Inventaire de la production - UQO

Professeur Christian Calmès
Productions incluses dans la recherche : LIV, RAC, COC, CAC, RAP, RSC, COF, CNA, CRE, GRO, BRE, AUT,

LIV (Livre)

Calmès, Christian. Comprendre l'actualité microéconomique. GU3M. Montréal : Guérin Éditeur, 2000. 62.

RAC (Revue avec comité de lecture)

Calmès, Christian. «Portfolio analysis of big US banks’ performance: the fee business lines factor». Journal of Banking Regulation (2020) :

Calmès, Christian. «The impact of universal banking on macroeconomic dynamics: A nonlinear local projection approach». Borsa Istanbul Review (2019) :

Calmès, Christian, Raymond Théoret. "Bank fee-based shocks and the U.S. business cycle". North American Journal of Economics and Finance (2018) : Acceptée

Calmès, Christian, Raymond Theoret. "The assymetric impact of portfolio mix on bank performance over the business cycle : U.S. and Canadian Evidence". Review of Economics and Finance Vol. 6. No. 2. (2016) : p. 57-74.

Racicot, François-Éric, Raymond Théoret, Christian Calmès. "La titrisation aux États-Unis et au Canada". Revue des sciences de gestion Vol. 280. No.4. (2016) : p. 112.

Calmès, Christian, Raymond Théoret. "Product-mix and bank performance: New U.S. and Canadian evidence" . Managerial Finance Vol. 41. No. 8. (2015) : p. 773-805.

Calmès, Christian, Raymond Théoret. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence" . Journal of Banking and Finance Vol. 40. No. C. (2014) : p. 388-402.

Calmès, Christian, Denis Cormier, François-Éric Racicot, Raymond Théoret. "Accruals, Errors-in-variables, and Tobin’s q". Atlantic Economic Journal Vol.40. No.4. (2013) : p. 01-06.

Calmès, Christian, Denis Cormier, François-Éric Racicot, Raymond Théoret. "Firms'' Accruals and Tobin''s q". The IEB International Journal of Finance Vol.6. (2013) : p. 2-31.

Calmès, Christian, Raymond Théoret, Philippe Bergevin. "Time-varying leverage and Basel III: A look at Canadian evidence". International Advances in Economic Research Vol. 19. No. 3 (2013) : p. 233-247.

Calmès, Christian, Raymond Théoret. "Is the Canadian banking system really “stronger” than the U.S. one?" . Review of Economics and Finance Vol. 3 (4). (2013) : p.01-18.

Calmès, Christian, Raymond Théoret. "Market-Oriented Banking, financial stability and Macro-prudential indicators of leverage". Journal of International Financial Markets, Institutions and Money Vol. 27. (2013) : p. 13-34.

Calmès, Christian, Raymond Théoret. "The future of banking". Journal of Stock and Forex Trading Vol. 3. No. 3. (2013) :

Calmès, Christian, Raymond Théoret. "The rise of market-oriented banking and the hidden benefits of diversification". The IEB International Journal of Finance Vol. 5. (2013) : p. 88-125.

Calmès, Christian, Raymond Théoret. ''The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data''. Journal of Banking and Finance Vol. 34 . No. 7 (2010) : p. 1719-17728.

Calmès, Christian, Ying Liu. ''Financial Structure Change and Banking Income: a Canada-U.S. Comparison''. Journal of International Financial Markets, Institutions and Money Vol. 19. No. 3 (2009) : p. 128-139 .

Lévy Mangin, Jean-Pierre, Tamás Michel Koplyay, Christian Calmès. ''The Moderator Effect of Communication in Marketing Channels of Distribution: The Case of the Car Industry in Canada''. International Advances in Economic Research Vol. 14. No. 1 (2008) : p. 48-64.

Calmès, Christian. ''Self-Enforcing Labour Contracts and Macroeconomic Dynamics''. International Advances in Economic Research Vol. 13. No. 2 (2007) : p. 200-213.

Calmès, Christian. "Regulatory Changes and Financial Structure: the Case of Canada". Swiss Journal of Economics and Statistics Vol. 140. No. 1 (2004) : p. 1-35.

Calmès, Christian. "La poignée de main invisible et la persitance des cycles d'affaire : un survol". L'Actualité Économique, Revue d'analyse économique Vol. 79. No. 4 (2003) : p. 563-583.

