|
2024
|
The profitability of lead–lag arbitrage at high frequency
|
International Journal of Forecasting
|
B
|
3
|
|
2023
|
Determinants and real effects of joint hedging: An empirical analysis of US oil and gas producers
|
Energy Economics
|
A
|
3
|
|
2023
|
Forecasting expected shortfall: Should we use a multivariate model for stock market factors?
|
International Journal of Forecasting
|
B
|
3
|
|
2023
|
Hierarchical random‐effects model for the insurance pricing of vehicles belonging to a fleet
|
Journal of Applied Econometrics
|
B
|
3
|
|
2022
|
Asymmetric effects of the limit order book on price dynamics
|
Journal of Empirical Finance
|
C
|
3
|
|
2022
|
Reinsurance demand and liquidity creation: A search for bicausality
|
Journal of Empirical Finance
|
C
|
3
|
|
2021
|
Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China
|
Scandanavian Journal of Economics
|
B
|
2
|
|
2018
|
Dynamic corporate risk management: Motivations and real implications
|
Journal of Banking & Finance
|
B
|
3
|
|
2017
|
The use of nonlinear hedging strategies by US oil producers: Motivations and implications
|
Energy Economics
|
A
|
3
|
|
2015
|
Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
|
Journal of Banking & Finance
|
B
|
3
|
|
2015
|
Does asymmetric information affect the premium in mergers and acquisitions?
|
Canadian Journal of Economics
|
C
|
3
|
|
2015
|
Is there any dependence between consumer credit line utilization and default probability on a term loan? Evidence from bank-customer data
|
Journal of Empirical Finance
|
C
|
3
|
|
2014
|
Detecting Regime Shifts in Credit Spreads
|
Journal of Financial and Quantitative Analysis
|
B
|
3
|
|
2014
|
Entry, imperfect competition, and futures market for the input
|
International Journal of Industrial Organization
|
B
|
2
|
|
2014
|
Credit spread changes within switching regimes
|
Journal of Banking & Finance
|
B
|
3
|
|
2014
|
When can expected utility handle first-order risk aversion?
|
Journal of Economic Theory
|
A
|
2
|
|
2014
|
Comparative Ross risk aversion in the presence of mean dependent risks
|
Journal of Mathematical Economics
|
C
|
2
|
|
2014
|
Securitization and optimal retention under moral hazard
|
Journal of Mathematical Economics
|
C
|
2
|
|
2013
|
On debt service and renegotiation when debt-holders are more strategic
|
Journal of Financial Intermediation
|
B
|
2
|
|
2013
|
Does insurance fraud in automobile theft insurance fluctuate with the business cycle?
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
2013
|
Presidential Address: Default and liquidity regimes in the bond market during the 2002–2012 period
|
Canadian Journal of Economics
|
C
|
2
|
|
2013
|
Risk Management of Nonstandard Basket Options with Different Underlying Assets
|
Journal of Futures Markets
|
C
|
3
|
|
2012
|
On the determinants of the implied default barrier
|
Journal of Empirical Finance
|
C
|
2
|
|
2011
|
The impact of prudence on optimal prevention revisited
|
Economics Letters
|
C
|
2
|
|
2011
|
A reduced form model of default spreads with Markov-switching macroeconomic factors
|
Journal of Banking & Finance
|
B
|
5
|
|
2011
|
Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
|
Review of Economics and Statistics
|
A
|
4
|
|
2010
|
Scaling models for the severity and frequency of external operational loss data
|
Journal of Banking & Finance
|
B
|
2
|
|
2009
|
The value of a statistical life: A meta-analysis with a mixed effects regression model
|
Journal of Health Economics
|
B
|
3
|
|
2009
|
Asymmetric Information and Adverse Selection in Mauritian Slave Auctions
|
Review of Economic Studies
|
S
|
3
|
|
2009
|
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
|
Journal of Empirical Finance
|
C
|
3
|
|
2009
|
