3000, chemin de la Côte-Sainte-Catherine

Montréal (Québec) H3T 2A7

1-514-340-5651

 
Significant Articles
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  1. Optimal Form of Retention for Securitized Loans under Moral Hazard
    Georges Dionne and Sara Malekan, Risks, October 2017.

  2. Dionne, G., Gueyie, J.P., Mnasri, M., Dynamic Corporate Risk Management: Motivations and Real Implications, Journal of Banking and Finance, 2017.

  3. Mnasri, M., Dionne, G., Gueyie, J.P., «The use of nonlinear hedging strategies by US oil producers: Motivations and implications», Energy Economics 63, 348-364, March 2017.

  4. Bergerès, A.S., D’Astous, P., Dionne, G. “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 33, 276-286, September 2015.

  5. Dionne, G., La Haye, M., Bergerès, A.S., “Does Asymmetric Information Affect the Premium in Mergers and Acquisitions?” Canadian Journal of Economics 48, 3, 819-852, August 2015.

  6. Dionne, G., Pacurar, M., Zhou, X., “Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse.” Journal of Banking and Finance 59, 202-219, June 2015.

  7. Maalaoui Chun, O., Dionne, G., François, P. “Detecting Regime Shifts in Credit Spreads,” Journal of Financial and Quantitative Analysis 49, 5/6, 1339-1364, October/December 2014.

  8. Dionne, G., Malekan, S., “Securitization and Optimal Retention under Moral Hazard”, Journal of Mathematical Economics 55, 74-85, December 2014.

  9. Dionne, G., Li, J. “When Can Expected Utility Handle First-order Risk Aversion?” Journal of Economic Theory 154, 403-422, October 2014.

  10. Maalaoui Chun, O., Dionne, G., François, P., “Credit Spread Changes within Switching Regimes,” Journal of Banking and Finance 49, 41-55, December 2014.

  11. Dionne, G., Santugini, M. “Entry, Imperfect Competition, and Futures Market for the Input”, International Journal of Industrial Organization 35, 70-83, July 2014.

  12. Dionne, G., Li, J., “Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks,” Journal of Mathematical Economics 51, 128-135, March 2014.

  13. Dionne, G., Maalaoui Chun, O. “Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period,” Canadian Journal of Economics 46, 4, 1160-1195, November 2013.

  14. Dionne, G., Michaud, P.C., Dahchour, M., “Separating Moral Hazard from Adverse Selection and Learning in Automobile Insurance: Longitudinal Evidence from France,” Journal of the European Economic Association 11, 4, 897-917, August 2013.

  15. Dionne, G., Wang, K. “Does Insurance Fraud in Automobile Theft Insurance Fluctuate with the Business Cycle?,” Journal of Risk and Uncertainty 47, 67-92, August 2013.

  16. Aboul-Enein, S., Dionne, G., Papageorgiou, N., “Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche,” The European Journal of Finance 19,6, 518-553.

  17. Bourgeon, J.M., Dionne, G. “On Debt Service and Renegotiation When Debt-holders Are More Strategic,” Journal of Financial Intermediation 22, 353-372, July 2013.

  18. Dionne, G., Gauthier, G., Ouertani, N. “Risk Management of Non-standard Basket Options with Different Underlying Assets,” Journal of Futures Markets 33, 4, 299-326, April 2013.

  19. Dionne, G., Triki, T. “On Risk Management Determinants: What Really Matters?,” European Journal of Finance 19, 2, 145-164, January 2013.

  20. Dionne, G., Laajimi, S., “On the Determinants of the Implied Default Barrier,” Journal of Empirical Finance 19, 395-408, June 2012.

  21. Dionne, G., Ouederni, K., “Corporate risk management and dividend signaling theory,” Finance Research Letters 8, 188-195, December 2011.

  22. Dionne, G., Li, J., “The Impact of Prudence on Optimal Prevention Revisited,” Economics Letters 113, 147-149, November 2011.

  23. Dionne, G., Gauthier, G., Hammami, K., Maurice, M., Simonato, J.G., “A Reduced Form Model of Default Spreads with Markov-Switching Macroeconomic Factors,” Journal of Banking and Finance 35, 8, 1984-2000, August 2011.

  24. Dionne, G., Pinquet, J., Maurice, M., Vanasse, C., “Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data,” The Review of Economics and Statistics 93, 1, 218-227, February 2011.

  25. Dahen, H., Dionne, G., Zajdenweber, D., “A Practical Application of Extreme Value Theory to Operational Risk in Banks,” Journal of Operational Risk 5, 2, 63-78, Summer 2010.

  26. Dahen, H., Dionne, G., “Scaling Models for the Severity and Frequency of External Operational Loss Data,” Journal of Banking and Finance 34, 1484-1496, July 2010.

  27. Dionne, G., Hammami, K., Gauthier, G., Maurice, M., Simonato, J.G., “Default Risk in Corporate Yield Spreads,” Financial Management 39, 2, 707-731, June 2010.

  28. Dionne, G., Duchesne, P., Pacurar, M., “Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with Application to the Toronto Stock Exchange,” Journal of Empirical Finance 16, 5, 777-792, December 2009.

  29. Cummins, D., Dionne, G., Gagné, R., Nouira, A., “Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities,” Journal of Productivity Analysis 32, 2, 145-159, October 2009.

