CIRANO Working Papers

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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

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 Rombouts and Lars Stentoft

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

Frédérique Bec, Melika Ben Salem and Marine Carrasco

2009s-17: Nonlinearity and Temporal Dependence

Xiaohong Chen, Lars 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 Hodgson

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

Dongming Zhu and John 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 Cumming and Jean-Marc Suret

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

Benoit Aubert, Suzanne Rivard and Mathieu Templier

2009s-04: Emulation in Teams and Families

Daniel Léonard and Ngo 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 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 Galbraith and Simon van Norden

2008s-27: Relative Consumption and Resource Extraction

Francisco Alvarez-Cuadrado and Ngo Long

2008s-26: Can Corruption Be Studied in the Lab? Comparing a Field and a Lab Experiment

Olivier Armantier and Amadou Boly

2008s-25: Régulation et mode de gestion: une étude économétrique sur les prix et la performance dans le secteur de l'eau potable

Marcel Boyer and Serge Garcia

2008s-24: Les rendements privés de la formation selon l'âge des travailleurs au Québec et comparaison avec l'Ontario

Benoit Dostie and Pierre Leger

2008s-23: Une analyse des déterminants de l'incidence et de l'intensité de la formation des travailleurs québécois selon l'âge et comparaison avec l'Ontario

Benoit Dostie and Pierre Leger

2008s-22: Organizational Redesign, Information Technologies and Workplace Productivity

Benoit Dostie and Rajshri Jayaraman

2008s-21: Déterminants des heures travaillées au Québec et comparaisons avec l'Ontario

Benoit Dostie

2008s-20: Physicians' Multitasking and Incentives: Empirical Evidence from a Natural Experiment

Etienne Dumont, Bernard Fortin, Nicolas Jacquemet and Bruce Shearer

2008s-19: Forest Management: are Double or Mixed Rotations Desirable?

Olfa Khazri and Pierre Lasserre

2008s-18: The Relative Income Hypothesis

Francisco Alvarez-Cuadrado and Ngo Long

2008s-17: The Effect of Perfect Monitoring of Matched Income on Sales Tax Compliance: An Experimental Investigation

Cathleen Johnson, David Masclet and Claude Montmarquette

2008s-16: Inefficacité, iniquité et marché politique: bases de l'immobilisme fiscal du Québec

Mathieu Laberge

2008s-15: La charge fiscale nette des particuliers au Québec et dans les pays du G7: le Québec est en excellente position et maintes fois champion des réductions fiscales!

Luc Godbout and Suzie St-Cerny

2008s-14: Risk Retention Groups in Medical Malpractice Insurance: A Test of the Federal Chartering Option

Patricia Born and M. Martin Boyer

2008s-13: Claims-Made and Reported Policies and Insurer Profitability in Medical Malpractice

Patricia Born and M. Martin Boyer