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 0 97 1 4 19 320
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 1 1 11 97
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 0 4 12 60
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 0 2 11 71
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 0 0 1 46 0 1 11 194
Contagion in Dealer Networks 0 0 0 33 1 2 12 63
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 2 6 11 59
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 0 27 2 4 14 82
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 2 4 10 36
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 3 34 2 6 22 156
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 2 5 26 78
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 0 2 12 25
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 1 1 0 2 11 15
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 0 14 0 3 21 103
Monetary policy, interest rates and the Canadian dollar 0 0 1 40 0 4 16 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 1 1 10 28
Real Exchange Rate Decompositions 0 0 2 30 1 4 9 44
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 0 7 14 88
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 30 1 5 22 154
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 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 0 4 14 14
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 0 1 16 0 5 18 83
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 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 1 6 14 46
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 0 2 8 29
Tractable Term Structure Models 0 0 1 13 1 6 37 105
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 1 20 0 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 0 1 10 120
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 0 4 15 18
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 0 2 11 40
Total Working Papers 0 0 15 826 18 118 509 3,120


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 3 10 77
Access, Competition and Risk in Centrally Cleared Markets 0 0 1 36 0 0 13 124
Bond Liquidity Premia 0 0 1 46 3 7 15 193
Implied volatility and skewness surface 0 0 1 11 1 4 18 79
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 0 0 4 28
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 1 1 0 2 10 34
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 0 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 15 35
Total Journal Articles 0 0 5 166 5 22 110 774
1 registered items for which data could not be found


Statistics updated 2026-07-10