Access Statistics for Caroline Jardet

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
Determinants of long-term interest rates in the United States and the euro area: A multivariate approach 3 3 5 179 3 5 7 535
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 0 1 3 157 0 6 15 308
Euro money market interest rates dynamics and volatility 0 0 0 0 1 1 2 19
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 1 9 12 507
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 0 0 2 28 3 10 15 66
How Liquid are Markets? 0 0 0 0 0 0 1 23
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector 0 0 1 496 1 8 12 1,270
New Information Response Functions 0 0 0 77 1 6 10 208
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 2 6 122
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 8 13 463
Taking into account extreme events in European option pricing 0 0 0 0 0 3 6 22
Term Structure Anomalies: Term Premium or Peso problem? 0 0 1 37 2 5 9 158
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 0 2 4 53
Total Working Papers 3 4 13 1,253 14 65 112 3,754

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework 0 0 0 42 0 5 10 214
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 2 0 1 2 18
Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 4 0 1 2 40
Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006 0 0 0 9 1 7 8 59
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 2 6 8 178
Taking into account extreme events in European option pricing 0 0 0 14 0 0 2 83
Term structure anomalies: Term premium or peso-problem? 0 0 1 25 0 5 8 120
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 0 7 10 237
Total Journal Articles 0 0 1 221 3 32 50 949

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Statistics updated 2026-03-04