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 16 157 0 4 42 476
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 1 2 22 142 6 13 67 241
Euro money market interest rates dynamics and volatility 0 0 0 0 0 0 5 11
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 1 74 1 2 12 482
How Liquid are Markets? 0 0 0 0 0 0 1 17
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector 0 1 5 482 1 4 15 1,208
New Information Response Functions 1 1 1 71 1 1 7 178
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 3 147 0 0 19 436
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 3 27 0 3 11 105
Taking into account extreme events in European option pricing 0 0 0 0 0 0 6 12
Taking into account extreme events in European option pricing 0 0 0 0 0 0 3 11
Term Structure Anomalies: Term Premium or Peso problem? 0 0 2 36 0 0 9 145
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 1 20 0 0 8 39
Total Working Papers 2 7 54 1,156 9 27 205 3,361


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 41 1 3 14 194
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 1 0 0 5 14
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 3 6 33
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 1 10 45
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 3 38 0 0 9 139
Taking into account extreme events in European option pricing 0 0 0 13 0 1 6 68
Term structure anomalies: Term premium or peso-problem? 0 0 0 24 0 0 10 104
Why did the term structure of interest rates lose its predictive power? 0 0 2 78 0 0 15 215
Total Journal Articles 0 0 5 208 2 8 75 812


Statistics updated 2020-09-04