Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara - 06-9 Book review of Foundations of Economic Analysis of Law, by Steven Shavell
by Georges Dionne - 06-8 Consolidation and value creation in the insurance industry: The role of governance
by Narjess Boubakri & Georges Dionne & Thouraya Triki - 06-7 Lottery qualities
by Yves Alarie & Georges Dionne - 06-6 Efficiency of insurance firms with endogenous risk management and financial intermediation activities
by David Cummins & Georges Dionne & Robert Gagné & Abdelhakim Nouira - 06-5 Estimation of the default risk of publicly traded Canadian companies
by Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu - 06-1 Heterogeneous basket options pricing using analytical approximations
by Georges Dionne & Geneviève Gauthier & Nadia Ouertani & Nabil Tahani - 04-1 Conditions ensuring the decomposition of asset demand for all risk-averse investors
by Khaïs Dachraoui & Georges Dionne
2005
- 05-9 Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
by Georges Dionne & Pierre Duchesne & Maria Pacurar - 05-7 Modélisation et estimation des effets individuels et d’entreprise avec des données de panel : une application aux flottes de véhicules
by Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin - 05-6 Mesure des effets incitatifs à la prudence au volant créés par les sanctions et évaluation du pouvoir prédictif des infractions sur le risque routier
by Georges Dionne & Jean Pinquet - 05-5 New evidence on the determinants of absenteeism using linked employer-employee
by Georges Dionne & Benoit Dostie - 05-3 Risk management and corporate governance: The importance of independence and financial knowledge for the board and the audit committee
by Georges Dionne & Thouraya Triki - 05-2 Testing explanations of preference reversal: A model
by Yves Alarie & Georges Dionne - 04-7 Vehicle and fleet random effects in a model of insurance rating for fleets of vehicles
by Jean-François Angers & Denise Desjardins & Georges Dionne & François Guertin
2004
- 04-6 Book review of: Credit risk: Pricing, measurement, and management
by Georges Dionne - 04-5 Separating moral hazard from adverse selection in automobile insurance: Longitudinal evidence from France
by Georges Dionne & Pierre-Carl Michaud & Maki Dahchour - 04-4 On risk management determinants: What really matters?
by Georges Dionne & Thouraya Triki - 04-3 On the necessity of using lottery qualities
by Yves Alarie & Georges Dionne - 04-2 La perception des risques d'accident et d'arrestation lors de conduite avec facultés affaiblies
by Georges Dionne & Claude-Denys Fluet & Denise Desjardins & Stéphane Messier - 03-8 The foundations of banks’ risk regulation: A review of the literature
by Georges Dionne - 03-7 The (1992) bonus-malus system in Tunisia: An empirical evaluation
by Georges Dionne & Olfa Ghali - 03-2 Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay
by Kais Dachraoui & Georges Dionne & Louis Eeckhoudt & Philippe Godfroid
2003
- 03-6 Modèle bayésien de tarification de l’assurance des flottes de véhicules
by Jean-François Angers & Denise Desjardins & Georges Dionne - 03-4 Risk management and corporate governance
by Danielle Blanchard & Georges Dionne - 03-1 Banks’ capital, securitization and credit Risk: An empirical evidence for Canada
by Georges Dionne & Tarek Harchaoui
2002
- 02-6 Traffic safety diagnostic and application of countermeasures for rural roads in Burkina Faso
by Dominique Lord & Hamidou Mamadou Abdou & Antoine N’Zué & Georges Dionne & Claire Laberge-Nadeau - 02-4 Les déterminants du comportement des banques canadiennes en matière de titrisation
by Rachid Aqdim & Georges Dionne & Tarek Harchaoui - 02-3 Book Review of: Risk Management, by Michel Crouhy, Dan Galai and Robert Mark
by Héla Dahen & Georges Dionne - 02-2 How to make a public choice about the value of a statistical life: The case of road safety
by Georges Dionne & Paul Lanoie - 02-1 Statistical analysis of value-of-life estimates using hedonic wage method
by Georges Dionne & Pierre-Carl Michaud - 01-6 Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data
by Maki Dahchour & Georges Dionne
2001
- 99-3 Capital structures and compensation policies
by Kais Dachraoui & Georges Dionne - 01-5 The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance
by Georges Dionne & Mathieu Maurice & Jean Pinquet & Charles Vanasse - 01-4 Commitment and automobile insurance regulation in France, Quebec and Japan