COC (Contribution à un ouvrage collectif)

Calmès, Christian, Raymond Théoret. ''Surging OBS Activities and Banks Revenue Volatility : Or How to Explain the Declining Appeal of Bank Stocks in Canada''. Stock Market Volatility. Florida : Chapman and Hall, 2008. 506 pages.

Calmès, Christian, Raymond Théoret. ''The Macroeconomic Dynamics of a Limited-Commitment Economy : The Working of Self-Enforcing Labour Market Theory''. Emerging Topics in Macroeconomics. New York : Nova Science Publishers, 2008.

Calmès, Christian, Juan Salazar. ''Changement de la structure financière et revenus bancaires: une comparaison Canada-U.S''. Finance computationnelle et gestion des risques: ingénierie financière et applications Excel (Visual Basic) & Matlab. Québec : Presses de l'Université du Québec (PUQ), Chapitre 23, 2006. 740 pages.

Calmès, Christian, Juan Salazar. ''Variance macroéconomique conditionnelle et mesure de dispersion des actifs dans les portefeuilles bancaires''. Finance computationnelle et gestion des risques : ingénierie financière et applications Excel (Visual Basic) & Matlab. Québec : Presses de l'Université du Québec (PUQ), Chapitre 22, 2006. 740 pages.

CAC (Publications arbitrées dans des actes de colloque)

Calmès, Christian, Alejandro Garcia. "Banks Lending and Macroeconomic Uncertainty: the Case of Canada". Proceedings of the Administrative Sciences Association of Canada 2005 Conference, Vol. 26(1), 183-184. (2005).

Calmès, Christian. "Revenue Shift and Performance of U.S. Bank Holding Companies, a Discussion". Proceedings of the Bank of Canada 2003 Conference, Bank of Canada. 152-155. (2004).

RAP (Rapport de recherche)

Calmès, Christian, Raymond Théoret. 2015. “The Universal Banking Feedback Effect: U.S. and Canada Evidence”, Chaire d’information financière et organisationnelle, ESG-UQAM , Cahier de recherche 2015-06. :

Calmès, Christian, Raymond Théoret, François-Éric Racicot. 2014. "La titrisation aux États-Unis et au Canada", Chaire d’information financière et organisationnelle, ESG-UQAM , Cahier de recherche 2014-03.

Calmès, Christian, Raymond Théoret. 2013. "Is the Canadian banking system really “stronger” than the U.S. one?", Chaire d’information financière et organisationnelle, ESG-UQAM , Cahier de recherche 2013-03.

Calmès, Christian, Raymond Théoret. 2013. "The change in banks’ product mix, diversification and performance: An application of multivariate GARCH to Canadian data", Chaire d’information financière et organisationnelle, ESG-UQAM , Cahier de recherche 2013-01.

Calmès, Christian, Denis Cormier, François-Éric Racicot, Raymond Théoret. 2012. "Firms' Accruals and Tobin's q", Telfer School of Management, Université d'Ottawa, WP.2012.09.

Calmès, Christian, Raymond Théoret. 2012. "Bank systemic risk and the business cycle: Canadian and U.S. evidence", Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2012-06.

Calmès, Christian, Raymond Théoret. 2012. "The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter", Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2012-02.

Calmès, Christian, Raymond Théoret. 2011. "Bank systemic risk and the business cycle: An empirical investigation using Canadian data", Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2011-09.

Calmès, Christian, Raymond Théoret. 2011. "The rise of shadow banking and the hidden benefits of diversification", Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2011-02.

Calmès, Christian, Raymond Théoret. 2011. ''Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures'', Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2011-01.

Calmès, Christian, Denis Cormier, François-Éric Racicot, Raymond Théoret. 2010. ''Accruals, Investment and Errors-in-Variables'', Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2010-02.

Calmès, Christian, François-Éric Racicot, Raymond Théoret. 2010. ''Accruals, Cash-Flows and Tobin’s q: An Investment Perspective on Firm Accruals'', Chaire d'information financière et organisationnelle, ESG-UQAM, Cahier de recherche 2010-08.

Calmès, Christian, Raymond Theoret. 2009. ''Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments'', École des Sciences de la Gestion (ESG), UQAM , Cahier de recherche 2009-09.

Calmès, Christian, Raymond Théoret. 2009. ''The Impact of Banking Deregulation on Canadian Banks Returns'', Chaire d'information financière et organisationnelle ESG-UQAM, Cahier de recherche 2009-01.

Calmès, Christian, Raymond Theoret. 2009. ''The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data'', Chaire d'information financière et organisationnelle ESG-UQAM , Cahier de recherche 2009-07.

