Year |
Citation |
Score |
2020 |
Almeida C, Ardison K, Garcia R. Nonparametric Assessment of Hedge Fund Performance Journal of Econometrics. 214: 349-378. DOI: 10.2139/Ssrn.2307022 |
0.345 |
|
2019 |
Campani CH, Garcia R. Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon The North American Journal of Economics and Finance. 48: 364-384. DOI: 10.1016/J.Najef.2019.03.005 |
0.357 |
|
2017 |
Almeida C, Garcia R. Economic Implications of Nonlinear Pricing Kernels Management Science. 63: 3361-3380. DOI: 10.1287/Mnsc.2016.2498 |
0.494 |
|
2017 |
Almeida C, Ardison K, Garcia R, Vicente J. Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy Journal of Financial Econometrics. 15: 504-504. DOI: 10.1093/Jjfinec/Nbx010 |
0.45 |
|
2017 |
Almeida CIRd, Ardison KMM, Garcia R, Vicente J. Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy Journal of Financial Econometrics. 15: 418-426. DOI: 10.1093/Jjfinec/Nbx006 |
0.401 |
|
2015 |
Bonomo M, Garcia R, Meddahi N, Tédongap R. The long and the short of the risk-return trade-off Journal of Econometrics. 187: 580-592. DOI: 10.1016/J.Jeconom.2015.02.040 |
0.516 |
|
2014 |
Garcia R, Mantilla-Garcia D, Martellini L. A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns Journal of Financial and Quantitative Analysis. 49: 1133-1165. DOI: 10.2139/Ssrn.2202961 |
0.416 |
|
2013 |
Boyer M, Boyer MM, Garcia R. Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management Quarterly Journal of Finance. 3: 1350009. DOI: 10.2139/Ssrn.1919166 |
0.443 |
|
2012 |
Fontaine J, Garcia R. Bond Liquidity Premia Review of Financial Studies. 25: 1207-1254. DOI: 10.2139/Ssrn.966227 |
0.458 |
|
2012 |
Dufour J, Garcia R, Taamouti A. Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility Journal of Financial Econometrics. 10: 124-163. DOI: 10.2139/Ssrn.1777282 |
0.47 |
|
2012 |
Almeida CIRd, Garcia R. Assessing misspecified asset pricing models with empirical likelihood estimators Journal of Econometrics. 170: 519-537. DOI: 10.1016/J.Jeconom.2012.05.020 |
0.394 |
|
2012 |
Garcia R, Luger R. Risk aversion, intertemporal substitution, and the term structure of interest rates Journal of Applied Econometrics. 27: 1013-1036. DOI: 10.1002/Jae.1247 |
0.457 |
|
2011 |
Bonomo M, Garcia R, Meddahi N, Tédongap R. Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices Review of Financial Studies. 24: 82-122. DOI: 10.2139/Ssrn.1344584 |
0.521 |
|
2011 |
Bonomo MAC, Garcia R, Meddahi N, Tédongap R. Generalized disappointment aversion, long-run volatility risk, and asset prices Scopus. DOI: 10.1093/Rfs/Hhq116 |
0.496 |
|
2011 |
Garcia R, Lewis MA, Pastorello S, Renault E. Estimation of objective and risk-neutral distributions based on moments of integrated volatility Journal of Econometrics. 160: 22-32. DOI: 10.1016/J.Jeconom.2010.03.011 |
0.421 |
|
2011 |
Garcia R, Tsafack G. Dependence structure and extreme comovements in international equity and bond markets Journal of Banking and Finance. 35: 1954-1970. DOI: 10.1016/J.Jbankfin.2011.01.003 |
0.437 |
|
2011 |
Rios ADdl, Garcia R. The option CAPM and the performance of hedge funds Review of Derivatives Research. 14: 137-167. DOI: 10.1007/S11147-011-9062-9 |
0.46 |
|
2011 |
Rios ADdl, Garcia R. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns Journal of Applied Econometrics. 26: 193-212. DOI: 10.1002/Jae.1147 |
0.417 |
|
2010 |
Bonomo M, Carvalho C, Garcia R. State-Dependent Pricing Under Infrequent Information: A Unified Framework Staff Reports. DOI: 10.2139/Ssrn.1629242 |
0.418 |
|
2009 |
