Details about Christian Calmès

Christian Calmès edits the NEP report on Banking.

Access statistics for papers by Christian Calmès.

Last updated 2013-03-05. Update your information in the RePEc Author Service.

Short-id: pca19

Working Papers

2013

1. 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

2012

2. Bank systemic risk and the business cycle: Canadian and U.S. evidence
   RePAd Working Paper Series, Département des sciences administratives, UQO
3. Firms' Accruals and Tobin’s q
   RePAd Working Paper Series, Département des sciences administratives, UQO
4. The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
   RePAd Working Paper Series, Département des sciences administratives, UQO

2011

5. Bank systemic risk and the business cycle: An empirical investigation using Canadian data
   RePAd Working Paper Series, Département des sciences administratives, UQO
6. Lifting the Veil: Regulation and Shadow Banking
   e-briefs, C.D. Howe Institute
7. 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
8. The rise of shadow banking and the hidden benefits of diversification
   RePAd Working Paper Series, Département des sciences administratives, UQO

2010

9. Accruals, Cash-Flows and Tobin’s q: An Investment Perspective on Firm Accruals
   RePAd Working Paper Series, Département des sciences administratives, UQO
10. Accruals, Investment and Errors-in-Variables
    RePAd Working Paper Series, Département des sciences administratives, UQO

2009

11. 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
12. The Impact of Banking Deregulation on Canadian Banks Returns
    RePAd Working Paper Series, Département des sciences administratives, UQO
13. 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
    See also Journal Article in Journal of Banking & Finance (2010)
14. The Non-Convexity Issues in a Limited-Commitment Economy
    RePAd Working Paper Series, Département des sciences administratives, UQO

2008

15. Banking Deregulation and Financial Stability: is it Time to re-regulate in Canada ?
    RePAd Working Paper Series, Département des sciences administratives, UQO

2005

16. Financial Structure Change and Banking Income: a Canada-U.S. Comparison
    RePAd Working Paper Series, Département des sciences administratives, UQO
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
17. Self-Enforcing Labour Contracts and the Dynamics Puzzle
    Working Papers, Bank of Canada

2004

18. Financial Market Imperfection, Overinvestment,and Speculative Precaution
    Working Papers, Bank of Canada View citations (1)
19. Financial Market Imperfections and Investment: an Overview
    Finance, EconWPA View citations (1)
20. Regulatory Changes and Financial Structure: The Case of Canada
    Working Papers, Bank of Canada View citations (13)
    See also Journal Article in Swiss Journal of Economics and Statistics (SJES) (2004)
21. Regulatory Changes and New Banking: the Case of Canada
    Finance, EconWPA
22. Trends in the Canadian Financial System
    Finance, EconWPA

2003

23. Poignée de main invisible et persistance des cycles économiques: une revue de la littérature
    Working Papers, Bank of Canada

2002

24. Self-Enforcing Wage Contract and the Dynamics Puzzle
    Computing in Economics and Finance 2002, Society for Computational Economics

2000

25. Nominal Dynamics in Expected Market-Clearing Models
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal

1999

26. 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

Journal Articles

2010

1. The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data
   Journal of Banking & Finance, 2010, 34, (7), 1719-1728 View citations (7)
   See also Working Paper (2009)

2009

2. Financial structure change and banking income: A Canada-U.S. comparison
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 128-139 View citations (3)
   See also Working Paper (2005)

2008

3. The Moderator Effect of Communication in Marketing Channels of Distribution; The Case of Car’s Industry in Canada
   International Advances in Economic Research, 2008, 14, (1), 48-64

2007

4. Self-Enforcing Labour Contracts and Macroeconomic Dynamics
   International Advances in Economic Research, 2007, 13, (2), 200-213 View citations (3)

2004

5. Regulatory Changes and Financial Structure: The Case of Canada
   Swiss Journal of Economics and Statistics (SJES), 2004, 140, (I), 1-35 View citations (13)
   See also Working Paper (2004)

2003

6. La poignée de main invisible et la persistance des cycles d’affaires: un survol
   L'Actualité Economique, 2003, 79, (4), 563-581