René Garcia

Finance · with Renault · 2000–2012

A researcher in the Science corpus: 6 papers; trusts 37 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom René Garcia trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jun Pan
  2. Yacine Aït-Sahalia
  3. Francis A. Longstaff
  4. Whitney K. Newey
  5. Tobias Adrian
  6. Sydney C. Ludvigson
  7. Peter P. Carr
  8. Gurdip Bakshi
  9. Steven Heston
  10. Jan Ericsson

Who trusts René Garcia overall

  1. Fousseni Chabi-Yo
  2. Ser-Huang Poon
  3. Ian Martin
  4. R. Kulperger
  5. É. Renault
  6. George M. Constantinides
  7. Alexandru Badescu
  8. David K. Backus

Papers from René Garcia's perspective

Ordered by how strongly the researchers René Garcia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. The Pricing of Options and Corporate Liabilities
  4. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  5. Empirical Pricing Kernels
  6. Nonparametric Risk Management and Implied Risk Aversion
  7. Bond Risk Premia
  8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. The Determinants of Credit Spread Changes

Their papers