Garcia R, Ghysels E, Renault E, Rodrigues P. Special issue on 'multivariate volatility models' Journal of Financial Econometrics. 7: 339-340. DOI: 10.1093/Jjfinec/Nbp017 |
0.329 |
|
2008 |
Chabi-Yo F, Garcia R, Renault E. State dependence can explain the risk aversion puzzle Review of Financial Studies. 21: 973-1011. DOI: 10.1093/Rfs/Hhm070 |
0.651 |
|
2007 |
Garcia R, Renault E, Tsafack G. Proper conditioning for coherent VaR in portfolio management Management Science. 53: 483-494. DOI: 10.1287/Mnsc.1060.0632 |
0.36 |
|
2007 |
Garcia R, Luger R. The Canadian macroeconomy and the yield curve: An equilibrium-based approach Canadian Journal of Economics. 40: 561-583. DOI: 10.1111/J.1540-5982.2007.00421.X |
0.42 |
|
2006 |
Garcia R, Renault E, Semenov A. Disentangling risk aversion and intertemporal substitution through a reference level Finance Research Letters. 3: 181-193. DOI: 10.1016/J.Frl.2006.03.008 |
0.412 |
|
2005 |
Detemple J, Garcia R, Rindisbacher M. Asymptotic properties of Monte Carlo estimators of derivatives Management Science. 51: 1657-1675. DOI: 10.1287/Mnsc.1050.0398 |
0.317 |
|
2005 |
Garcia R, Luger R, Renault E. Viewpoint: Option prices, preferences, and state variables Canadian Journal of Economics. 38: 1-27. DOI: 10.1111/J.0008-4085.2005.00266.X |
0.544 |
|
2005 |
Detemple J, Garcia R, Rindisbacher M. Intertemporal asset allocation: A comparison of methods Journal of Banking and Finance. 29: 2821-2848. DOI: 10.1016/J.Jbankfin.2005.02.004 |
0.356 |
|
2003 |
Detemple JB, Garcia R, Rindisbacher M. A Monte Carlo Method for Optimal Portfolios Journal of Finance. 58: 401-446. DOI: 10.2139/Ssrn.228844 |
0.484 |
|
2003 |
Garcia R, Luger R, Renault E. Empirical assessment of an intertemporal option pricing model with latent variables Journal of Econometrics. 116: 49-83. DOI: 10.1016/S0304-4076(03)00103-9 |
0.506 |
|
2002 |
Garcia R, Schaller H. Are the Effects of Monetary Policy Asymmetric Economic Inquiry. 40: 102-119. DOI: 10.1093/Ei/40.1.102 |
0.352 |
|
2001 |
Bonomo MAC, Garcia R. The Macroeconomic Effects of Infrequent Information With Adjustment Costs Canadian Journal of Economics. 34: 18-35. DOI: 10.1111/0008-4085.00060 |
0.329 |
|
2001 |
Bonomo MAC, Garcia R. Tests of conditional asset pricing models in the brazilian stock market Journal of International Money and Finance. 20: 71-90. DOI: 10.1016/S0261-5606(00)00045-0 |
0.414 |
|
2000 |
Garcia R, Gençay R. Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint Journal of Econometrics. 94: 93-115. DOI: 10.1016/S0304-4076(99)00018-4 |
0.348 |
|
1998 |
Garcia R, Renault E. A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models Mathematical Finance. 8: 153-161. DOI: 10.1111/1467-9965.00049 |
0.371 |
|
1998 |
Garcia R, Ghysels E. Structural change and asset pricing in emerging markets Journal of International Money and Finance. 17: 455-473. DOI: 10.1016/S0261-5606(98)00010-2 |
0.457 |
|
1997 |
Garcia R, Lusardi AM, Ng S. Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation Journal of Money, Credit and Banking. 29: 154-176. DOI: 10.2307/2953673 |
0.38 |
|
1996 |
Bonomo M, Garcia R. Consumption and equilibrium asset pricing: An empirical assessment Journal of Empirical Finance. 3: 239-265. DOI: 10.1016/0927-5398(96)00002-3 |
0.512 |
|
1994 |
Bonomo M, Garcia R. Indexation, staggering and disinflation☆ Journal of Development Economics. 43: 39-58. DOI: 10.1016/0304-3878(94)90022-1 |
0.451 |
|
1994 |
Bonomo M, Garcia R. Can a well‐fitted equilibrium asset‐pricing model produce mean reversion? Journal of Applied Econometrics. 9: 19-29. DOI: 10.1002/Jae.3950090103 |
0.403 |
|
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