Details about Christian Calmès

Access statistics for papers by Christian Calmès.

Last updated 2016-04-29. Update your information in the RePEc Author Service.

Short-id: pca19

Working Papers

2014

1. La titrisation aux États-Unis et au Canada
   RePAd Working Paper Series, Département des sciences administratives, UQO

2013

2. Is the Canadian banking system really “stronger” than the U.S. one?
   RePAd Working Paper Series, Département des sciences administratives, UQO
3. 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 View citations (1)

2012

4. Bank systemic risk and the business cycle: Canadian and U.S. evidence
   RePAd Working Paper Series, Département des sciences administratives, UQO
5. Firms' Accruals and Tobin’s q
   RePAd Working Paper Series, Département des sciences administratives, UQO View citations (1)
6. The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter
   RePAd Working Paper Series, Département des sciences administratives, UQO

2011

7. Bank systemic risk and the business cycle: An empirical investigation using Canadian data
   RePAd Working Paper Series, Département des sciences administratives, UQO
8. Lifting the Veil: Regulation and Shadow Banking
   e-briefs, C.D. Howe Institute View citations (12)
9. 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
10. The rise of shadow banking and the hidden benefits of diversification
    RePAd Working Paper Series, Département des sciences administratives, UQO View citations (4)

2010

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

2009

13. 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
14. The Impact of Banking Deregulation on Canadian Banks Returns
    RePAd Working Paper Series, Département des sciences administratives, UQO
15. 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 The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data, Journal of Banking & Finance, Elsevier (2010) View citations (46) (2010)
16. The Non-Convexity Issues in a Limited-Commitment Economy
    RePAd Working Paper Series, Département des sciences administratives, UQO

2008

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

2005

18. Financial Structure Change and Banking Income: a Canada-U.S. Comparison
    RePAd Working Paper Series, Département des sciences administratives, UQO
    See also Journal Article Financial structure change and banking income: A Canada-U.S. comparison, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (28) (2009)
19. Self-Enforcing Labour Contracts and the Dynamics Puzzle
    Staff Working Papers, Bank of Canada

2004

20. Financial Market Imperfection, Overinvestment,and Speculative Precaution
    Staff Working Papers, Bank of Canada View citations (1)
21. Financial Market Imperfections and Investment: an Overview
    Finance, University Library of Munich, Germany View citations (1)
22. Regulatory Changes and Financial Structure: The Case of Canada
    Staff Working Papers, Bank of Canada View citations (21)
    See also Journal Article Regulatory Changes and Financial Structure: The Case of Canada, Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES) (2004) View citations (28) (2004)
23. Regulatory Changes and New Banking: the Case of Canada
    Finance, University Library of Munich, Germany
24. Trends in the Canadian Financial System
    Finance, University Library of Munich, Germany

2003

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

2002

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

2000

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

1999

28. 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

2014

1. Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence
   Journal of Banking & Finance, 2014, 40, (C), 388-402 View citations (13)

2013

2. Accruals, Errors-in-variables, and Tobin’s q
   Atlantic Economic Journal, 2013, 41, (2), 193-195
3. Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?
   Review of Economics & Finance, 2013, 3, 1-18 View citations (2)
4. Market-oriented banking, financial stability and macro-prudential indicators of leverage
   Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 13-34 View citations (12)
5. Time-Varying Leverage and Basel III: A Look at Canadian Evidence
   International Advances in Economic Research, 2013, 19, (3), 233-247 View citations (2)

2010

6. 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 (46)
   See also Working Paper The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data, RePAd Working Paper Series (2009) (2009)

2009

7. 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 (28)
   See also Working Paper Financial Structure Change and Banking Income: a Canada-U.S. Comparison, RePAd Working Paper Series (2005) (2005)

2008

8. 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 View citations (2)

2007

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

2004

10. Regulatory Changes and Financial Structure: The Case of Canada
    Swiss Journal of Economics and Statistics (SJES), 2004, 140, (I), 1-35 View citations (28)
    See also Working Paper Regulatory Changes and Financial Structure: The Case of Canada, Staff Working Papers (2004) View citations (21) (2004)

2003

11. La poignée de main invisible et la persistance des cycles d’affaires: un survol
    L'Actualité Economique, 2003, 79, (4), 563-581 View citations (1)