Expertise

Empirical finance, derivatives, governance, political risk

Biography

CIRANO Publications by Marie-Claude Beaulieu

As an author

1 to 5 of 8 results
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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
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Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

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

Simulation