Access Statistics for René Garcia

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns 0 0 0 119 2 3 16 227
A Monte-Carlo Method for Optimal Portfolios 0 0 1 1,525 1 1 14 3,754
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models 0 0 0 698 1 2 14 3,360
AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS 0 0 0 1 1 1 12 838
Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management 0 0 0 28 0 1 7 127
An Analysis of the Real Interest Rate Under Regime Shifts 1 1 1 860 1 2 16 3,464
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 1 0 3 11 950
An Analysis of the Real Interest rate Under Regime Shifts 0 0 0 103 1 1 17 526
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 0 11 234
An analysis of Real Interest Rate Under Regime Shifts 0 0 0 0 0 0 12 110
Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon 0 0 0 0 0 0 6 19
Are the Effects of Monetary Policy Asymmetric? 0 0 0 54 0 0 7 205
Are the Effects of Monetary Policy Asymmetric? 0 0 0 1 1 2 14 299
Are the Effects of Monetary Policy Asymmetric? 0 0 0 457 0 2 16 1,783
Are the Effects of Monetary Policy Asymmetric? 0 1 1 650 1 3 17 1,750
Artificial Intelligence and Beyond for Finance 0 0 0 0 1 1 10 24
Artificial Intelligence for Finance - Preface 0 0 0 0 0 0 5 18
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns 0 0 0 175 0 0 28 548
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 1 2 3 8 403
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 10 0 0 14 413
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 0 171 1 2 14 791
Asymmetric Smiles, Leverage Effects and Structural Parameters 0 0 1 590 2 2 14 2,608
Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models 0 0 0 8 0 0 7 65
Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models 0 0 0 0 0 0 6 136
Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models 1 1 2 868 3 3 30 4,405
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 1 313 0 2 8 1,211
Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes 0 0 0 1 0 0 21 343
Bond Liquidity Premia 0 0 0 97 0 1 17 320
Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? 0 0 0 0 0 0 7 236
Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? 0 0 0 0 0 0 18 118
Can a well-fitted equilibrium asset pricing model produce mean reversion? 0 0 0 9 1 1 9 115
Consumption and Equilibrium Asset Pricing: an Empirical Assessment 0 0 0 0 0 0 7 143
Consumption and Equilibrium Asset Pricing: an Empirical Assessment 0 0 0 0 0 1 11 222
Consumption and equilibrium asset pricing: An empirical assessment 0 0 0 24 0 0 23 149
Dependence Structure and Extreme Comovements in International Equity and Bond Markets 0 0 0 170 0 2 10 519
Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles 0 0 0 1 0 1 8 592
Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles 0 0 0 630 0 1 15 3,332
Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles 0 0 0 37 0 0 6 219
Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level 0 0 0 189 0 0 6 951
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables 0 0 0 8 2 2 10 301
Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) 0 0 0 442 0 1 9 2,283
Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables 0 0 0 84 0 1 13 367
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables 0 0 0 1 0 1 11 255
Estimation of stable distributions by indirect inference 0 0 1 75 4 4 17 272
Estimation of stable distributions with indirect inference 0 0 0 5 0 0 12 62
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 0 0 2 9 191
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 157 1 2 13 1,110
Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation 0 0 0 21 1 2 8 145
Extracting Tail Risk from High-Frequency S&P 500 Returns 0 0 0 8 1 1 11 37
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 1 3 27 79
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 3 34 1 3 23 157
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 27 0 0 6 113
Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices 0 0 0 88 0 0 13 267
High-Frequency Tail Risk Premium and Stock Return Predictability 1 1 1 9 1 3 21 24
Incorporating Second-Order Functional Knowledge for Better Option Pricing 0 0 1 60 2 7 19 376
Indexation, Staggering and Disinflation 0 0 0 0 0 0 7 108
Indexation, Staggering and Disinflation 0 0 0 0 0 1 7 148
Indexation, staggering and disinflation 0 0 0 11 0 0 7 67
Infrequent information, optimal time and state dependent rules, and aggregate effects 0 0 0 6 0 0 8 77
Intermediary leverage shocks and funding conditions 0 0 0 0 0 0 4 4
Latent Variable Models for Stochastic Discount 0 0 0 3 0 0 18 248
