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 0 3 5 179 0 4 7 535
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 0 0 2 157 1 4 15 309
Euro money market interest rates dynamics and volatility 0 0 0 0 0 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 2 9 13 509
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 1 1 2 29 2 10 16 68
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 0 496 0 6 10 1,270
New Information Response Functions 0 0 0 77 0 1 9 208
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 9 15 465
Taking into account extreme events in European option pricing 0 0 0 0 0 2 6 22
Term Structure Anomalies: Term Premium or Peso problem? 0 0 1 37 1 6 10 159
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 0 0 4 53
Total Working Papers 1 4 11 1,254 8 54 114 3,762

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 3 9 214
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 0 7 7 59
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 1 7 8 179
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 1 4 9 121
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 0 3 10 237
Total Journal Articles 0 0 1 221 2 26 49 951

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Statistics updated 2026-04-09