Significant articles
Dionne, G., Li, J., Okou, C., 2024. An alternative representation of the C-CAPM with higher-order risks, The Geneva Risk and Insurance Review 49, 194–233.
Poutré, C., Dionne, G., Yergeau, G., 2024. The profitability of lead-lag arbitrage at high-frequency. International Journal of Forecasting 40, 3, 1002-1021.
Poutré, C., Dionne, G., Yergeau, G., 2023. International high-frequency arbitrage for cross-listed stocks. International Review of Financial Analysis 89, article 102777.
Desjardins, D., Dionne, G., Lu, Y., 2023. Hierarchical random-effects model for insurance pricing of vehicles belonging to a fleet. Journal of Applied Econometrics 38, 2, 242-259.
Fortin, A.P., Simonato, J.G., Dionne, G., 2023. Forecasting expected shortfall: Should we use a multivariate model for stock market factors? International Journal of Forecasting 39, 1, 314-331.
Desjardins, D., Dionne, G., Koné, N., 2022. Reinsurance demand and liquidity creation: A search for bicausality. Journal of Empirical Finance 66, 137-154.
Cenesizoglu, T., Dionne, G., Zhou, X., 2021. Asymmetric effects of the limit order book on price dynamics. Journal of Empirical Finance 65, 77-98.
Dionne, G., Liu, Y., 2021. Effects of insurance incentives on road safety: Evidence from a natural experiment in China. Scandinavian Journal of Economics 123, 2, 453-477.
Akari, M.A., Ben-Abdallah, R., Breton, M., Dionne, G., 2021. The impact of central clearing on the market for single-name credit default swaps. North American Journal of Economics and Finance 56, no 101346.
Dionne, G., Zhou, X., 2020. The dynamics of ex-ante weighted spread: An empirical analysis. Quantitative Finance 20, 4, 593-617.
Angers, J.F., Desjardins, D., Dionne, G., Guertin, J.F., 2018. Modelling and estimating individual and firm effects with count panel data. Astin Bulletin 48, 1049-1078.
Dionne, G., Gueyie, J.P., Mnasri, M., 2018. Dynamic corporate risk management: Motivations and real implications. Journal of Banking and Finance 95, 97-111.
Mnasri, M., Dionne, G., Gueyie, J.P., 2017. The use of nonlinear hedging strategies by US oil producers: Motivations and implications. Energy Economics 63, 348-364.
Bergerès, A.S., D'Astous, P., Dionne, G., 2015. 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.
Dionne, G., La Haye, M., Bergerès, A.S., 2015. Does asymmetric information affect the premium in mergers and acquisitions? Canadian Journal of Economics 48, 3, 819-852.
Dionne, G., Pacurar, M., Zhou, X., 2015. 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.
Maalaoui Chun, O., Dionne, G., François, P., 2014. Detecting regime shifts in credit spreads. Journal of Financial and Quantitative Analysis 49, 5/6, 1339-1364.
Dionne, G., Malekan, S., 2014. Securitization and optimal retention under moral hazard. Journal of Mathematical Economics 55, 74-85.
Dionne, G., Li, J., 2014. When can expected utility handle first-order risk aversion? Journal of Economic Theory 154, 403-422.
Maalaoui Chun, O., Dionne, G., François, P., 2014. Credit spread changes within switching regimes. Journal of Banking and Finance 49, 41-55.
Dionne, G., Santugini, M., 2014. Entry, imperfect competition, and futures market for the input. International Journal of Industrial Organization 35, 70-83.
Dionne, G., Maalaoui Chun, O., 2013. Default and liquidity regimes in the bond market during the 2002-2012 period. Canadian Journal of Economics 46, 4, 1160-1195.
Dionne, G., Michaud, P.C., Dahchour, M., 2013. 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.
Dionne, G., Wang, K., 2013. Does insurance fraud in automobile theft insurance fluctuate with the business cycle? Journal of Risk and Uncertainty 47, 67-92.
Aboul-Enein, S., Dionne, G., Papageorgiou, N., 2013. Performance analysis of a Collateralized Fund Obligation (CFO) equity tranche. The European Journal of Finance 19,6, 518-553.
Bourgeon, J.M., Dionne, G., 2013. On debt service and renegotiation when debt-holders are more strategic," Journal of Financial Intermediation 22, 353-372.
Dionne, G., Triki, T., 2013. On risk management determinants: What really matters? European Journal of Finance 19, 2, 145-164.
Dionne, G., Laajimi, S., 2012, On the determinants of the implied default barrie. Journal of Empirical Finance 19, 395-408.
Dionne, G., Ouederni, K., 2011. Corporate risk management and dividend signaling theory. Finance Research Letters 8, 188-195.
Dionne, G., Gauthier, G., Hammami, K., Maurice, M., Simonato, J.G., 2011. A reduced form model of default spreads with Markov-switching macroeconomic factors. Journal of Banking and Finance 35, 8, 1984-2000.
Dionne, G., Pinquet, J., Maurice, M., Vanasse, C., 2011. Incentive mechanisms for safe driving: A comparative analysis with dynamic data. The Review of Economics and Statistics 93, 1, 218-227.
