Get started
Author

Benoı̂t Carmichael

Observed names: B. Carmichael, Benoit Carmichael, Benoît Carmichael, Benoît Carmichæl, Benoıˆt Carmichael, Carmichael, Benoit
Institution: Université Laval
ORCID: 0000-0001-6600-2103
Observed ORCID: 0000-0001-6600-2103
OpenAlex ID: A5084532299
Real estate as a common risk factor in bank stock returns
2018 · Benoît Carmichael, Alain Coën · Journal of Banking & Finance · 32
Real estate as a common risk factor in the financial sector: International evidence
2019 · Benoît Carmichael, Alain Coën · Finance research letters · 28
Asset pricing models with errors-in-variables
2008 · Benoît Carmichael, Alain Coën · Journal of Empirical Finance · 28
Asset pricing with skewed-normal return
2013 · Benoıˆt Carmichael, Alain Coën · Finance research letters · 25
Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
2015 · Benoit Carmichael, Gilles Koumou, et al. · SSRN Electronic Journal · 21
Macroeconomics: An Introduction to Advanced Methods
1989 · Benoit Carmichael, William M. Scarth · Canadian Journal of Economics/Revue canadienne d économique · 19
Rao’s quadratic entropy and maximum diversification indexation
2017 · Benoît Carmichael, Gilles Boevi Koumou, et al. · Quantitative Finance · 17
Real Estate and Consumption Growth as Common Risk Factors in Asset Pricing Models
2016 · Benoît Carmichael, Alain Coën · Real Estate Economics · 16
Expected returns and economic risk in Canadian financial markets
2003 · B. Carmichael, L. Samson · Applied Financial Economics · 10
Anticipated Monetary Policy in a Cash-In-Advance Economy
1989 · Benoit Carmichael · Canadian Journal of Economics/Revue canadienne d économique · 10
Anticipated Inflation and the Stock Market
1985 · Benoit Carmichael · Canadian Journal of Economics/Revue canadienne d économique · 10
Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy
2023 · Benoît Carmichael, Gilles Boevi Koumou, et al. · Journal of Quantitative Economics · 9
International portfolio choice in an overlapping generations model with transaction costs
2003 · Benoı̂t Carmichael, Alain Coën · Economics Letters · 9
Adjustment costs and factor demands in Canadian manufacturing industries
1992 · Benoit Carmichael, Serena Ng · Applied Economics · 9
Securitized and Direct Real Estate Factors in the Pricing of US Bank Stocks
2018 · Benoît Carmichael, Alain Coën · International Review of Finance · 4
Health Insurance, Liquidity and Growth
2000 · Benoit Carmichael, Yazid Dissou · Scandinavian Journal of Economics · 4
Consumption growth as a risk factor? Evidence from Canadian financial markets
2004 · Benoît Carmichæl, Lucie Samson · Journal of International Money and Finance · 3
The Determination of Risk Premiums and the Integration of the Canadian and American Stock Markets.
1996 · Benoit Carmichael · Canadian Journal of Economics/Revue canadienne d économique · 3
Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors
1995 · Stephen Gordon, Lucie Samson, et al. · Economics Letters · 3
Cycles économiques au Sénégal: une approche RBC
1995 · Benoı̂t Carmichael, Sikoro Keita, et al. · RePEc: Research Papers in Economics · 3
La Demande De Facteurs De Production Dans Le Secteur Manufacturier Quebecois;une Approche Dynamique Avec Attentes Rationnelles
1989 · Benoı̂t Carmichael, Pierre Mohnen, et al. · Annals of Economics and Statistics · 3
Inflation and Stock Prices in a Cash-in-Advance Economy
1983 · Benoı̂t Carmichael · Scholarship@Western (Western University) · 3
PDF
Erreurs sur les variables et modèles d'évaluation des actifs financiers canadiens
2008 · Benoît Carmichael, Alain Coën, et al. · Finance · 2
PDF
Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution
1994 · Stephen Gordon, Lucie Samson, et al. · RePEc: Research Papers in Economics · 2
International Portfolio Choice in an Overlapping Generations Model with Transactions Costs
2002 · Benoı̂t Carmichael, Alain Coën · RePEc: Research Papers in Economics · 1
Works count: 50
Citation count: 277
H-index: 10
I10-index: 11
Year
Topic
Type