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 3 96 1 2 7 300
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 0 0 86
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 0 0 3 48
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 1 2 3 59
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 0 1 1 45 0 1 3 183
Contagion in Dealer Networks 0 0 0 33 0 0 1 50
Debt-Secular Economic Changes and Bond Yields 0 1 2 9 0 2 3 24
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 0 0 0 3 0 0 0 48
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 1 27 0 0 1 68
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 0 0 117
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 0 1 26
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 0 0 0 52
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 1 31 1 2 7 134
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 0 3 5 9
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 0 0 2 2 2 2
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 1 14 0 0 2 81
Monetary policy, interest rates and the Canadian dollar 1 37 37 37 1 10 10 10
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 0 0 1 70
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 0 1 1 14
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 1 11 1 2 4 18
Real Exchange Rate Decompositions 0 0 2 27 1 2 8 32
Relative Value of Government of Canada Bonds 0 0 0 14 0 0 5 51
Repo Market Functioning when the Interest Rate Is Low or Negative 0 0 0 22 0 0 0 74
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 1 1 1 30 1 2 3 132
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 0 3 118
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 0 153
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 0 1 14 0 1 3 64
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 1 1 146
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 3 0 0 0 17
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 0 7 0 1 1 32
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 0 0 0 20
Tractable Term Structure Models 0 0 0 12 0 0 4 68
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 0 19 0 0 1 65
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 0 0 0 48
What cured the TSX Equity index after COVID-19? 0 0 0 11 0 0 1 27
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 0 0 32 0 0 1 110
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 2 2 2 2
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 1 3 4 29
Total Working Papers 2 40 51 806 12 39 91 2,587


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 0 0 67
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 35 0 0 1 110
Bond Liquidity Premia 0 0 0 45 0 0 3 176
Implied volatility and skewness surface 0 0 0 9 1 1 2 60
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 1 1 1 23
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 0 24
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 13 0 0 2 53
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 0 42 1 1 1 125
What model for the target rate 0 0 0 0 0 0 3 20
Total Journal Articles 0 0 0 160 3 3 13 658
1 registered items for which data could not be found


Statistics updated 2025-05-12