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 4 9 15 313
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 2 6 7 93
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 4 6 8 56
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 4 7 10 67
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 0 0 1 45 7 7 9 191
Contagion in Dealer Networks 0 0 0 33 6 7 9 59
Debt-Secular Economic Changes and Bond Yields 0 0 1 9 3 7 11 33
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 0 0 1 4 2 3 4 52
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 0 27 6 7 8 76
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 4 6 6 123
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 3 4 4 30
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 2 2 33 4 8 13 145
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 6 11 15 67
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 3 9 16 22
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 1 1 4 7 13 13
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 0 14 8 8 12 93
Monetary policy, interest rates and the Canadian dollar 0 0 40 40 2 5 25 25
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 1 3 5 75
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 3 4 5 18
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 0 11 6 6 9 25
Real Exchange Rate Decompositions 0 0 3 30 0 3 10 40
Relative Value of Government of Canada Bonds 0 0 0 14 4 6 7 58
Repo Market Functioning when the Interest Rate Is Low or Negative 0 0 0 22 2 5 5 79
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 7 13 17 147
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 5 5 8 126
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 3 6 6 159
The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea 0 1 1 1 7 9 9 9
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 1 1 2 16 5 8 11 74
The Secular Decline of Forecasted Interest Rates 0 0 0 27 4 6 8 153
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 3 4 4 5 22
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 0 7 4 4 6 37
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 1 4 6 26
Tractable Term Structure Models 0 0 1 13 19 22 25 93
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 1 20 3 11 12 77
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 3 6 6 54
What cured the TSX Equity index after COVID-19? 0 0 0 11 1 5 6 33
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 1 1 1 33 2 4 5 115
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 1 8 13 13
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 4 5 10 36
Total Working Papers 2 5 57 823 161 264 379 2,927

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 1 1 1 36 6 6 8 118
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 14 3 4 6 73
Bond Liquidity Premia 0 0 0 45 0 2 5 181
Implied volatility and skewness surface 0 0 1 10 4 8 11 70
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 1 1 4 26
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 3 5 5 29
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 4 8 11 64
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 0 42 3 6 9 133
What model for the target rate 0 0 0 0 3 7 7 27
Total Journal Articles 1 1 3 163 27 47 66 721
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Statistics updated 2026-02-12