Dahen, H., Dionne, G., 2010. Scaling Models for the severity and frequency of external operational loss data. Journal of Banking and Finance 34, 1484-1496.
Dionne, G., Hammami, K., Gauthier, G., Maurice, M., Simonato, J.G., 2010. Default risk in corporate yield spreads. Financial Management 39, 2, 707-731.
Dionne, G., Duchesne, P., Pacurar, M., 2009. 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.
Cummins, D., Dionne, G., Gagné, R., Nouira, A., 2009. Efficiency of insurance firms with endogenous risk management and financial intermediation activities. Journal of Productivity Analysis 32, 2, 145-159.
Dionne, G., St-Amour, P., Vencatachellum, D., 2009. Asymmetric information and adverse selection in Mauritian slave auctions. Review of Economic Studies 76, 1269-1295.
Bellavance, F., Dionne, G., Lebeau, M., 2009. The value of a statistical life: A meta-analysis with a mixed effects regression model. Journal of Health Economics 28, 2, 444-464.
Dionne, G., Giuliano, F., Picard, P., 2009. Optimal auditing with scoring: Theory and application to insurance fraud. Management Science 55, 58-70.
Boubakri, N., Dionne, G., Triki, T., 2008. Consolidation and value creation in the insurance industry: The role of governance. Journal of Banking and Finance 32, 56-68.
Dionne, G., Fluet, C., Desjardins, D., 2007. Predicted risk perception and risk-taking behavior: The case of impaired driving. Journal of Risk and Uncertainty 35, 3, 237-264.
Dionne, G., Dostie, B., 2007. New evidence on the determinants of absenteeism using linked employer-employee data. Industrial and Labor Relations Review 61, 1, 108-120.
Dachraoui, K., Dionne, G., 2007. Conditions ensuring the separability of asset demand for all risk-averse investors. European Journal of Finance 13, 397-404.
Alarie, Y., Dionne, G., 2006. Lottery qualities. Journal of Risk and Uncertainty 32, 195-216.
Dachraoui, K., Dionne, G., Eeckhoudt, L., Godfroid, P., 2004. Comparative mixed risk aversion : Definition and application to self-protection and willingness to pay. Journal of Risk and Uncertainty 29, 3, 261-276.
Dionne, G., Spaeter, S., 2003. Environmental risk and extended liability: The case of green technologies. Journal of Public Economics 87, 5-6, 1025-1060.
Dionne, G., Gagné, R., 2002. Replacement cost endorsement and opportunistic fraud in automobile insurance. Journal of Risk and Uncertainty 24, 3, 213-230.
Dionne, G., Gagné, R., 2001. Deductible contracts against fraudulent claims: Evidence from automobile insurance. Review of Economics and Statistics 83, 2, 290-301.
Alarie, Y., Dionne, G., 2001. Lottery decisions and probability weighting function. Journal of Risk and Uncertainty 22, 1, 21-33.
Dionne, G., Gouriéroux, C., Vanasse, C., 2001. Testing for evidence of adverse selection in the automobile insurance market: A comment. Journal of Political Economy 109, 2, 444-453.
Caillaud, B., Dionne, G., Jullien, B., 2000. Corporate insurance with optimal financial contracting, Economic Theory 16, 1, 77-105.
Dionne, G., Gagné, R., Vanasse, C., 1998. Measuring technical change and productivity growth with varying output qualities and incomplete panel data. Journal of Econometrics 87, 303-327.
Dionne, G., Gagné, R., Gagnon, F., Vanasse, C., 1997. Debt, moral hazard and airline safety: An empirical evidence. Journal of Econometrics 79, 379-402.
Dionne, G., Doherty, N., 1994. Adverse selection, commitment and renegotiation: Extension to and evidence from insurance markets. Journal of Political Economy 102, 2, 209-235.
Dionne, G., Eeckhoudt, L., Gollier, C., 1993. Increases in risk and optimal portfolio. International Economic Review 34, 2, 309-320.
Dionne, G., Doherty, N., 1993. Insurance with undiversifiable risk: Contract structure and organizational form of insurance firms. Journal of Risk and Uncertainty 6, 2, 187-203.
Dionne, G., Vanasse, C., 1992. Automobile insurance ratemaking in the presence of asymmetrical information. Journal of Applied Econometrics 7, 2, 149-165.
Dionne, G., St-Michel, P., 1991. Workers' compensation and moral hazard. Review of Economics and Statistics LXXXIII, 2, 236-244.
Boyer, M., Dionne, G., 1989. An empirical analysis of moral hazard and experience rating. Review of Economics and Statistics LXXXI, 1, 128-134.
Dionne, G., Lasserre, P., 1985. Adverse selection, repeated insurance contracts and announcement strategy. Review of Economic Studies 70, 4, 719-724.
Dionne, G., Eeckhoudt, L., 1985. Self-insurance, self-protection and increased risk aversion. Economics Letters 39-43.
Dionne, G., 1984. Search and insurance. International Economic Review, 357-367.
Dionne, G., 1982. Moral hazard and state-dependent utility function. Journal of Risk and Insurance 49, 3, 405-422.