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Expertise

Empirical Finance, Derivatives, Governance, Political Risk

Biography

Marie-Claude Beaulieu has a Ph.D. in management (finance/economics) from Queen's University, and is full professor in the Department of Finance and Insurance at Université Laval. Her areas of interest are futures contracts, applied econometrics(GARCH) and capital market microstructure.
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CIRANO Publications by Marie-Claude Beaulieu

As an author

1 to 5 of 8 results
CS

Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

Econometrics, Behavioral Finance, Public Finance, Risk Management and Economic and Fiscal Policy
CS

Exact confidence sets and goodness-of-fit methods for stable distributions

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

CS

Identification-robust estimation and testing of the zero-beta CAPM

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

CS

An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices

Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

Energy and Natural Resources
CS

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

Marie-Claude Beaulieu, Jean-Marie Dufour and Lynda Khalaf

Simulation
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