Access Statistics for Caroline Jardet

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	1	175	0	0	2	529
Euro Area monetary policy shocks: impact on financial asset prices during the crisis?	0	0	3	155	0	1	11	298
Euro money market interest rates dynamics and volatility	0	0	0	0	0	0	0	17
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework	0	0	0	75	1	1	4	497
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries	0	0	2	28	0	0	3	54
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	2	496	1	2	9	1,262
New Information Response Functions	0	0	0	77	0	1	3	200
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	0	151	0	3	4	453
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	0	32	0	1	1	117
Taking into account extreme events in European option pricing	0	0	0	0	0	0	1	17
Term Structure Anomalies: Term Premium or Peso problem?	0	0	1	37	0	0	3	150
Why did the Term Structure of Interest Rates Lose its Predictive Power ?	0	0	0	20	0	0	2	49
Total Working Papers	0	0	9	1,246	2	9	44	3,666

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	6	207
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	0	0	38
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	3	52
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth	0	0	0	45	0	1	5	172
Taking into account extreme events in European option pricing	0	0	0	14	0	0	2	81
Term structure anomalies: Term premium or peso-problem?	0	1	1	25	0	2	3	114
Why did the term structure of interest rates lose its predictive power?	0	0	1	80	0	1	7	229
Total Journal Articles	0	1	2	221	0	5	27	910

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Statistics updated 2025-10-06