AMAYA, Diego, BÉGIN, Jean-François, GAUTHIER, Geneviève;
« The Informational Content of High-Frequency Option Prices »,
Management Science, vol. 68, no 3, 2022, p. 2166-2201.
FRANÇOIS, Pascal, GALARNEAU-VINCENT, Rémi, GAUTHIER, Geneviève, GODIN, Frédéric;
« Venturing into uncharted territory: An extensible implied volatility surface model »,
Journal of Futures Markets, vol. 42, no 10, 2022, p. 1912-1940.
BÉGIN, Jean-François, AMAYA, Diego, GAUTHIER, Geneviève, MALETTE-CAMPEAU, Marie-Eve;
« On the Estimation of Jump-Diffusion Models Using Intraday Data: A Filtering-Based Approach »,
SIAM Journal on Financial Mathematics, vol. 11, no 4, 2020, p. 1168-1208.
BÉGIN, Jean-François, DORION, Christian, GAUTHIER, Geneviève;
« Idiosyncratic Jump Risk Matters: Evidence from Equity Returns and Options »,
The Review of Financial Studies, vol. 33, no 1, 2019, p. 155-211.
BÉGIN, Jean-François, BOUDREAULT, Mathieu, DOLJANU, Delia Alexandra, GAUTHIER, Geneviève;
« Credit and Systemic Risks in the Financial Services Sector: Evidence From the 2008 Global Crisis »,
The Journal of Risk and Insurance, vol. 86, no 2, 2019, p. 263-296.
BOURSICOT, Delphine, GAUTHIER, Geneviève, ESFAHANI, Farhad;
« Contingent Convertible Debt: The Impact on Equity Holders »,
Risks, vol. 7, no 2, 2019, p. 1-35.
