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Member's Details
Associate Fellows
Email
marie-claude.beaulieu@cirano.qc.ca
University
Université Laval
418 656-2131 p2926
418 656-2624
Function(s)
Ph.D., Management (finance/economics), Queen’s University
Full Professor
Department of Finance, Insurance and Real Estate
Université Laval
Director of the Department of Finance, Insurance and Real Estate
Holder of the Chair RBC Chair in Financial Innovations
Domain(s) of interest
Empirical Finance, Derivatives, Governance, Political Risk
Biography
Marie-Claude Beaulieu has a Ph.D. in management (finance/economics) from Queen's University, and is full professor in the Department of Finance and Insurance at Université Laval. Her areas of interest are futures contracts, applied econometrics(GARCH) and capital market microstructure.

List of scientific publications at CIRANO by Marie-Claude Beaulieu

Code Publications
2015s-25 WP Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Exact confidence sets and goodness-of-fit methods for stable distributions
2011s-21 WP Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Identification-robust estimation and testing of the zero-beta CAPM
2011s-22 WP Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf et Maral Kichian. An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
2005s-03 WP Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
2003s-34 WP Jean-Marie Dufour, Lynda Khalaf et Marie-Claude Beaulieu. Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models
2003s-33 WP Jean-Marie Dufour, Lynda Khalaf et Marie-Claude Beaulieu. Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models
2002s-85 WP Marie-Claude Beaulieu, Jean-Marie Dufour et Lynda Khalaf. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach

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