CIRANO Working Papers

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2009s-46: The Road to Power: Partisan Loyalty and the Centralized Provision of Local Infrastructure

Marcelin Joanis

2009s-45: On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models

Sébastien Laurent, Jeroen Rombouts and Francesco Violente

2009s-44: Global Security Policies Against Terrorism and the Free Riding Problem: An Experimental Approach

Nathalie Colombier, David Masclet, Daniel Mirza and Claude Montmarquette

2009s-43: Keep it Down: An Experimental Test of the Truncated Uniform Price Auction

Maurice Doyon, Daniel Rondeau and Richard Mbala

2009s-42: When You’ve Seen One Financial Crisis…

Simon van Norden

2009s-41: Dimension Reduction and Model Averaging for Estimation of Artists’ Age-Valuation Profiles

John W. Galbraith and Douglas James Hodgson

2009s-40: Quitter ou rester: analyse des profils d’intention de départ d’agents en centre de contact – clients

Michel Cossette and Alain Gosselin

2009s-39: Intertwined Federalism: Accountability Problems under Partial Decentralization

Marcelin Joanis

2009s-38: Choice or Mimetism in the Decision to Migrate? A European Illustration

Thierry Warin and Andrew Blakely

2009s-37: Willingness to Pay to Reduce Future Risk

Jim Engle-Warnick, Julie Héroux and Claude Montmarquette

2009s-36: Calibration and Resolution Diagnostics for Bank of England Density Forecasts

John W. Galbraith and Simon van Norden

2009s-35: Protecting Directors and Officers from Liability Arising from Aggressive Earnings Management

M. Martin Boyer and Amandine Hanon

2009s-34: Exploring Time-Varying Jump Intensities: Evidence from S&P500 Returns and Options

Peter Christoffersen, Kris Jacobs and Chayawat Ornthanalai

2009s-33: Option-Implied Measures of Equity Risk

Bo-Young Chang, Peter Christoffersen, Kris Jacobs and Gregory Vainberg

2009s-32: Option Valuation with Conditional Heteroskedasticity and Non-Normality

Peter Christoffersen, Redouane Elkamhi, Bruno Feunou and Kris Jacobs

2009s-31: Harnessing the Power of Focal Points To Measure Social Agreement

Jim Engle-Warnick and Stuart Soroka

2009s-30: Les déterminants de la qualité des divulgations non-financières – Le cas du Carbon Disclosure Project

Yann Kervinio

2009s-29: Innovative Sales, R&D and Total Innovation Expenditures: Panel Evidence on their Dynamics

Wladimir Raymond, Pierre Mohnen, Franz C. Palm and Sybrand Schim van der Loeff

2009s-28: A Nonparametric Copula Based Test for Conditional Independence with Applications to Granger Causality

Taoufik Bouezmarni, Jeroen VK Rombouts and Abderrahim Taamouti

2009s-27: Fair Value Accounting and the Financial Crisis: Messenger or Contributor?

Michel Magnan

2009s-26: Predicting Systematic Risk: Implications from Growth Options

Éric Jacquier, Sheridan Titman and Atakan Yalçin

2009s-25: Fair Value Accounting and the Financial Crisis: Messenger or Contributor? / Comptabilisation à la juste valeur et crise financière: rôle indicatif ou contributif?

Michel Magnan

2009s-24: Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution

Dongming Zhu and John W. Galbraith

2009s-23: A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data

John W. Galbraith and Greg Tkacz

2009s-22: The Robustness of Economic Activity to Destructive Events

John W. Galbraith

2009s-21: Dependence Structure and Extreme Comovements in International Equity and Bond Markets

René Garcia and Georges Tsafack

2009s-20: Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

René Garcia and Richard Luger

2009s-19: Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models

Jeroen VK Rombouts and Lars Stentoft

2009s-18: Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model

Frédérique Bec, Mélika Ben Salem and Marine Carrasco

2009s-17: Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars Peter Hansen and Marine Carrasco

2009s-16: Contagion émotionnelle facteur modérateur de créativité et de performance de groupe au travail?

Delphine Van Hoorebeke

2009s-15: Le comportement responsable des salariés au travail: une investigation théorique

Delphine Van Hoorebeke

2009s-14: A Test for the Presence of Central Bank Intervention in the Foreign Exchange Market With an Application to the Bank of Canada

Douglas James Hodgson

2009s-13: A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics

Dongming Zhu and John W. Galbraith

2009s-12: Private Placements by Small Public Entities: Canadian Experience

Cécile Carpentier and Jean-Marc Suret

2009s-11: What Does it Take for an R&D Tax Incentive Policy to Be Effective?

Pierre Mohnen and Boris Lokshin

2009s-10: Entrepreneurial Equity Financing and Securities Regulation: An Empirical Analysis

Cécile Carpentier and Jean-Marc Suret

2009s-09: L’éco-conception: Quels retours économiques pour l’entreprise?

Corinne Berneman, Paul Lanoie, Sylvain Plouffe and Marie-France Vernier

2009s-08: The Canadian Public Venture Capital Market

Cécile Carpentier and Jean-Marc Suret

2009s-07: Investir dans des titres de petite capitalisation: le cas de la Bourse de croissance TSX

Cécile Carpentier and Jean-Marc Suret

2009s-06: The Value of Capital Market Regulation: IPOs versus Reverse Mergers

Cécile Carpentier, Douglas J. Cumming and Jean-Marc Suret

2009s-05: The Impact of Distance on Offshore Business Relationships

Benoit A. Aubert, Suzanne Rivard and Mathieu Templier

2009s-04: Emulation in Teams and Families

Daniel Léonard and Ngo Van Long

2009s-03: Economic Policy when Models Disagree

Pauline Barrieu and Bernard Sinclair-Desgagné

2009s-02: Measuring the Sustainability of Cities: A Survey-Based Analysis of the Use of Local Indicators

Georges A. Tanguay, Juste Rajaonson, Jean-François Lefebvre and Paul Lanoie

2009s-01: Effectiveness of R&D Tax Incentives in Small and Large Enterprises in Québec

Rufin Sosthene Baghana and Pierre Mohnen

2008s-30: A Real Option Approach to the Protection of a Habitat Dependent Endangered Species

Skander Ben Abdallah and Pierre Lasserre

2008s-29: La performance économique du Québec: constats et défis (IV)

Marcel Boyer

2008s-28: The Calibration of Probabilistic Economic Forecasts

John W. Galbraith and Simon van Norden

2008s-27: Relative Consumption and Resource Extraction

Francisco Alvarez-Cuadrado and Ngo Van Long