Significant articles
Badiel, M.L., Dionne, G., forthcoming. An overview of social inflation in the US property and casualty insurance industry in 2025. Risk Management and Insurance Review.
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 17, 1-2, 39-42.
Dionne, G., 1984. Search and insurance. International Economic Review 25, 2, 357-367.
Dionne, G., 1982. Moral hazard and state-dependent utility function. Journal of Risk and Insurance 49, 3, 405-422.