Fousseni Chabi-Yo - Central Bank Research Hub

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005

	Title	Other author(s)
Abstract Full text	Idiosyncratic Coskewness and Equity Return Anomalies Bank of Canada Working papers [View] (Paper: 2010-11, 11.05.2010) JEL: G11, G12, G14, G33	Jun Yang
Abstract Full text	On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk Bank of Canada Working papers [View] (Paper: 2008-16, 14.05.2008) JEL: C52, D58, G11, G12	Eric Ghysels Eric Renault
Abstract Full text	Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing Bank of Canada Working papers [View] (Paper: 2007-47, 22.08.2007) JEL: C52, D58, G11, G12	Eric Renault Dietmar Leisen
Abstract Full text	A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate Bank of Canada Working papers [View] (Paper: 2007-21, 28.03.2007) JEL: E12, E43, F41, G12, G15	Jun Yang
Abstract Full text	Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence Bank of Canada Working papers [View] (Paper: 2006-38, 26.10.2006) JEL: C61, G12, G13
Abstract Full text	State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle Bank of Canada Working papers [View] (Paper: 2005-09, 08.04.2005)	René Garcia Eric Renault
Abstract Full text	The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments Bank of Canada Working papers [View] (Paper: 2005-02, 10.02.2005)	René Garcia Eric Renault

Papers by year: All | 2010 | 2008 | 2007 | 2006 | 2005