CIRANO Working Papers

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2010s-23: Multivariate Option Pricing With Time Varying Volatility and Correlations

Jeroen Rombouts and Lars Stentoft

2010s-22: L'interaction entre les politiques sociales et les choix technologiques des entreprises: le cas de l'impôt négatif

Samir Amine and Pedro Lages Dos Santos

2010s-21: La prime au travail vs La prime pour l'emploi: l'effet sur le retour à l'emploi

Samir Amine

2010s-20: Les institutions du marché du travail et les inégalités inter-catégorielles: une comparaison France-Canada

Samir Amine

2010s-19: Assessing the Impact of a Wage Subsidy for Single Parents on Social Assistance

Guy Lacroix

2010s-18: La formation continue, un moyen de réduire les inégalités salariales entre hommes et femmes?

Nathalie Havet and Guy Lacroix

2010s-17: Are Children Decision-Makers Within the Household?

Anyck Dauphin, AbdelRahmen El Lahga, Bernard Fortin and Guy Lacroix

2010s-16: Welfare Implications of Leadership in a Resource Market Under Bilateral Monopoly

Kenji Fujiwara and Ngo Long

2010s-15: Using Innovation Surveys for Econometric Analysis

Jacques Mairesse and Pierre Mohnen

2010s-14: The Determinants of Education-Job Match among Canadian University Graduates

Brahim Boudarbat and Victor Chernoff

2010s-13: A Note on Remittances in El Salvador and Ecuador: An Analysis of Household Survey Data

Jessica Audrey Clayton and Thierry Warin

2010s-12: La crise financière: un an plus tard

Robert Amzallag

2010s-11: Peut-on mesurer les performances de développement durable?

Olivier Boiral

2010s-10: The Financial Crisis: One Year Later

Robert Amzallag

2010s-09: Does a Specific Union Impact on Wage Increases? Evidence from Canada, 1985-2007

Edison Roy César and Francois Vaillancourt

2010s-08: Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation

Yann Bramoullé, Habiba Djebbari and Bernard Fortin

2010s-07: Seasoned Equity Offerings by Small and Medium-Sized Enterprises

Cécile Carpentier, Jean-François L'Her and Jean-Marc Suret

2010s-06: Competitive Private Supply of Public Goods

Arnaud Dragicevic and Guy Meunier

2010s-05: Incentive-Compatible Adjustments from the Anchor and Correlated Equilibrium

Arnaud Dragicevic

2010s-04: Private Valuation of a Public Good in Three Auction Mechanisms

Arnaud Dragicevic and David Ettinger

2010s-03: Loss of Substitutability: A Note On Disparity between WTP and WTA

Arnaud Dragicevic

2010s-02: Measuring the Returns to R&D

Bronwyn Hall, Jacques Mairesse and Pierre Mohnen

2010s-01: The Valuation Effect of Listing Requirements: An Analysis of Venture Capital-Backed IPOs

Cécile Carpentier, Douglas Cumming and Jean-Marc Suret

2009s-48: La performance et le développement économiques du Québec: Les douze travaux d'Hercule

Marcel Boyer

2009s-47: Fair Value Accounting

Michel Magnan and Daniel Thornton

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 Galbraith and Douglas 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 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 N Soroka

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

Wladimir Raymond, Pierre Mohnen, Franz 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 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

Eric Jacquier, Sheridan Titman and Atakan Yalçin

2009s-25: 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 Galbraith

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

John Galbraith and Greg Tkacz

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

John Galbraith

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

René Garcia and Georges Tsafack