CIRANO Working Papers

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96s-19: Kernel Autocorrelogram for Time Deformed Processes

Eric Ghysels, Christian Gourieroux and Joann Jasiak

96s-18: A Semi-Parametric Factor Model for Interest Rates

Eric Ghysels and Serena Ng

96s-17: Recent Advances in Numerical Methods for Pricing Derivative Securities

Mark Broadie and Jerome Detemple

96s-16: American Options on Dividend-Paying Assets

Mark Broadie and Jerome Detemple

96s-15: Markov Perfect Nash Equilibria in a Class of Resource Games

Gerhard Sorger

96s-14: Ex Ante Incentives and Ex Post Flexibility

Marcel Boyer and Jacques Robert

96s-13: Monitoring New Technological Developments in the Electricity Industry: An International Perspective

Élisabeth Lefebvre, Louis A. Lefebvre and Lise Préfontaine

96s-12: Model Error in Contingent Claim Models Dynamic Evaluation

Eric Jacquier and Robert Jarrow

96s-11: Mesures de la croissance de la productivité dans un cadre d'équilibre général: L'économie du Québec entre 1978 et 1984

Gilles Bourque, Pierre Mohnen and Thijs ten Raa

96s-10: The Efficiency of Collective Bargaining in Public Schools

Daniel S. Hosken and David Margolis

96s-09: Constant Consumption and the Economic Depreciation of Natural Capital: The Non Autonomous Case

John Hartwick and Ngo Long

96s-08: Upstream Downstream Specialization by Integrated Firms in a Partially Integrated Industry

Gérard Gaudet, Ngo Long and Antoine Soubeyran

96s-07: Toward a Political Theory of Environmental Policy

Marcel Boyer and Jean-Jacques Laffont

96s-06: Work Sharing and Productivity: Evidence from a Natural Experiment

Paul Lanoie, François Raymond and Bruce Shearer

96s-05: Claims Reporting and Risk Bearing Moral Hazard in Workers' Compensation: The Canadian Context

Guylaine Baril and Paul Lanoie

96s-04: The Determinants of University Dropouts: A Sequential Decision Model with Selectivity Bias

Rachel Houle, Sophie Mahseredjian and Claude Montmarquette

96s-03: Solutions au stress financier: Un survol de la littérature

Jocelyn Martel

96s-02: The Politics and Regulation of Hydroelectricity: The Case of Quebec in the Thirties

Ruth Dupré, Patrick Joly and Michel Patry

96s-01: Cognition in Seemingly Riskless Choices and Judgments

Louis Lévy-Garboua and Claude Montmarquette

95s-51: Entry Blockading Locations

Marcel Boyer, Philippe Mahenc and Michel Moreaux

95s-50: Environmental Protection, Producer Insolvency and Lender Liability

Marcel Boyer and Jean-Jacques Laffont

95s-49: Stochastic Volatility

Eric Ghysels, Andrew Harvey and Eric Renault

95s-48: Is Workers' Compensation Disguised Unemployment Insurance?

Bernard Fortin, Paul Lanoie and Christine Laporte

95s-47: Asset and Commodity Prices with Multiattribute Durable Goods

Jerome Detemple and Christos Giannikos

95s-46: Cohort Effects and Returns to Seniority in France

David Margolis

95s-45: Costs and Benefits of Preventing Workplace Accidents: Going from a Mechanical to a Manual Handling System

Paul Lanoie and Louis Trottier

95s-44: Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter

Jin-Chuan Duan and Jean-Guy Simonato

95s-43: Empirical Martingale Simulation for Asset Prices

Jin-Chuan Duan and Jean-Guy Simonato

95s-42: Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets

Eric Ghysels, Christian Gourieroux and Joann Jasiak

95s-41: Testing the Option Value Theory of Irreversible Investment

Tarek Harchaoui and Pierre Lasserre

95s-40: Vertical Integration, Foreclosure and Profits in the Presence of Double Marginalisation

Gérard Gaudet and Ngo Long

95s-39: On the Dynamic Specification of International Asset Pricing Models

René Garcia, Eric Ghysels and Maral Kichian

95s-38: Costs and Benefits of Preventing Workplace Accidents: The Case of Participatory Ergonomics

Paul Lanoie and Sophie Tavenas

95s-37: Dynamic Incentive Contracts with Uncorrelated Private Information and History Dependent Outcomes

Gérard Gaudet, Pierre Lasserre and Ngo Long

95s-36: Some Results on the Markov Equilibria of a Class of Homogeneous Differential Games

Ngo Long and Koji Shimomura

95s-35: Capacity Commitment Versus Flexibility: The Technological Choice Nexus in a Strategic Context

Marcel Boyer and Michel Moreaux

95s-34: Signaling in Financial Reorganization: Theory and Evidence from Canada

Jocelyn Martel

95s-33: Real Investment Decisions Under Information Constraints

Gérard Gaudet, Pierre Lasserre and Ngo Long

95s-32: Market Time and Asset Price Movements Theory and Estimation

Eric Ghysels, Christian Gourieroux and Joann Jasiak

95s-31: Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects

Eric Ghysels and Joann Jasiak

95s-30: L'impact de la réglementation en matière de santé et sécurité du travail sur le risque d'accidents au Québec: de nouveaux résultats

Paul Lanoie and David StréLiski

95s-29: Heterogeneous Expectations, Short Sales Regulation and the Risk Return Relationship

Jean-François L'Her and Jean-Marc Suret

95s-28: Survol des contributions théoriques et empiriques liées au capital humain

Daniel Parent

95s-27: Wages and Mobility: The Impact of Employer-Provided Training

Daniel Parent

95s-26: Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID

Daniel Parent

95s-25: Matching, Human Capital, and the Covariance Structure of Earnings

Daniel Parent

95s-24: Integrating Environmental Issues Into Corporate Strategy: A Catalyst for Radical Organizational Innovation

Élisabeth Lefebvre, Louis A. Lefebvre and Marie Josée Roy

95s-23: Innovative Efforts as Determinants of Export Performance: The Case of Specialized Suppliers

Mario Bourgault, Élisabeth Lefebvre and Louis A. Lefebvre

95s-22: Consensus, dispersion et prix des titres

Jean-François L'Her and Jean-Marc Suret

95s-21: On Periodic Structures and Testing for Seasonal Unit Roots

Eric Ghysels, Alastair Hall and Hahn Lee