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 1 1 2 176 1 1 3 530
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 1 1 4 156 4 4 13 302
Euro money market interest rates dynamics and volatility 0 0 0 0 1 1 1 18
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 0 2 4 498
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 0 0 2 28 1 2 5 56
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 0 1 8 1,262
New Information Response Functions 0 0 0 77 2 2 5 202
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 1 1 33 2 3 4 120
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 1 2 6 455
Taking into account extreme events in European option pricing 0 0 0 0 2 2 3 19
Term Structure Anomalies: Term Premium or Peso problem? 0 0 1 37 3 3 6 153
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 1 2 3 51
Total Working Papers 2 3 11 1,249 18 25 62 3,689


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 2 2 7 209
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 0 1 17
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 1 39
Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006 0 0 0 9 0 0 2 52
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 0 4 172
Taking into account extreme events in European option pricing 0 0 0 14 1 2 4 83
Term structure anomalies: Term premium or peso-problem? 0 0 1 25 1 1 4 115
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 0 1 5 230
Total Journal Articles 0 0 1 221 4 7 28 917


Statistics updated 2025-12-06