Pascal St-Amour : Citation Profile


Are you Pascal St-Amour?

Université de Lausanne (50% share)
Swiss Finance Institute (30% share)
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) (10% share)
Centre de Recherche sur les Risques, les Enjeux Économiques et les Politiques Publiques (CRREP) (10% share)

6

H index

5

i10 index

204

Citations

RESEARCH PRODUCTION:

10

Articles

49

Papers

RESEARCH ACTIVITY:

   22 years (1994 - 2016). See details.
   Cites by year: 9
   Journals where Pascal St-Amour has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 8 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst64
   Updated: 2020-08-01    RAS profile: 2016-11-26    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pascal St-Amour.

Is cited by:

Bekaert, Geert (8)

Engstrom, Eric (7)

Normandin, Michel (6)

Dionne, Georges (6)

french, eric (6)

Krueger, Dirk (5)

Cole, Harold (5)

Rozen, Kareen (5)

Bollerslev, Tim (5)

Gonand, Frederic (4)

Sousa, Ricardo (4)

Cites to:

Campbell, John (22)

Viceira, Luis (15)

french, eric (10)

Rosen, Harvey (9)

Jones, John (9)

De Nardi, Mariacristina (8)

Prescott, Edward (8)

Mehra, Rajnish (8)

Smith, James (8)

Constantinides, George (7)

Epstein, Larry (7)

Main data


Where Pascal St-Amour has published?


Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute6

Recent works citing Pascal St-Amour (2018 and 2017)


YearTitle of citing document
2017Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance. (2017). Rowell, David ; Connelly, Luke B ; Nghiem, Son. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1103-1126.

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2018Closing Down the Shop: Optimal Health and Wealth Dynamics Near the End of Life. (2018). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1711.

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2019Consumption, Leisure, and Money. (2019). Serletis, Apostolos ; Xu, Lobo. In: Working Papers. RePEc:clg:wpaper:2019-08.

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2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

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2019The demand for banking and shadow banking services. (2019). Serletis, Apostolos ; Xu, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:132-146.

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2017Aging and health financing in the U.S.: A general equilibrium analysis. (2017). Tran, Chung ; Jung, Juergen ; Chambers, Matthew. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:428-462.

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2018Option-implied objective measures of market risk. (2018). Leiss, Matthias ; Nax, Heinrich H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:241-249.

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2018Asset pricing with beliefs-dependent risk aversion and learning. (2018). Berrada, Tony ; Rindisbacher, Marcel ; Detemple, Jerome ; De Temple, Jerome. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:3:p:504-534.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2017Health, Health Insurance, and Retirement: A Survey. (2017). Jones, John ; french, eric. In: Working Paper. RePEc:fip:fedrwp:17-03.

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2020Is Investors’ Psychology Affected Due to a Potential Unexpected Environmental Disaster?. (2020). HALKOS, GEORGE ; Zisiadou, Argyro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:151-:d:383470.

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2017Fostering Renewables and Recycling a Carbon Tax: Joint Aggregate and Intergenerational Redistributive Effects. (2017). Gonand, Frederic. In: Working Papers. RePEc:hal:wpaper:hal-01521857.

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2018An Equilibrium Model of Term Structures of Bonds and Equities. (2018). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-19.

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2017The impact of health on labour supply near retirement. (2017). french, eric ; Costa Dias, Monica ; Blundell, Richard ; Britton, Jack. In: IFS Working Papers. RePEc:ifs:ifsewp:17/18.

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2017Evaluating Consumption CAPM under Heterogeneous Preferences. (2017). Chang, Yoosoon ; Park, Joon ; Cui, Berg. In: CAEPR Working Papers. RePEc:inu:caeprp:2017013.

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2017Human Development at Risk: Economic Growth with Pollution-Induced Health Shocks. (2017). Vinogradova, Alexandra ; Bretschger, Lucas. In: Environmental & Resource Economics. RePEc:kap:enreec:v:66:y:2017:i:3:d:10.1007_s10640-016-0089-0.

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2017Background risk in consumption and the equity risk premium. (2017). Semenov, Andrei . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0556-2.

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2018Accounting for the Rise of Health Spending and Longevity. (2018). Michaud, Pierre-Carl ; Kapteyn, Arie ; Fonseca, Raquel ; Galama, Titus. In: Cahiers de recherche. RePEc:lvl:criacr:1806.

