Access Statistics for Jean-Sebastien Fontaine

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bond Liquidity Premia 0 0 1 97 1 5 19 319
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 3 10 96
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 1 4 12 60
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 0 3 11 71
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 0 0 1 46 1 1 11 194
Contagion in Dealer Networks 0 0 0 33 0 3 11 62
Debt-Secular Economic Changes and Bond Yields 0 0 0 9 0 5 16 40
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 0 0 1 4 0 4 9 57
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 0 27 0 2 12 80
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 3 9 126
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 4 8 34
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 3 34 0 6 20 154
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 1 8 24 76
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 1 2 14 25
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 1 1 0 2 13 15
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 0 14 1 6 22 103
Monetary policy, interest rates and the Canadian dollar 0 0 1 40 1 6 17 32
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 0 0 4 75
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 0 1 5 19
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 0 11 0 2 9 27
Real Exchange Rate Decompositions 0 0 2 30 2 3 9 43
Relative Value of Government of Canada Bonds 0 0 1 15 0 0 8 59
Repo Market Functioning when the Interest Rate Is Low or Negative 0 0 0 22 1 8 14 88
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 30 0 5 21 153
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 1 1 11 129
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 6 159
The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea 0 0 1 1 3 4 14 14
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 0 1 16 1 6 18 83
The Secular Decline of Forecasted Interest Rates 0 0 0 27 1 3 9 156
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 3 0 0 5 22
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 0 7 0 8 13 45
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 1 3 8 29
Tractable Term Structure Models 0 0 1 13 0 7 36 104
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 1 20 1 5 17 82
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 0 1 9 57
What cured the TSX Equity index after COVID-19? 0 0 0 11 0 2 9 36
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 0 1 33 1 3 10 120
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 4 4 15 18
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 0 3 11 40
Total Working Papers 0 0 16 826 23 136 499 3,102


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 14 0 4 10 77
Access, Competition and Risk in Centrally Cleared Markets 0 0 1 36 0 4 14 124
Bond Liquidity Premia 0 0 1 46 3 7 12 190
Implied volatility and skewness surface 0 1 1 11 0 6 17 78
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 0 1 4 28
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 1 1 1 0 4 10 34
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 1 2 16 69
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 0 42 0 0 9 135
What model for the target rate 0 0 0 0 1 4 14 34
Total Journal Articles 0 2 5 166 5 32 106 769
1 registered items for which data could not be found


Statistics updated 2026-06-04