10H00 – 12H00

1. CHIHI, Foued (HEC Montréal)

The Twin Deficits Hypothesis : The Role of Terms of Trade Shock, Real Echange Rate Shock, and the Budget Deficit Persistence
Commentateur: Lin ZHANG (UQAM)

2. ESSID, Badye Omar (HEC Montréal)

Asset Pricing in an International Real Business Cycle Model with Incomplete Financial Market

Commentateur: Steve AMBLER (UQAM)

3. ENTEKHABI, Niloufar (UQAM)

Close – Embrace : Canada-US Common Trends

Commentateur: à venir

12H00 – 13H30

 LUNCH

13H30 – 15H30

4. MAALAOUI, Olfa (HEC Montréal), Georges Dionne et Pascal François (HEC Montréal)

Determinants of Credit Spread Changes Within Switching Regimes

Commentateur: Pierre CHAUSSÉ (UQAM)

5. NOUIRA, Abdelhakim (HEC Montréal),  J. David Cummins (Temple U.), Georges Dionne et Robert Gagné (HEC Montréal)

Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities

Commentateur: Matthieu CHEMIN (UQAM)

6. BOUADDI, Mohammed (HEC Montréal)

Value at Risk Forecasting with Fat-Tails Finite Mixture Asymmetric GARCH Model

Commentateur: Douglas Hodgson (UQAM)

15H30 – 16H00

7. BATANA, Yélé Mawéki (Université Laval)

Tests de dominance stochastique en mobilité

Commentateur: Ibrahima BERTÉ (UQAM)

8. BERTÉ, Ibrahima (UQAM)

Small Sample Properties of Some K-Class Estimators and Gel Estimators

Commentateur: Mohammed BOUADDI (HEC Montréal)