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2018The Lifetime Medical Spending of Retirees. (2018). McGee, Rory ; Jones, John ; french, eric ; De Nardi, Mariacristina ; Kirschner, Justin. In: NBER Working Papers. RePEc:nbr:nberwo:24599.

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2018Sobre volatilidad macroeconómica y dolarización de la riqueza: el caso argentino. (2018). Cesteros, Santiago Rodrigo. In: MPRA Paper. RePEc:pra:mprapa:88968.

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2018Structural Changes in the Duration of Bull Markets and Business Cycle Dynamics. (2018). Rodrigues, Paulo ; Nicolau, Joo ; Cruz, Joo . In: Working Papers. RePEc:ptu:wpaper:w201814.

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2019Testing for information asymmetry in the mortgage servicing market. (2019). Dionne, Georges ; Jedidi, Helmi. In: Working Papers. RePEc:ris:crcrmw:2019_001.

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2018Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence. (2018). de Paula, Fernando Henrique ; Moura, Guilherme Valle ; Caldeira, Joo Frois . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:38:y:2018:i:1:a:56135.

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2019Reducing pharmaceutical reimbursement price risk to lower national health expenditures without lowering R&D incentives. (2019). Wakutsu, Naohiko ; Nakamura, Hiroshi. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:13:y:2019:i:1:d:10.1007_s42495-018-0002-7.

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2017CAPM with various utility functions: Theoretical developments and application to international data. (2017). ben mabrouk, houda ; McMillan, David ; Benmabrouk, Houda ; Bedoui, Rihab. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343230.

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2017Health cost risk : A potential solution to the annuity puzzle. (2017). Peijnenburg, J. M. J., ; Werker, Bas ; Nijman, Theo . In: Other publications TiSEM. RePEc:tiu:tiutis:257e76c9-54bb-4103-bd26-95d15a6141f0.

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2017A Life-Cycle Model with Unemployment Traps. (2017). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: Working papers. RePEc:tur:wpapnw:041.

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2017On the applicability of maximum likelihood methods: From experimental to financial data. (2016). Jakusch, Sven Thorsten . In: SAFE Working Paper Series. RePEc:zbw:safewp:148.

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Works by Pascal St-Amour:


