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Is illiquidity priced in an international factor pricing model? A dynamic panel data application with robust IV

International journal of finance and economics, 2023-11

2023

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Yield Curve Forecasting with the Burg Model

Journal of forecasting, 2017-01, Vol.36 (1), p.91-99

2017

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Testing Fama-French's new five-factor asset pricing model: evidence from robust instruments

Applied economics letters, 2016-04, Vol.23 (6), p.444-448

2016

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A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model

Applied economics letters, 2017-03, Vol.24 (6), p.410-416

2017

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A high performance microfluidic analyser for phosphate measurements in marine waters using the vanadomolybdate method

Talanta (Oxford), 2013-11, Vol.116, p.382-387

2013

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Examining the dynamics of illiquidity risks within the phases of the business cycle

Borsa Istanbul Review, 2019-06, Vol.19 (2), p.117-131

2019

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FFCD-1004 Clinical Trial: Impact of Cytidine Deaminase Activity on Clinical Outcome in Gemcitabine-Monotherapy Treated Patients

PloS one, 2015-08, Vol.10 (8), p.e0135907-12

2015

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Measurement of iron chemical speciation in seawater at 4°C: The use of competitive ligand exchange–adsorptive cathodic stripping voltammetry

Marine chemistry, 2013-02, Vol.149, p.63-73

2013

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The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments

Journal of asset management, 2015-09, Vol.16 (5), p.329-341

2015

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Performance comparison of two PCM candidates for new concept of compact thermal storage in solar DHW systems

Journal of energy storage, 2024-05, Vol.86 (Part A), p.111198, Article 111198

2024

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From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation

The Journal of consumer affairs, 2020-12, Vol.54 (4), p.1195-1212

2020

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The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test

PloS one, 2019-09, Vol.14 (9), p.e0221599-e0221599

2019

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Characteristics of BRAFV600E Mutant, Deficient Mismatch Repair/Proficient Mismatch Repair, Metastatic Colorectal Cancer: A Multicenter Series of 287 Patients

The oncologist (Dayton, Ohio), 2019-12, Vol.24 (12), p.e1331-e1340

2019

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Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

Applied economics, 2015-02, Vol.47 (10), p.981-989

Racicot, François-Éric

2015

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Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds

Journal of banking & finance, 2016-01, Vol.62, p.41-61

2016

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Hedge fund return higher moments over the business cycle

Economic modelling, 2019-05, Vol.78, p.73-97

2019

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Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach

Financial innovation (Heidelberg), 2022-03, Vol.8 (1), p.24-24, Article 24

2022

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Multi-moment risk, hedging strategies, & the business cycle

International review of economics & finance, 2018-11, Vol.58, p.637-675

2018

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The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach

Economic modelling, 2021-01, Vol.94, p.843-872

2021

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Too Big to Fail or Too Deceitful to be Caught?

Journal of economic issues, 2021-07, Vol.55 (3), p.736-759

2021

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Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives

Computational economics, 2020, Vol.55 (1), p.1-35

2020

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The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

International review of economics & finance, 2021-03, Vol.72, p.289-318

2021

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A high-resolution analyser for the measurement of ammonium in oligotrophic seawater

Ocean dynamics, 2011-10, Vol.61 (10), p.1555-1565

2011

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Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?

Economic modelling, 2019-05, Vol.78, p.11-31

2019

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Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly

Applied economics, 2018-07, Vol.50 (32), p.3441-3463

2018

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Is illiquidity priced in an international factor pricing model? A dynamic panel data application with robust IV

Yield Curve Forecasting with the Burg Model

Testing Fama-French's new five-factor asset pricing model: evidence from robust instruments

A panel data robust instrumental variable approach: a test of the new Fama-French five-factor model

A high performance microfluidic analyser for phosphate measurements in marine waters using the vanadomolybdate method

Examining the dynamics of illiquidity risks within the phases of the business cycle

FFCD-1004 Clinical Trial: Impact of Cytidine Deaminase Activity on Clinical Outcome in Gemcitabine-Monotherapy Treated Patients

Measurement of iron chemical speciation in seawater at 4°C: The use of competitive ligand exchange–adsorptive cathodic stripping voltammetry

The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments

Performance comparison of two PCM candidates for new concept of compact thermal storage in solar DHW systems

From wheel of fortune to wheel of misfortune: Financial crises, cycles, and consumer predation

The conditional Fama-French model and endogenous illiquidity: A robust instrumental variables test

Characteristics of BRAFV600E Mutant, Deficient Mismatch Repair/Proficient Mismatch Repair, Metastatic Colorectal Cancer: A Multicenter Series of 287 Patients

Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

Macroeconomic shocks, forward-looking dynamics, and the behavior of hedge funds

Hedge fund return higher moments over the business cycle

Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach

Multi-moment risk, hedging strategies, & the business cycle

The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach

Too Big to Fail or Too Deceitful to be Caught?

Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives

The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks

A high-resolution analyser for the measurement of ammonium in oligotrophic seawater

Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?

Heteroscedasticity of deviations in market bubble moments – how the goods and bads lead to the ugly

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