Optimal Auditing with Scoring: Theory and Application to Insurance Fraud
|
Management Science
|
B
|
3
|
|
2008
|
Dynamics of insurance markets: Structure, conduct, and performance in the 21st century
|
Journal of Banking & Finance
|
B
|
2
|
|
2008
|
Empirical evaluation of the asset-allocation puzzle
|
Economics Letters
|
C
|
3
|
|
2008
|
Consolidation and value creation in the insurance industry: The role of governance
|
Journal of Banking & Finance
|
B
|
3
|
|
2007
|
Predicted risk perception and risk-taking behavior: The case of impaired driving
|
Journal of Risk and Uncertainty
|
B
|
3
|
|
2006
|
Lottery qualities
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
2004
|
Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches: R. Duncan Luce, Lawrence Erlbaum Associates, Mahwah, NJ, USA, 1999, 331 pp., Author Index, Subject Index, US$ 59.95, ISBN 0-8058-3460-5
|
Journal of Economic Behavior and Organization
|
B
|
2
|
|
2004
|
Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay
|
Journal of Risk and Uncertainty
|
B
|
4
|
|
2003
|
Risk management determinants affecting firms' values in the gold mining industry: new empirical results
|
Economics Letters
|
C
|
2
|
|
2003
|
Environmental risk and extended liability: The case of green technologies
|
Journal of Public Economics
|
A
|
2
|
|
2002
|
Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance.
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
2001
|
Stochastic dominance and optimal portfolio
|
Economics Letters
|
C
|
2
|
|
2001
|
Lottery Decisions and Probability Weighting Function.
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
2001
|
Deductible Contracts Against Fraudulent Claims: Evidence From Automobile Insurance
|
Review of Economics and Statistics
|
A
|
2
|
|
2001
|
Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
|
Journal of Political Economy
|
S
|
3
|
|
2000
|
Corporate insurance with optimal financial contracting
|
Economic Theory
|
B
|
3
|
|
1998
|
Inferring technological parameters from incomplete panel data
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Debt, moral hazard and airline safety An empirical evidence
|
Journal of Econometrics
|
A
|
4
|
|
1996
|
Non-convexities and the efficiency of equilibria in insurance markets with asymmetric information
|
Economics Letters
|
C
|
2
|
|
1996
|
A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets.
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
1996
|
Count data models for a credit scoring system
|
Journal of Empirical Finance
|
C
|
3
|
|
1994
|
Moral hazard, renegotiation and debt
|
Economics Letters
|
C
|
2
|
|
1994
|
Adverse Selection, Commitment, and Renegotiation: Extension to and Evidence from Insurance Markets.
|
Journal of Political Economy
|
S
|
2
|
|
1993
|
Relatively weak increases in risk and their comparative statics
|
Economics Letters
|
C
|
3
|
|
1993
|
Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms.
|
Journal of Risk and Uncertainty
|
B
|
2
|
|
1991
|
Workers' Compensation and Moral Hazard.
|
Review of Economics and Statistics
|
A
|
2
|
|
1989
|
An Empirical Analysis of Moral Hazard and Experience Rating.
|
Review of Economics and Statistics
|
A
|
2
|
|
1989
|
More on Insurance as a Giffen Good.
|
Journal of Risk and Uncertainty
|
B
|
3
|
|
1987
|
Adverse selection and finite-horizon insurance contracts
|
European Economic Review
|
B
|
2
|
|
1987
|
More on the geographical distribution of physicians
|
Journal of Health Economics
|
B
|
3
|
|
1985
|
Self-insurance, self-protection and increased risk aversion
|
Economics Letters
|
C
|
2
|
|
1985
|
Doctors and their workshops : A review article
|
Journal of Health Economics
|
B
|
2
|
|
1985
|
Adverse Selection, Repeated Insurance Contracts and Announcement Strategy
|
Review of Economic Studies
|
S
|
2
|