Calmès, Christian, Raymond Théoret. 2009. ''The Non-Convexity Issues in a Limited-Commitment Economy'', École des Sciences de la Gestion (ESG), UQAM, Cahier de recherche 2008-08.

Calmès, Christian, Raymond Théoret. 2008. ''Banking Deregulation and Financial Stability : Is it Time to Re-regulate in Canada ?'', Chaire d'information financière et organisationnelle ESG-UQAM, Cahier de recherche 2008-09.

Calmès, Christian, Alejandro Garcia. 2005. "Banks Lending and Macroeconomic Uncertainty: the Case of Canada", UQO et LRSP, RePAd Working Paper, No. 0282005.

Calmès, Christian. 2005. "Self-Enforcing Labour Contracts and the Dynamics Puzzle", Bank of Canada Working Paper, No. 2005-1.

Calmès, Christian. 2005. ­­­­''Financial Structure Change and Banking Income: a Canada-U.S. Comparison'', UQO et LRSP, RePAd Working Paper, No. 0302005.

Calmès, Christian. 2004. "Financial Market Imperfection, Overinvestment and Speculative Precaution", Bank of Canada Working Paper, No. 2004-27.

Calmès, Christian. 2004. "Regulatory Changes and Financial Structure: the Case of Canada", Bank of Canada Working Paper, No. 2004-26.

Calmès, Christian. 2004. ''Financial Market Imperfections and Investment: an Overview'', Bank of Canada, EconWPA, No. 0409031.

Calmès, Christian. 2004. ''Regulatory Changes and New Banking: the Case of Canada'', Bank of Canada, EconWPA, No. 0408011.

Calmès, Christian. 2004. ''Trends in the Canadian Financial System'', Bank of Canada, EconWPA, No. 0408002.

Calmès, Christian. 2003. "Poignée de main invisible et persistance des cycles économiques: une revue de la littérature", document de travail de la Banque du Canada, No. 2003-40.

Calmès, Christian, Frédéric Dufourt. 2000. "Nominal Variables Dynamics in Expected Market Clearing Models", CIRPÉE Working Paper, No. 126.

Calmès, Christian. 1999. "La thérorie des contrats auto-exécutoires et ses implications pour la recherche en macréconomie: un survol de la littérature", document de travail du CIRPÉE, No. 98.

RSC (Revue sans comité de lecture)

Calmès, Christian, Raymond Théoret. "The rise of shadow banking and the hidden benefits of diversification". New Economics Papers in Banking (2011) :

Calmès, Christian, Raymond Théoret. Lifting the Veil: Regulation and Shadow Banking. CD Howe Institute E-Brief January 20, 2011. (2011) :

Calmès, Christian, Raymond Théoret. ''Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures''. New Economics Papers in Risk Management (2011) :

Calmès, Christian, Denis Cormier, Francois-Éric Racicot, Raymond Théoret. ''Accruals, Cash-Flows and Tobin’s q: An Investment Perspective on Firm Accruals''. New Economics Papers in Accounting and Auditing (2010) :

Calmès, Christian, Denis Cormier, Francois-Éric Racicot, Raymond Théoret. ''Accruals, Investment and Errors-in-Variables''. New Economics Papers in Econometrics (2010) :

Calmès, Christian, Raymond Théoret. ''Banking Deregulation and Financial Stability : Is It Time to Re-Regulate in Canada ?''. New Economics Papers in Risk Management (2009) :

Calmès, Christian, Raymond Theoret. ''Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments''. New Economics Papers in Banking (2009) :

Calmès, Christian, Raymond Theoret. ''The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data''. New Economics Papers in Regulation (2009) :

Calmès, Christian, Raymond Théoret. ''The Non-Convexity Issues in a Limited-Commitment Economy''. New Economics Papers in Dynamic General Equilibrium (2009) :

Calmès, Christian. ''The Impact of Banking Deregulation on Canadian Banks Returns''. New Economics Papers in Business Economics (2009) :

Calmès, Christian, Ying Liu. ''Financial Structure Change and Banking Income: a Canada-U.S. Comparison''. New Economics Papers in Finance (2005) :

Calmès, Christian. ''Financial Market Imperfection and Precautionary Overinvestment''. Journal of Financial Transformation , Vol. 14 (Août). (2005) : 30 pages.