Latent Variable Models for Stochastic Discount Factors 0 0 0 128 0 0 5 531
Latent Variable Models for Stochastic Discount Factors 0 0 0 528 0 1 7 2,729
Les modèles de prévisions économiques 0 0 0 72 0 1 6 268
Letent Variable Models for Stochastic Discount Factors 0 0 0 0 0 2 7 259
MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT 0 0 0 0 0 0 9 360
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility 0 0 0 127 0 1 10 349
Measuring causality between volatility and returns with high-frequency data 0 0 0 96 1 2 14 417
Modelling Risk Premiums in Equity and Foreign Exchange Markets 0 0 0 544 0 0 6 1,697
Nonparametric Assessment of Hedge Fund Performance 0 0 0 0 2 2 8 25
Nonparametric Assessment of Hedge Fund Performance 1 1 1 11 2 3 27 68
Nonparametric Tail Risk, Stock Returns and the Macroeconomy 0 0 2 80 1 1 14 147
On the Dynamic Specification of International Asset Pricing Models 0 0 0 4 0 0 7 80
On the Dynamic Specification of International Asset Pricing Models 0 0 0 0 1 1 15 185
On the Dynamic Specification of International Asset Pricing Models 0 0 0 547 0 2 12 2,224
Optimal Rules under Adjustment Cost and Infrequent Information 0 0 0 40 0 2 8 265
Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information 0 0 2 33 0 1 15 124
Portfolio Allocation and Reinforcement Learning 0 0 0 0 0 0 6 17
Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint 0 0 4 671 1 3 25 2,348
Risk Aversion, Intertemporal Substitution, and Option Pricing 0 0 0 110 1 2 7 553
Risk Aversion, Intertemporal Substitution, and Option Pricing 0 0 0 13 1 1 10 95
Risk Aversion, Intertemporal Substitution, and Option Pricing 0 0 0 0 2 2 7 505
Risk Aversion, Intertemporal Substitution, and Option Pricing 0 0 0 848 1 2 9 4,537
Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates 0 0 0 85 1 3 12 300
Risk Premium and Risk Price in the Equity MarketRisk 0 0 0 0 0 0 7 18
State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle 0 0 0 111 0 0 17 348
State-dependent pricing under infrequent information: a unified framework 0 0 1 42 0 0 10 147
Structural Change and Asset Pricing in Emerging Markets 0 0 0 564 0 0 10 2,346
Tail Risk and Asset Prices in the Short-term 1 2 5 9 4 6 27 43
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 0 0 0 353 1 1 12 2,140
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 0 0 0 79 1 1 11 477
Tests of Conditional Asset Pricing Models in the Brazilian Stock Market 1 1 1 538 1 2 11 2,106
Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market 0 0 0 1 0 0 24 846
Tests of conditional asset pricing models in the Brazilian stock market 0 0 0 42 1 1 10 222
Tests of conditional asset pricing models in the brazilian stock market 0 0 1 6 1 2 16 417
The Alleviation of Coordination Problems through Financial Risk Management 0 0 0 40 0 1 8 198
The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach 2 2 2 154 2 2 8 598
The Econometrics of Option Pricing 0 0 1 1,259 0 0 11 3,145
The Macroeconomic Effects of Infrequent Information With Adjustment Costs 0 0 0 0 1 1 11 291
The Macroeconomic Effects of Infrequent Information with Adjustment Costs 0 0 1 30 0 0 3 234
The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments 0 0 0 191 0 0 13 778
The Value of Real and Financial Risk Management 0 0 0 311 0 0 7 1,026
The macroeconomic effects of infrequent information with adjustment costs 0 0 1 8 1 2 10 134
Time- and State-Dependent Pricing: A Unified Framework 0 0 1 26 0 1 15 108
Uncovering asset market participation from household consumption and income 0 0 0 0 0 1 11 11
Total Working Papers 8 10 36 16,558 60 127 1,263 75,934

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns 0 0 0 19 1 1 13 92
A Monte Carlo Method for Optimal Portfolios 0 0 3 284 0 1 16 628
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models 0 0 0 15 0 0 10 73
Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management 0 0 0 2 0 1 16 40
An Analysis of the Real Interest Rate under Regime Shifts 1 1 3 809 1 7 27 2,030
Application of a simulation software to the analysis of a peasant farming system 0 1 1 8 1 2 6 52
Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon 0 0 0 13 1 4 9 50
Are the Effects of Monetary Policy Asymmetric? 0 0 0 0 0 2 18 463
Assessing and valuing the nonlinear structure of hedge fund returns 0 0 0 31 1 1 11 106
Assessing misspecified asset pricing models with empirical likelihood estimators 0 0 0 69 0 0 20 250
Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models 0 0 0 1 1 8 22 2,339
Asymptotic Properties of Monte Carlo Estimators of Derivatives 0 0 0 6 0 1 12 60
Asymptotic properties of Monte Carlo estimators of diffusion processes 0 0 1 42 0 0 16 186
