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 3 4 10 307
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 1 2 2 88
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 1 2 4 51
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 1 1 4 61
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 0 0 1 45 0 1 2 184
Contagion in Dealer Networks 0 0 0 33 0 0 3 52
Debt-Secular Economic Changes and Bond Yields 0 0 2 9 3 4 8 29
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 0 1 1 4 0 1 1 49
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 1 27 1 2 3 70
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 1 1 1 118
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 0 0 26
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 1 5 5 57
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 1 1 1 32 2 5 8 139
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 3 3 10 16
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 1 1 2 2 8 8
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 0 14 0 3 4 85
Monetary policy, interest rates and the Canadian dollar 0 0 40 40 0 3 20 20
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 1 2 4 73
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 0 0 1 14
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 0 11 0 0 3 19
Real Exchange Rate Decompositions 0 1 4 30 2 3 11 39
Relative Value of Government of Canada Bonds 0 0 0 14 1 2 2 53
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 0 0 1 30 1 3 5 135
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 2 3 121
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 2 2 2 155
The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea 0 0 0 0 0 0 0 0
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 0 2 15 1 2 5 67
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 0 2 147
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 3 0 1 1 18
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 0 7 0 1 2 33
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 2 3 4 24
Tractable Term Structure Models 0 0 1 13 2 3 7 73
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 1 1 20 1 2 3 67
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 1 1 1 49
What cured the TSX Equity index after COVID-19? 0 0 0 11 2 2 3 30
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 0 0 32 0 1 2 111
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 3 5 8 8
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 1 3 6 32
Total Working Papers 1 4 57 819 39 77 168 2,702

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 35 0 0 3 112
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 14 0 2 2 69
Bond Liquidity Premia 0 0 0 45 1 2 5 180
Implied volatility and skewness surface 0 0 1 10 0 1 3 62
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 0 1 3 25
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 1 1 1 25
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 0 1 4 56
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 0 42 0 1 3 127
What model for the target rate 0 0 0 0 3 3 5 23
Total Journal Articles 0 0 2 162 5 12 29 679
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Statistics updated 2025-12-06