Calmès, Christian. ''Self-Enforcing Labour Contracts and the Dynamics Puzzle''. New Economics Papers in Entrepreneurship (2005) :

Calmès, Christian. ''Financial Market Imperfection, Overinvestment,and Speculative Precaution''. New Economics Papers in Macroeconomics (2004) :

Calmès, Christian. ''Financial Market Imperfections and Investment: an Overview''. New Economics Papers in Accounting (2004) :

Calmès, Christian. ''Regulatory Changes and Financial Structure: The Case of Canada''. New Economics Papers in Corporate Finance (2004) :

Calmès, Christian. ''Regulatory Changes and New Banking: the Case of Canada''. New Economics Papers in Business Economics (2004) :

Calmès, Christian. ''Trends in the Canadian Financial System''. New Economics Papers in Finance (2004) :

Calmès, Christian. ''La théorie des contrats de travail auto-exécutoires et ses implications macroéconomiques: un survol de la littérature''. New Economics Papers in Dynamic General Equilibrium (1999) :

COF (Communication arbitrée)

Calmès, Christian, Raymond Théoret. The rise of market-oriented banking and the hidden benefits of diversification. 74 th International Atlantic Economic Society Annual Conference. Hilton Montréal Bonaventure Hotel, Montréal, Canada, 05-10-2012.

Calmès, Christian, Denis Cormier, Francois-Éric Racicot, Raymond Théoret. "Variables comptables de régularisation, flux monétaires et Q de Tobin : une perspective d'investissement des variables comptables de régularisation des entreprises". Société Canadienne de Science Économique (SCSE). Grand Times Hotel, Sherbrooke, Canada, 11-05-2011.

Calmès, Christian, Raymond Théoret. "Activités hors-bilan et système bancaire parallèle : une application du test de Hausman avec des instruments basés sur les moments supérieurs". Société Canadienne de Science Économique (SCSE). Grand Times Hotel, Sherbrooke, Canada, 11-05-2011.

Calmès, Christian, Raymond Théoret. ''Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures''. Société Canadienne de Science Économique (SCSE). Grand Times Hotel, Sherbrooke, Canada, 11-05-2011.

Calmès, Christian, Raymond Théoret. ''The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data''. Société Canadienne de Science Économique (SCSE). Manoir St-Castin, Lac Beauport, Canada, 14-05-2010.

Calmès, Christian, Raymond Théoret. ''Banking Deregulation and Financial Stability : Is It Time to Re-Regulate in Canada ?''. C.D. Howe Institute Policy Seminar, The Financial Services Research Initiative. Toronto, Canada, 19-09-2008.

Calmès, Christian, Alejandro Garcia. "Banks Lending and Macroeconomic Uncertainty: the Case of Canada". Administrative Sciences Association of Canada (ASAC). Toronto, Canada, 28-05-2005.

Calmès, Christian, Alejandro Garcia. "Banks Lending and Macroeconomic Uncertainty: the Case of Canada". Société Canadienne de Science Économique (SCSE). Manoir Richelieu, La Malbaie, Canada, 12-05-2005.

Calmès, Christian. ''Self-Enforcing Labour Contracts and the Dynamics Puzzle''. 60th International Atlantic Economic Conference. Marriott Financial Center Hotel, Wall Street, New York, New York, USA, 08-10-2005.

Calmès, Christian, Ying Liu. "Financial Structure Change and Banking Riskiness: the Case of Canada". Société Canadienne de Science Économique (SCSE). Québec, Canada, 05-05-2004.

Calmès, Christian. "Financial Market Imperfection, Overinvestment and Speculative Precaution". 8th Conference on Macroeconomic Analysis and International Finance. University of Crete, Rethymno, Grèce, 27-05-2004.

Calmès, Christian. "Financial Market Imperfection, Overinvestment and Speculative Precaution". European Financial Management Association (EFMA). Basel, Suisse, 30-06-2004.

Calmès, Christian, Ying Liu. "Financial Structure Change and Banking Riskiness: the Case of Canada". Canadian Economics Association (CEA). Carleton University, Ottawa, Canada, 29-05-2003.

Calmès, Christian, Ying Liu. "Financial Structure Change and Banking Riskiness: the Case of Canada". Société Canadienne de Science Économique (SCSE). Montréal, Canada, 14-05-2003.

CNA (Communication non arbitrée)

Calmès, Christian. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence". Président de la séance sur le risque systémique : Conférence de l’Institut de Finance Mathématique de Montréal (IFM2). HEC Montréal, Montréal, Canada, 28-04-2014.

Calmès, Christian. "The impact of banks'' product mix on performance: New Canadian and U.S. evidence". Global Shadow Banking Group bi-annual Conference (China). Nanning, China, 12-12-2013.

