1 à 5 de 28 résultats
CS
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
Jean-Sébastien Fontaine, René Garcia et Sermin Gungor
CS
Nonparametric Tail Risk, Stock Returns and the Macroeconomy
René Garcia, Caio Almeida, Kym Ardison et Jose Vicente
CS
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns
René Garcia, Daniel Mantilla-Garcia et Lionel Martellini
CS
Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management
Marcel Boyer, M. Martin Boyer et René Garcia
CS