René Garcia

Quality of Storm-water Runoff in Three Watersheds in Elizabethtown, Kentucky

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An Analysis of the Real Interest Rate Under Regime Shifts

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An Analysis of the Real Interest Rate Under Regime Shifts

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Excess Sensitivity and Asymmetries in Consumption

An Empirical Investigation

Most empirical studies on liquidity constraints classify a consumer as being constrained on the basis of a single indicator such as the asset to incom...

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

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Risk Aversion, Intertemporal Substitution, and Option Pricing

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Special Issue on "Multivariate Volatility Models"

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Indexation, Staggering and Disinflation

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Disappointment Aversion as a Solution to the Equity Premium and the Risk-free Rate Puzzles

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Asymmetric Smiles, Leverage Effects and Structural Parameters

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Adoption of Embedded Open Source Software

The Case of Linux in Mobile Devices

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Modelling Risk Premiums in Equity and Foreign Exchange Markets

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The Macroeconomic Effects of Infrequent Information with Adjustment Costs

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Latent Variable Models for Stochastic Discount Factors

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Asymmetric Smiles, Leverage Effects and Structural Parameters

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Disappointment Aversion as a Solution to the Equity Premium and the Risk-free Rate Puzzles

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Are the Effects of Monetary Policy Asymmetric?

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Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

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The Stochastic Discount Factor

Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-order Moments

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State Dependence in Fundamentals and Preferences Explains Risk-aversion Puzzle

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