Calmès, Christian. "La recherche individuelle de profit et ses conséquences économiques". Conférence "Je Me Moi" du Rendez-vous des sciences humaines, 6ème édition. Collège Lionel Groulx, Sainte-Thérèse, Canada, 05-10-2011.

Calmès, Christian, David Tessier. ''Le point sur la crise financière''. Conférence AGE. UQO, Canada, 28-10-2008.

Calmès, Christian. ‘’Buchanan’s Cost and Choice’’. Liberty Fund Colloquium. Emigrant, Montana, USA, 29-05-2008.

Calmès, Christian. ''Banking Deregulation and Financial Stability : Is It Time to Re-Regulate in Canada ?''. Séminaire de recherche DSA. UQO, Canada, 21-10-08.

Calmès, Christian. ''Banks Lending and Macroeconomic Uncertainty: the Case of Canada''. Séminaire de recherche DSA. UQO, Canada, 28-04-2006.

Calmès, Christian. ''Self-Enforcing Labour Contracts and Macroeconomic Dynamics''. Séminaire de recherche de l'Université de Sherbrooke. Sherbrooke, Canada, 22-03-2006.

Calmès, Christian. ''Self-Enforcing Labour Contracts and Macroeconomic Dynamics''. Séminaire de recherche de l'Université d'Ottawa. Ottawa, Canada, 13-10-2006.

Calmès, Christian. ''Self-Enforcing Labour Contracts and Macroeconomic Dynamics''. Séminaire de recherche DSA. UQO, Canada, 10-11-2006.

Calmès, Christian, Ying Liu. "Financial Structure Change and Banking Riskiness: the Case of Canada". Séminaire de recherche DSA. UQO, Canada, 01-03-2005.

Calmès, Christian. ''Le projet RePAd, Phase II''. Séminaire de recherche DSA. UQO, Canada, 28-10-2005.

Calmès, Christian. ''Self-Enforcing Labour Contracts and the Dynamics Puzzle''. LRSP Seminar. Ottawa University, Ottawa, Canada, 14-10-2005.

Calmès, Christian. "Le projet RePAd". Séminaire de recherche DSA. UQO, Canada, 01-11-2004.

Calmès, Christian. "Self-Enforcing Labour Contracts and the Dynamics Puzzle". New Directions in Macroeconomics. University of British Columbia, Vancouver, Canada, 23-04-2004.

Calmès, Christian. "Self-Enforcing Labour Contracts and the Dynamics Puzzle". Séminaire GREQAM. Marseille, France, 10-06-2004.

Calmès, Christian. "Revenue Shift and Performance of U.S. Bank Holding Companies, a Discussion", (et organisation de la conférence). The Evolving Financial System and Public Policy. Bank of Canada, Ottawa, Canada, 12-05-2003.

Calmès, Christian. "Financial Market Imperfections and Investment: an Overview". Séminaire de la Banque du Canada. Ottawa, Canada, 08-01-2002.

Calmès, Christian. "Self-Enforcing Labour Contracts and the Dynamics Puzzle". The Society for Computational Economics. Aix-en-Provence, France, 27-06-2002.

Calmès, Christian, Frédéric Dufourt. "Nominal Variables Dynamics in Expected Market Clearing Models". Midwest Macroeconomics Conference. Federal Reserve Bank of Atlanta, Atlanta, Georgia, USA, 30-03-2001.

Calmès, Christian. "Financial Market Imperfection, Overinvestment and Speculative Precaution". Séminaire de doctorat. UQAM, Montréal, Canada, 01-09-2001.

Calmès, Christian. "Financial Market Imperfection, Overinvestment and Speculative Precaution". Society for Economic Dynamics (SED). Stockholm, Sweden, 28-06-2001.

Calmès, Christian. "Self-Enforcing Labour Contracts and the Dynamics Puzzle". Workshop organisé par Tim Kehoe, Victor Rios-Rull et Franck Portier. Workshop on Macroeconomic Dynamics. Vigo Universidad, Spain, 03-07-2000.

Calmès, Christian. "La théorie des contrats auto-exécutoires et ses implications pour la recherche en macroéconomie: un survol de la littérature". Séminaire de doctorat. UQAM, Montréal, Canada, 01-09-1999.

AUT (Autres)

Calmès, Christian, Veronika Dolar. "Trends in Canadian Financial System", mimeo. (2002-01-01) :

Calmès, Christian. "Financial Market Imperfections and Investment: an Overview", mimeo. (Avril 2001) :