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Social Sciences and Humanities

D-Index
44
Citations
8789
World Ranking
4127
National Ranking
244

Overview

René Garcia is affiliated with the University of Montreal in Canada and has a research focus primarily in the fields of Economics, Econometrics, and Finance. Their scholarly contributions span 37 publications in these areas, with particular attention to finance, economics and econometrics, as well as cognitive neuroscience and experimental and cognitive psychology.

Their work covers several specialized subfields and topics. These include:

  • Finance
  • Economics and Econometrics
  • General Economics, Econometrics and Finance
  • Cognitive Neuroscience
  • Experimental and Cognitive Psychology

The main topics explored in their research are:

  • Financial Markets and Investment Strategies
  • Financial Risk and Volatility Modeling
  • Monetary Policy and Economic Impact
  • Economic theories and models
  • Market Dynamics and Volatility
  • Memory and Neural Mechanisms
  • Anxiety, Depression, Psychometrics, Treatment, Cognitive Processes

René Garcia has published papers in several venues, predominantly in economics and finance outlets, including:

  • SSRN Electronic Journal
  • RePEc: Research Papers in Economics
  • Learning & Memory
  • Transformations in banking, finance and regulation
  • Journal of Econometrics

Recent papers authored or co-authored by René Garcia encompass both financial economics and psychology-related studies. Notable publications include:

  • "Optimal portfolio strategies in the presence of regimes in asset returns," 2021, Journal of Banking & Finance
  • "Cracking the EMDR code: Recruitment of sensory, memory and emotional networks during bilateral alternating auditory stimulation," 2020, Australian & New Zealand Journal of Psychiatry
  • "Modelling Risk Premiums in Equity and Foreign Exchange Markets," 2021, RePEc: Research Papers in Economics
  • "Intermediary Leverage Shocks and Funding Conditions," 2020, SSRN Electronic Journal
  • "Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information," 2023, American Economic Journal Macroeconomics

In addition to journal articles, René Garcia has contributions in book publications, including a work titled Artificial Intelligence and Beyond for Finance published in 2023 by Transformations in banking, finance and regulation.

Frequent collaborators in their research efforts include Mohamed Bennis, Sâadia Ba-M'hamed, Asmae Lguensat, Zineb Boudjafad, and Marco Corazza, each contributing to multiple co-authored publications.

Best Publications

  • An Analysis of the Real Interest rate Under Regime Shifts

    Rene Garcia;Pierre Perron

  • Asymptotic null distribution of the likelihood ratio test in Markov switching models

    René Garcia

  • Bond Liquidity Premia

    Jean-Sébastien Fontaine;René Garcia

  • Incorporating Second-Order Functional Knowledge for Better Option Pricing

    Charles Dugas;Yoshua Bengio;François Bélisle;Claude Nadeau

  • A Monte Carlo Method for Optimal Portfolios

    Jérôme B. Detemple;René Garcia;Marcel Rindisbacher

  • Dependence Structure and Extreme Comovements in International Equity and Bond Markets

    René Garcia;Georges Tsafack

  • Disequilibrium Econometrics for Business Loans

    René Garcia;Jean-Jacques Laffont

  • Pricing and hedging derivative securities with neural networks and a homogeneity hint

    René Garcia;Ramazan Gençay

  • Are the Effects of Monetary Policy Asymmetric

    René Garcia;Huntley Schaller

  • Neurobiology of fear and specific phobias.

    René Garcia

  • Postextinction infusion of a mitogen-activated protein kinase inhibitor into the medial prefrontal cortex impairs memory of the extinction of conditioned fear.

    Sandrine Hugues;Olivier Deschaux;René Garcia

  • State Dependence Can Explain the Risk Aversion Puzzle

    Fousseni Chabi-Yo;René Garcia;Eric Renault

  • The Econometrics of Option Pricing

    René Garcia;Eric Ghysels;Eric Renault

  • Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices

    Marco Antônio Cesar Bonomo;René Garcia;Nour Meddahi;Roméo Tédongap

  • Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation

    Rene Garcia;Anna Maria Lusardi;Serena Ng

  • Plasticity in the mediodorsal thalamo-prefrontal cortical transmission in behaving mice.

    Cyril Herry;Rose-Marie Vouimba;René Garcia

  • Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables

    René Garcia;Richard Luger;Eric Renault

  • Estimation of stable distributions by indirect inference

    René Garcia;Eric Renault;Eric Renault;David Veredas

  • Structural change and asset pricing in emerging markets

    René Garcia;Eric Ghysels

  • Incorporating Second-Order Functional Knowledge for Better Option Pricing

    François Bélisle;Yoshua Bengio;Charles Dugas;René Garcia

  • Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation

    René Garcia;Serena Ng;Annamaria Lusardi

Frequent Co-Authors

Robert Jaffard
Robert Jaffard University of Bordeaux
Irit Akirav
Irit Akirav University of Haifa
Michel Baudry
Michel Baudry Western University of Health Sciences
Cyril Herry
Cyril Herry University of Bordeaux

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