3000, chemin de la Côte-Sainte-Catherine

Montréal (Québec) H3T 2A7


Significant Articles
  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.