An analysis of the real interest rate under regime shifts R Garcia, P Perron The review of economics and statistics, 111-125, 1996 | 1144 | 1996 |
Asymptotic null distribution of the likelihood ratio test in Markov switching models R Garcia International Economic Review, 763-788, 1998 | 716 | 1998 |
Incorporating second-order functional knowledge for better option pricing C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia Advances in neural information processing systems 13, 2000 | 564 | 2000 |
A Monte Carlo method for optimal portfolios JB Detemple, R Garcia, M Rindisbacher The journal of Finance 58 (1), 401-446, 2003 | 387 | 2003 |
Bond liquidity premia JS Fontaine, R Garcia The Review of Financial Studies 25 (4), 1207-1254, 2012 | 369 | 2012 |
Dependence structure and extreme comovements in international equity and bond markets R Garcia, G Tsafack Journal of Banking & Finance 35 (8), 1954-1970, 2011 | 328 | 2011 |
Are the effects of monetary policy asymmetric? R Garcia, H Schaller Economic inquiry 40 (1), 102-119, 2002 | 317 | 2002 |
Pricing and hedging derivative securities with neural networks and a homogeneity hint R Garcia, R Gençay Journal of Econometrics 94 (1-2), 93-115, 2000 | 297 | 2000 |
Disequilibrium econometrics for business loans JJ Laffont, R Garcia Econometrica: Journal of the Econometric Society, 1187-1204, 1977 | 284 | 1977 |
The econometrics of option pricing R Garcia, E Ghysels, E Renault Handbook of Financial Econometrics: Tools and Techniques, 479-552, 2010 | 158 | 2010 |
Excess sensitivity and asymmetries in consumption: an empirical investigation R Garcia, A Lusardi, S Ng Journal of Money, Credit, and Banking, 154-176, 1997 | 149 | 1997 |
State dependence can explain the risk aversion puzzle F Chabi-Yo, R Garcia, E Renault The review of Financial studies 21 (2), 973-1011, 2008 | 146 | 2008 |
Empirical assessment of an intertemporal option pricing model with latent variables R Garcia, R Luger, E Renault Journal of Econometrics 116 (1-2), 49-83, 2003 | 139 | 2003 |
Generalized disappointment aversion, long-run volatility risk, and asset prices M Bonomo, R Garcia, N Meddahi, R Tédongap The Review of Financial Studies 24 (1), 82-122, 2011 | 132 | 2011 |
Structural change and asset pricing in emerging markets R Garcia, E Ghysels Journal of International Money and Finance 17 (3), 455-473, 1998 | 119 | 1998 |
Estimation of stable distributions by indirect inference R Garcia, E Renault, D Veredas Journal of Econometrics 161 (2), 325-337, 2011 | 116 | 2011 |
Incorporating Functional Knowledge in Neural Networks. C Dugas, Y Bengio, F Bélisle, C Nadeau, R Garcia Journal of Machine Learning Research 10 (6), 2009 | 100 | 2009 |
Proper conditioning for coherent VaR in portfolio management R Garcia, É Renault, G Tsafack Management Science 53 (3), 483-494, 2007 | 100 | 2007 |
Assessing misspecified asset pricing models with empirical likelihood estimators C Almeida, R Garcia Journal of Econometrics 170 (2), 519-537, 2012 | 92 | 2012 |
Economic implications of nonlinear pricing kernels C Almeida, R Garcia Management Science 63 (10), 3361-3380, 2017 | 85* | 2017 |