Bond Liquidity Premia 0 0 1 46 0 5 17 195
Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? 0 0 0 63 1 1 11 400
Comment 0 0 0 4 0 0 7 43
Consumption and equilibrium asset pricing: An empirical assessment 0 0 0 59 0 0 7 219
Dependence structure and extreme comovements in international equity and bond markets 0 0 0 97 1 1 22 415
Disentangling risk aversion and intertemporal substitution through a reference level 0 0 0 54 1 2 14 213
Disequilibrium Econometrics for Business Loans 0 0 0 211 0 1 9 510
Econometric methods for derivative securities and risk management 0 0 0 84 0 0 9 223
Economic Implications of Nonlinear Pricing Kernels 1 1 1 5 3 3 15 47
Empirical assessment of an intertemporal option pricing model with latent variables 0 0 0 89 0 0 7 307
Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 0 11 30
Estimation of objective and risk-neutral distributions based on moments of integrated volatility 0 0 0 51 0 0 2 222
Estimation of stable distributions by indirect inference 0 0 0 87 1 1 12 270
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation 0 0 0 1 2 2 11 529
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices 0 0 0 34 0 0 11 126
High-Frequency Tail Risk Premium and Stock Return Predictability 0 0 2 4 1 2 30 34
Identification, inference and risk 0 0 10 13 0 1 21 30
Indexation, staggering and disinflation 0 0 0 34 0 1 5 118
Information asymétrique, contraintes de liquidité et investissement 0 0 0 10 0 1 10 101
Intermediary Leverage Shocks and Funding Conditions 2 4 7 11 3 9 26 43
Intertemporal asset allocation: A comparison of methods 0 0 2 75 0 0 12 193
L'effet redistributif de l'inflation de 1969 a 1975 sur les menages canadiens. (With English summary.) 0 0 0 7 0 1 3 148
La théorie économique de l’information: exposé synthétique de la littérature 0 0 0 36 0 0 12 248
Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility 0 0 0 17 0 0 12 70
Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence: identification des facteurs de risque et tests de changement structurel 0 0 0 18 0 1 7 166
Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 1 1 34 1 3 19 171
Nonparametric assessment of hedge fund performance 0 0 0 6 1 1 15 52
Optimal portfolio strategies in the presence of regimes in asset returns 1 1 3 23 1 2 17 73
Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information 0 0 0 6 1 2 13 40
Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) 0 0 0 0 0 0 7 11
Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) 0 0 0 8 1 1 6 28
Pricing and hedging derivative securities with neural networks and a homogeneity hint 0 0 1 203 1 3 24 633
Prime de risque et prix du risque sur les actions 0 0 0 3 0 1 6 21
Proper Conditioning for Coherent VaR in Portfolio Management 0 0 0 15 0 1 13 92
Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy 0 0 0 2 0 0 9 39
Representation formulas for Malliavin derivatives of diffusion processes 0 0 1 55 0 0 10 166
Risk aversion, intertemporal substitution, and the term structure of interest rates 0 0 0 0 2 2 14 90
Special Issue on "Multivariate Volatility Models" 0 0 0 25 0 1 7 87
State Dependence Can Explain the Risk Aversion Puzzle 0 0 0 37 0 1 11 126
Structural change and asset pricing in emerging markets 0 0 0 90 0 0 8 328
Tests of conditional asset pricing models in the Brazilian stock market 0 0 0 87 0 1 8 298
The Canadian macroeconomy and the yield curve: an equilibrium-based approach 0 0 0 21 0 0 8 175
The Canadian macroeconomy and the yield curve: an equilibrium‐based approach 0 0 0 0 0 1 8 17
The JFEC Invited Lecture at the 2008 SoFiE Conference 0 0 0 7 0 0 3 42
The JFEC Invited Lecture at the 2009 SoFiE Conference 0 0 0 13 0 0 1 70
The long and the short of the risk-return trade-off 0 0 0 14 0 0 10 122
The macroeconomic effects of infrequent information with adjustment costs 0 0 1 1 0 0 9 18
The macroeconomic effects of infrequent information with adjustment costs 0 0 0 49 0 0 10 406
The option CAPM and the performance of hedge funds 0 0 0 47 1 1 10 199
Uncovering asset market participation from household consumption and income 0 0 1 1 0 2 20 26
Uses of first line emergency services in Cuba 0 0 0 7 0 0 6 65
Viewpoint: Option prices, preferences, and state variables 0 0 0 29 1 2 9 160
Viewpoint: Option prices, preferences, and state variables 0 0 0 0 0 3 11 18
Total Journal Articles 5 9 39 3,194 29 88 791 14,842

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Portfolio Allocation and Reinforcement Learning 0 0 2 5 0 4 20 27
Total Chapters 0 0 2 5 0 4 20 27

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10