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 1 7 15 314
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 5 7 93
COVID-19 Crisis: Lessons Learned for Future Policy Research 0 0 0 17 0 5 8 56
COVID-19 and bond market liquidity: alert, isolation and recovery 0 0 0 27 1 7 10 68
Canadian stock market since COVID‑19: Why a V-shaped price recovery? 1 1 1 46 2 9 10 193
Contagion in Dealer Networks 0 0 0 33 0 7 9 59
Debt-Secular Economic Changes and Bond Yields 0 0 1 9 2 6 13 35
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? 0 0 1 4 1 4 5 53
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy 0 0 0 27 2 8 10 78
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 5 6 123
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 4 4 30
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 1 2 3 34 3 9 15 148
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns 0 0 0 27 1 11 16 68
It takes a panel to predict the future: What the stock market says about future economic growth in Canada 0 0 0 3 1 7 15 23
La politique monétaire, les taux d’intérêt et le dollar canadien 0 0 1 1 0 5 13 13
Measuring Limits of Arbitrage in Fixed-Income Markets 0 0 0 14 4 12 16 97
Monetary policy, interest rates and the Canadian dollar 0 0 4 40 1 6 18 26
Price Caps in Canadian Bond Borrowing Markets 0 0 0 9 0 2 5 75
Prix plafonds sur les marchés canadiens des emprunts d’obligations 0 0 0 2 0 4 5 18
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios 0 0 0 11 0 6 8 25
Real Exchange Rate Decompositions 0 0 3 30 0 1 9 40
Relative Value of Government of Canada Bonds 1 1 1 15 1 6 8 59
Repo Market Functioning when the Interest Rate Is Low or Negative 0 0 0 22 1 6 6 80
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 1 13 17 148
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 2 7 10 128
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 4 6 159
The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea 0 1 1 1 1 10 10 10
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility 0 1 2 16 3 10 13 77
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 6 7 153
The Share of Systematic Variations in the Canadian Dollar—Part I 0 0 0 3 0 4 5 22
The Share of Systematic Variations in the Canadian Dollar—Part III 0 0 0 7 0 4 6 37
The Share of Systemic Variations in the Canadian Dollar—Part II 0 0 0 1 0 2 6 26
Tractable Term Structure Models 0 0 1 13 4 24 29 97
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? 0 0 1 20 0 10 12 77
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty 0 0 0 10 2 7 8 56
What cured the TSX Equity index after COVID-19? 0 0 0 11 1 4 7 34
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty 0 1 1 33 2 6 7 117
Will Asset Managers Dash for Cash? Implications for Central Banks 0 0 0 0 1 6 14 14
Will exchange-traded funds shape the future of bond dealing? 0 0 0 7 1 5 9 37
Total Working Papers 3 7 23 826 39 264 397 2,966


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 1 1 36 2 8 10 120
Access, Competition and Risk in Centrally Cleared Markets 0 0 0 14 0 4 6 73
Bond Liquidity Premia 1 1 1 46 2 3 7 183
Implied volatility and skewness surface 0 0 1 10 2 10 13 72
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS 0 0 0 2 1 2 5 27
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 1 5 6 30
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 3 11 14 67
Unconventional Monetary Policy: The Perspective of a Small Open Economy? 0 0 0 42 2 8 11 135
What model for the target rate 0 0 0 0 3 7 10 30
Total Journal Articles 1 2 4 164 16 58 82 737
1 registered items for which data could not be found


Statistics updated 2026-03-04