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Rene Garcia

Affiliations: 
Université de Montréal, Montréal, Canada 
Area:
General Economics
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"Rene Garcia"
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Andrei Semenov grad student 2004 Université de Montréal
Fousseni Chabi-Yo grad student 2005 Université de Montréal

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Publications

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Almeida C, Ardison K, Garcia R. (2020) Nonparametric Assessment of Hedge Fund Performance Journal of Econometrics. 214: 349-378
Campani CH, Garcia R. (2019) Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon The North American Journal of Economics and Finance. 48: 364-384
Almeida C, Garcia R. (2017) Economic Implications of Nonlinear Pricing Kernels Management Science. 63: 3361-3380
Almeida C, Ardison K, Garcia R, et al. (2017) Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy Journal of Financial Econometrics. 15: 504-504
Almeida CIRd, Ardison KMM, Garcia R, et al. (2017) Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy Journal of Financial Econometrics. 15: 418-426
Bonomo M, Garcia R, Meddahi N, et al. (2015) The long and the short of the risk-return trade-off Journal of Econometrics. 187: 580-592
Garcia R, Mantilla-Garcia D, Martellini L. (2014) A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns Journal of Financial and Quantitative Analysis. 49: 1133-1165
Boyer M, Boyer MM, Garcia R. (2013) Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management Quarterly Journal of Finance. 3: 1350009
Fontaine J, Garcia R. (2012) Bond Liquidity Premia Review of Financial Studies. 25: 1207-1254
Dufour J, Garcia R, Taamouti A. (2012) Measuring High-Frequency Causality between Returns, Realized Volatility and Implied Volatility Journal of Financial Econometrics. 10: 124-163
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