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 2 77 1 5 21 248
Bond Risk Premia and Gaussian Term Structure Models 0 0 1 36 3 3 11 78
COVID-19 and bond market liquidity: alert, isolation and recovery 11 12 12 12 6 10 10 10
Contagion in Dealer Networks 1 1 27 27 4 8 21 21
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 1 1 1 2 5 6 18 31
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 2 26 0 0 6 60
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 1 2 81 1 3 9 104
Foreign Flows and Their Effects on Government of Canada Yields 0 1 1 1 0 1 7 9
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 1 1 2 25 3 4 21 98
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 2 4 10 40
Measuring Limits of Arbitrage in Fixed-Income Markets 0 2 4 10 2 7 18 54
Price Caps in Canadian Bond Borrowing Markets 0 0 2 8 2 3 26 57
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 1 2 2 2 3 8 10
Relative Value of Government of Canada Bonds 0 0 2 6 2 2 15 22
Repo Market Functioning when the Interest Rate Is Low or Negative 0 0 0 18 2 10 38 53
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 28 2 3 8 115
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 22 0 0 9 102
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 3 145
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 0 0 10 1 3 18 44
The Secular Decline of Forecasted Interest Rates 0 0 2 15 3 4 32 71
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 2 1 1 5 9
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 1 4 1 3 10 16
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 1 1 0 1 6 14
Tractable Term-Structure Models and the Zero Lower Bound 0 0 2 6 2 3 17 47
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 0 15 4 5 18 44
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 1 8 4 4 12 36
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 1 2 31 0 2 9 101
Total Working Papers 14 21 71 534 53 98 386 1,639

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 1 5 62
Access, Competition and Risk in Centrally Cleared Markets 0 1 3 31 0 1 10 98
Bond Liquidity Premia 0 0 4 30 1 4 18 126
Implied volatility and skewness surface 0 1 2 8 2 4 16 44
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 1 1 1 1 7 7
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 6 18
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 2 11 1 2 18 43
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 1 12 26 2 9 36 81
Total Journal Articles 0 3 24 121 7 22 116 479

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Statistics updated 2020-09-04