CIRANO Working Papers
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- 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
- 95s-20: Predictive Tests for Structural Change with Unknown Breakpoint

- Eric Ghysels, Alain Guay and Alastair Hall