YearTitleTypeCited
2000A Preference Regime Model of Bull and Bear Markets In: American Economic Review.
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1999A Preference Regime Model of Bull and Bear Markets.(1999) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 55
paper
2001Reputation in Endogenous Production Teams In: CeNDEF Workshop Papers, January 2001.
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paper0
2004Asset Returns and State-Dependent Risk Preferences In: Journal of Business & Economic Statistics.
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article40
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: CIRANO Working Papers.
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This paper has another version. Agregated cites: 40
paper
2003Asset Returns and State-Dependent Risk Preferences.(2003) In: Cahiers de recherche.
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paper
2007Benchmarks in Aggregate Household Portfolios In: Swiss Finance Institute Research Paper Series.
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paper1
2007Benchmarks in Aggregate Household Portfolios.(2007) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has another version. Agregated cites: 1
paper
2008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions In: Swiss Finance Institute Research Paper Series.
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paper15
2009Asymmetric Information and Adverse Selection in Mauritian Slave Auctions.(2009) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 15
article
2009Health and (other) Asset Holdings In: Swiss Finance Institute Research Paper Series.
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paper29
2010A structural analysis of the health expenditures and portfolio choices of retired agents In: Swiss Finance Institute Research Paper Series.
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2015Life Cycle Responses to Health Insurance Status In: Swiss Finance Institute Research Paper Series.
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paper5
2016Life cycle responses to health insurance status.(2016) In: Journal of Health Economics.
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This paper has another version. Agregated cites: 5
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2014Life cycle responses to health insurance status.(2014) In: Health, Econometrics and Data Group (HEDG) Working Papers.
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2015Human Capital and Employment Risks Diversification In: Swiss Finance Institute Research Paper Series.
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2002Inter- vs Intra-generational Production Teams: A Young Workers Perspective In: CIRANO Working Papers.
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2002Slave Prices from Succession and Bankruptcy Sales in Mauritius, 1825--1827 In: CIRANO Working Papers.
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2003Slave prices from succession and bankruptcy sales in Mauritius, 1825-1827.(2003) In: Explorations in Economic History.
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This paper has another version. Agregated cites: 3
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2003Slaves Prices from Succession and Bankruptcy Sales in Mauritius, 1825-1827.(2003) In: Cahiers de recherche.
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2004Ratchet vs Blasé Investors and Asset Markets In: CIRANO Working Papers.
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2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations In: CIRANO Working Papers.
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2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations.(2005) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has another version. Agregated cites: 4
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2005An Empirical Analysis of U.S. Aggregate Portfolio Allocations.(2005) In: Cahiers de recherche.
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2002Canadian consumption and portfolio shares In: Canadian Journal of Economics.
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2001Canadian Consumption and Portfolio Shares.(2001) In: Cahiers de recherche CREFE / CREFE Working Papers.
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This paper has another version. Agregated cites: 1
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1996Substitution, Risk Aversion, Taste Shocks and Equity Premia In: Cahiers de recherche CREFE / CREFE Working Papers.
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1996Substitution, Risk Aversion, Taste Shocks and Equity Premia.(1996) In: Finance.
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1996Substitution, Risk Aversion, Taste Shocks and Equity Premia.(1996) In: Cahiers de recherche.
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1996Substitution, Risk Aversion, Taste Shocks and Equity Premia..(1996) In: Laval - Recherche en Politique Economique.
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1998Substitution, risk aversion, taste shocks and equity premia.(1998) In: Journal of Applied Econometrics.
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1999Total Wealth, Consumption and Portfolio Shares: Evidence and Theory In: Cahiers de recherche CREFE / CREFE Working Papers.
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2003Dynamic production teams with strategic behavior In: Journal of Economic Dynamics and Control.
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2001Dynamic Production Teams with Strategic Behavior.(2001) In: Computing in Economics and Finance 2001.
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2008An empirical analysis of aggregate household portfolios In: Journal of Banking & Finance.
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2005Direct Preference Wealth in Aggregate Household Portfolios In: FAME Research Paper Series.
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1998Birds of a Feather: Teams as a Screening Mechanism In: Ecole des Hautes Etudes Commerciales de Montreal-.
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1998Birds of a Feather : Teams as a Screening Mechanism..(1998) In: Laval - Recherche en Politique Economique.
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1998Birds of a Feather: Teams as a Screening Mechanism.(1998) In: Cahiers de recherche.
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1995Measuring State-Dependent Risk Aversion Using Data Augmentation. In: Laval - Recherche en Politique Economique.
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1995Measuring State-Dependent Risk Aversion Using Data Augmentation.(1995) In: Cahiers de recherche.
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1995Canadian Excess Returns and State-Dependent Risk Aversion. In: Laval - Recherche en Politique Economique.
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1995Canadian Excess Returns and State-Dependent Risk Aversion.(1995) In: Cahiers de recherche.
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1996Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies. In: Laval - Recherche en Politique Economique.
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1996Family Organization, Retirement and Sectoral Employment in Developing Agricultural Economies.(1996) In: Cahiers de recherche.
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2003Recursive Measures of Total Wealth and Portfolio Return In: Cahiers de recherche.
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2003Recursive Measures of Total Wealth and Portfolio Return.(2003) In: Cahiers de recherche.
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2005Recursive measures of total wealth and portfolio return.(2005) In: Applied Financial Economics.
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2005Direct Preference for Wealth in Aggregate Household Portfolio In: Cahiers de Recherches Economiques du Département d'économie.
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2007Information Asymmetry in Mauritius Slave Auctions In: Cahiers de Recherches Economiques du Département d'économie.
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2006Adverse Selection in the Market for Slaves in Mauritius, 1825-1835 In: Cahiers de recherche.
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1997Families, Insurance and Employment in Developing Agricultural Economies In: Cahiers de recherche.
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1998Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion In: Cahiers de recherche.
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1998Asset Prices with Contingent Preferences In: Cahiers de recherche.
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1998The Economics of Private Tutoring In: Cahiers de recherche.
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1998Inter-Sectorial Risk Pooling and Wage Distributions In: Cahiers de recherche.
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1994State-Dependent Risk Aversion In: Working Paper.
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2002Intergenerational Dynamic Production Teams In: Computing in Economics and Finance 2002.
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2016Closing Down the Shop: Optimal Health and Wealth Dynamics near the End of Life In: Health, Econometrics and Data Group (HEDG) Working Papers.
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