by Georges Dionne - 01-3 La perception du risque d'être arrêté chez les camionneurs et transporteurs routiers
by Georges Dionne & Denise Desjardins & Marie-Gloriose Ingabire & Rachid Aqdim - 01-2 Optimal cognitive processes for lotteries
by Yves Alarie & Georges Dionne - 01-1 Stochastic dominance and optimal portfolio
by Kais Dachraoui & Georges Dionne
2000
- 00-12 Optimal financial portfolio and dependence of risky assets
by Kais Dachraoui & Georges Dionne - 00-11 Risk Management Determinants Affecting Firms' Values in the Gold Mining Industry: New Empirical Results
by Georges Dionne & Martin Garand - 00-10 Comparative mixed risk aversion
by Kais Dachraoui & Georges Dionne & Louis Eeckhoudt & Philippe Godfroid - 00-9 Une mesure empirique des déterminants qui affectent la gestion des risques des entreprises non financières
by Georges Dionne & Martin Garand - 00-5 Adverse Selection in Insurance Markets
by Georges Dionne & Neil Doherty & Nathalie Fombaron - 00-4 The Empirical Measure of Information Problems with Emphasis on Insurance Fraud
by Georges Dionne - 00-3 Experience Rating Schemes for Fleets of Vehicles
by Denise Desjardins & Georges Dionne & Jean Pinquet - 00-1 Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance
by Georges Dionne & Robert Gagné
1999
- 99-4 Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment
by Georges Dionne & Claude Fluet - 99-2 L’évaluation des risques d’accidents des transporteurs routiers : des résultats préliminaires
by Georges Dionne & Denise Desjardins & Jean Pinquet - 99-1 Proper risk behavior
by Kais Dachraoui & Georges Dionne & Louis Eeckhoudt & Philippe Godfroid - 98-3 Information structure, labor contracts and the strategic use of debt
by Kais Dachraoui & Georges Dionne - 97-9 Diffidence theorem and state dependent preferences
by Georges Dionne & Marie-Gloriose hW - 96-1 Corporate insurance with optimal financial contracting
by Bernard Caillaud & Georges Dionne & Bruno Jullien
1998
- 98-18 Le non-respect du code de la sécurité par les conducteurs professionnels en fonction des caractéristiques des individus, des transporteurs et de l'environnement routier
by Georges Dionne & Claire Laberge-Nadeau & Urs Maag & Denise Desjardins & Stéphane Messier - 98-17 Some remarks about the probability weighting function
by Yves Alarie & Georges Dionne - 98-16 La mesure empirique des problèmes d'information
by Georges Dionne - 98-12 Environmental risk and extended liability: The case of green technologies
by Georges Dionne & Sandrine Spaeter - 97-11 Increases in risk and optimal portfolio
by Georges Dionne & François Gagnon & Kaïs Dachraoui - 98-9 Evidence of adverse selection in automobile insurance markets
by Georges Dionne & Christian Gouriéroux & Charles Vanasse - 98-8 Portfolio response to a shift in a return distribution: Comment
by Kais Dachraoui & Georges Dionne - 98-6 Analysis of the economic impact of medical and optometric driving standards on costs incurred by trucking firms and on the social costs of traffic accidents
by Georges Dionne & Claire Laberge-Nadeau & Denise Desjardins & Stéphane Messier & Urs Maag - 98-1 Offre d'assurance non vie: une revue de la littérature récente
by Georges Dionne - 00-0 The informational content of household decisions with applications to insurance under asymmetric information
by Georges Dionne & Christian Gouriéroux & Charles Vanasse
1997
- 97-6 Development of an expert system for the automatic detection of automobile insurance fraud
by Belhadji El Bachir & Georges Dionne - 97-5 The non-optimality of deductible contracts against fraudulent claims: an empirical evidence in automobile insurance
by Georges Dionne & Robert Gagné - 97-4 Développement d'un système expert de détection automatique de la fraude à l'assurance automobile
by Belhadji El Bachir & Georges Dionne - 97-2 Analyse de l'effet des règles d'obtention d'un permis de conduire au Québec (1991) sur la sécurité routière
by Georges Dionne & Claire Laberge-Nadeau & Urs Maag & Denise Desjardins & Stéphane Messier - 97-1 Assurance valeur à neuf et vols d’automobiles: une étude statistique
by Louis Bujold & Georges Dionne & Robert Gagné - 96-3 Une évaluation empirique de la nouvelle tarification de l'assurance automobile (1992) au Québec
by Georges Dionne & Charles Vanasse - 96-2 Insurance Fraud Estimation: More Evidence from the Quebec Automobile Insurance Industry
by Louis Caron & Georges Dionne