  30. Dionne, G., St-Amour, P., Vencatachellum, D., “Asymmetric Information and Adverse Selection in Mauritian Slave Auctions,” Review of Economic Studies 76, 1269-1295, October 2009.

  31. Bellavance, F., Dionne, G., Lebeau, M., “The Value of a Statistical Life: A Meta-Analysis with a Mixed Effects Regression Model,” Journal of Health Economics 28, 2, 444-464, March 2009.

  32. Dionne, G., Giuliano, F., Picard, P., “Optimal Auditing with Scoring: Theory and Application to Insurance Fraud,” Management Science 55, 58-70, January 2009.

  33. Boubakri, N., Dionne, G., Triki, T., “Consolidation and Value Creation in the Insurance Industry: The Role of Governance,” Journal of Banking and Finance 32, 56-68, January 2008.

  34. Dionne, G., Fluet, C., Desjardins, D., “Predicted Risk Perception and Risk-taking Behavior: The Case of Impaired Driving,” Journal of Risk and Uncertainty 35, 3, 237-264, December 2007.

  35. Dionne, G., Dostie, B., “New Evidence on the Determinants of Absenteeism Using Linked Employer-Employee Data,” Industrial and Labor Relations Review 61, 1, 108-120, October 2007.

  36. Dachraoui, K., Dionne, G., “Conditions Ensuring the Separability of Asset Demand for All Risk-Averse Investors,” European Journal of Finance 13, 397-404, July 2007.

  37. Alarie, Y., Dionne, G., “Lottery Qualities,” Journal of Risk and Uncertainty 32, 195-216, May 2006.

  38. Angers, J.F., Desjardins, D., Dionne, G., Guertin, F., “Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles”, Astin Bulletin 36, 1, 25-77, May 2006.

  39. Dachraoui, K., Dionne, G., Eeckhoudt, L., Godfroid, P. “Comparative Mixed Risk Aversion : Definition and Application to Self-Protection and Willingness to Pay,” Journal of Risk and Uncertainty 29, 3, 261-276, 2004.

  40. Dionne, G., Spaeter, S., “Environmental Risk and Extended Liability: The Case of Green Technologies,” Journal of Public Economics 87, 5-6, 1025-1060, 2003.

  41. Dionne, G., Gagné, R., “Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance,” Journal of Risk and Uncertainty 24, 3, 213-230, 2002.

  42. Dionne, G., Gagné, R., “Deductible Contracts Against Fraudulent Claims: Evidence from Automobile Insurance,” Review of Economics and Statistics 83, 2, 290-301, May 2001.

  43. Alarie, Y., Dionne, G., “Lottery Decisions and Probability Weighting Function,” Journal of Risk and Uncertainty 22, 1, 21-33, 2001.

  44. Dionne, G., Gouriéroux, C., Vanasse, C., “Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment,” Journal of Political Economy 109, 2, 444-453, April 2001.

  45. Dionne, G., Fluet, C., “Full Pooling in Multi-Period Contracting with Adverse Selection and Noncommitment,” Review of Economic Design 5, 1, 1-21, 2000.

  46. Caillaud, B., Dionne, G., Jullien, B., “Corporate Insurance with Optimal Financial Contracting,” Economic Theory 16, 1, 77-105, 2000.

  47. Dionne, G., Gagné, R., Vanasse, C., “Measuring Technical Change and Productivity Growth with Varying Output Qualities and Incomplete Panel Data,” Journal of Econometrics 87, 303-327, 1998.

  48. Dionne, G., Gagné, R., Gagnon, F., Vanasse, C., “Debt, Moral Hazard and Airline Safety: an Empirical Evidence,” Journal of Econometrics 79, 379-402, 1997.

  49. Dionne, G., Doherty, N., “Adverse Selection, Commitment and Renegotiation: Extension to and Evidence from Insurance Markets,” Journal of Political Economy 102, 2, 209-235, 1994.

  50. Dionne, G., Eeckhoudt, L., Gollier, C., “Increases in Risk and Optimal Portfolio,” International Economic Review 34, 2, 309-320,” May 1993.

  51. Dionne, G., Doherty, N., “Insurance with Undiversifiable Risk: Contract Structure and Organizational Form of Insurance Firms,” Journal of Risk and Uncertainty 6, 2, 187-203, 1993.

  52. Dionne, G., Vanasse, C., “Automobile Insurance Ratemaking in the Presence of Asymmetrical Information,” Journal of Applied Econometrics 7, 2, 149-165, 1992.

  53. Dionne, G., St-Michel, P., “Workers’ Compensation and Moral Hazard,” Review of Economics and Statistics LXXXIII, 2, 236-244, May 1991.

  54. Boyer, M., Dionne, G., “An Empirical Analysis of Moral Hazard and Experience Rating,” Review of Economics and Statistics LXXXI, 1, 128-134, February 1989.

  55. Dionne, G., Lasserre, P., “Adverse Selection, Repeated Insurance Contracts and Announcement Strategy,” Review of Economic Studies 70, 4, 719-724, November 1985.

  56. Dionne, G., Eeckhoudt, L., “Self-Insurance, Self-Protection and Increased Risk Aversion,” Economics Letters 39-43, February 1985.

  57. Dionne, G., “Search and Insurance,” International Economic Review, 357-367, June 1984.

  58. Dionne, G., “Moral Hazard and State-Dependent Utility Function”, Journal of Risk and Insurance 49, 3, 405-422, September 1982.