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	1	2	176	1	3	5	532
Euro Area monetary policy shocks: impact on financial asset prices during the crisis?	0	2	3	157	3	10	17	308
Euro money market interest rates dynamics and volatility	0	0	0	0	0	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	6	8	12	506
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries	0	0	2	28	5	8	12	63
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	5	7	14	1,269
New Information Response Functions	0	0	0	77	0	7	10	207
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	0	151	5	7	12	461
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	1	33	2	4	6	122
Taking into account extreme events in European option pricing	0	0	0	0	2	5	6	22
Term Structure Anomalies: Term Premium or Peso problem?	0	0	1	37	3	6	9	156
Why did the Term Structure of Interest Rates Lose its Predictive Power ?	0	0	0	20	0	3	4	53
Total Working Papers	0	3	10	1,250	32	69	109	3,740

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	3	7	11	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	1	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	1	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	6	6	7	58
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth	0	0	0	45	4	4	7	176
Taking into account extreme events in European option pricing	0	0	0	14	0	1	4	83
Term structure anomalies: Term premium or peso-problem?	0	0	1	25	3	6	9	120
Why did the term structure of interest rates lose its predictive power?	0	0	0	80	3	7	12	237
Total Journal Articles	0	0	1	221	21	33	54	946

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Statistics updated 2026-02-12