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Marie‐Hélène Gagnon

Observed names: Gagnon, Marie-Hélène, Marie-Hélà ̈ne Gagnon, Marie-Hélène Gagnon, Marie‐Helene Gagnon
Institution: Université Laval
Observed institutions: Quincy College, Université Laval
OpenAlex ID: A5063070312
They're back! Post-financialization diversification benefits of commodities
2019 · Marie-Hélène Gagnon, Guillaume Manseau, et al. · International Review of Financial Analysis · 33
The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis
2013 · Marie-Hélène Gagnon, Céline Gimet · Journal of Banking & Finance · 24
International Stock Market Cointegration Under the Risk-Neutral Measure
2016 · Marie-Hélène Gagnon, Gabriel J. Power, et al. · International Review of Financial Analysis · 20
A cross‐section analysis of financial market integration in North America using a four factor model
2009 · Marie‐Claude Beaulieu, Marie‐Hélène Gagnon, et al. · International Journal of Managerial Finance · 19
Less is more: Testing financial integration using identification-robust asset pricing models
2016 · Marie-Claude Beaulieu, Marie-Hélène Gagnon, et al. · Journal of International Financial Markets Institutions and Money · 10
One size may not fit all: Financial fragmentation and European monetary policies
2022 · Marie‐Hélène Gagnon, Céline Gimet · Review of International Economics · 7
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International Oil Market Risk Anticipations and the Cushing Bottleneck: Option-implied Evidence
2020 · Marie-Hélène Gagnon, Gabriel J. Power · The Energy Journal · 7
Unconventional economic policies and sentiment: An international assessment
2020 · Marie‐Helene Gagnon, Celine Gimet · World Economy · 7
The sum of all fears: Forecasting international returns using option-implied risk measures
2022 · Marie-Hélène Gagnon, Gabriel J. Power, et al. · Journal of Banking & Finance · 5
The Performance of Jump Models to Price Commodity Options
2023 · Constant Aka, Marie-Hélène Gagnon, et al. · The Journal of Derivatives · 4
Testing for changes in option-implied risk aversion
2016 · Marie-Hélène Gagnon, Gabriel J. Power · Review of Behavioral Finance · 4
Dynamics between crude oil and equity markets under the risk-neutral measure
2014 · Marie-Hélène Gagnon, Gabriel J. Power, et al. · Applied Economics Letters · 3
Financially sustainable optimal currency areas
2023 · André Cartapanis, Marie-Hélène Gagnon, et al. · Finance research letters · 2
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Forecasting Market Index Volatility Using Ross-Recovered Distributions
2018 · Marie-Hélène Gagnon, Gabriel J. Power, et al. · Quantitative Finance · 2
Testing Financial Integration: Finite Sample Motivated Mothods
2006 · Marie‐Claude Beaulieu, Lynda Khalaf, et al. · RePEc: Research Papers in Economics · 2
Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises
2025 · Simon-Pierre Boucher, Marie-Hélène Gagnon, et al. · The Energy Journal · 1
Commodity Option Return Predictability
2025 · Constant Aka, Marie‐Hélène Gagnon, et al. · Journal of Futures Markets · 1
Has Financialization Changed the Impact of Macro Announcements on Us Commodity Markets?
2022 · Simon-Pierre Boucher, Marie-Hélène Gagnon, et al. · SSRN Electronic Journal · 1
The impacts of standard monetary and budgetary policies on liquidity and financial markets: International evidence from the credit freeze crisis
2013 · Céline Gimet, Marie‐Hélène Gagnon · RePEc: Research Papers in Economics · 1
Forecasting WTI expected shortfall: the role of option-implied higher-order moments and the futures curve slope
2026 · Alexandra H. E. Axcrona, Synne R. Borge, et al. · Quantitative Finance
Macroprudential Policies and Inequalities in Europe: The Role of Household Portfolio Composition
2026 · Gagnon, Marie-Hélène, Gimet, Céline, et al. · HAL (Le Centre pour la Communication Scientifique Directe)
Does financial and social fragmentation matter for European gravity models?
2026 · Marie-Claude Beaulieu, Marie-Hélène Gagnon, et al. · Review of World Economics
Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty
2026 · Simon-Pierre Boucher, Marie-Hélène Gagnon, et al. · SSRN Electronic Journal
Seeing Through the ETF: Indicative NAV and Commodity Volatility Transmission
2026 · Simon-Pierre Boucher, Gabriel Power, et al. · SSRN Electronic Journal
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Let them eat cake: does financial and social fragmentation matter for International Business? Short: Social fragmentation in International Business
2024 · Marie-Claude Beaulieu, Marie-Hélène Gagnon, et al. · SSRN Electronic Journal
Works count: 32
Citation count: 153
H-index: 7
I10-index: 5
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