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 4 96 1 2 7 299
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 1 3 48
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 1 1 3 58
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 1 1 2 45 1 1 6 183
Contagion in Dealer Networks 0 0 0 33 0 1 1 50
Debt-Secular Economic Changes and Bond Yields 0 1 1 8 0 1 1 22
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 1 1 27 0 1 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 2 26
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 1 31 1 2 6 133
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 0 0 0 52
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 2 2 4 8
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 0 0 0 0 0 0
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 1 14 0 0 2 81
Monetary policy, interest rates and the Canadian dollar 36 36 36 36 8 8 8 8
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 0 1 2 70
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 0 0 1 13
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 2 11 1 1 4 17
Real Exchange Rate Decompositions 0 1 2 27 1 3 8 31
Relative Value of Government of Canada Bonds 0 0 1 14 0 0 7 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 0 0 0 29 1 1 2 131
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 1 1 14 1 2 4 64
The Secular Decline of Forecasted Interest Rates 0 0 0 27 1 1 2 146
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 0 0 31
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 2 4 68
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 0 19 0 1 1 65
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 0 0 1 48
What cured the TSX Equity index after COVID-19? 0 0 0 11 0 0 2 27
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 0 0 32 0 1 1 110
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 2 2 3 28
Total Working Papers 37 41 52 803 21 35 89 2,569

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 1 1 110
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 14 0 0 0 67
Bond Liquidity Premia 0 0 3 45 0 1 8 176
Implied volatility and skewness surface 0 0 0 9 0 0 1 59
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 0 0 0 22
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 1 2 53
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 1 42 0 0 1 124
What model for the target rate 0 0 0 0 0 2 3 20
Total Journal Articles 0 0 4 160 0 5 16 655
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03