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 0 5 179 1 1 8 536
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 2 2 4 159 2 7 18 315
Euro money market interest rates dynamics and volatility 0 0 0 0 0 2 4 21
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 1 5 16 512
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 0 1 2 29 1 5 19 71
How Liquid are Markets? 0 0 0 0 0 3 4 26
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector 0 1 1 497 4 13 23 1,283
New Information Response Functions 0 0 0 77 0 3 12 211
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 1 1 7 123
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 4 17 467
Taking into account extreme events in European option pricing 0 0 0 0 1 4 10 26
Term Structure Anomalies: Term Premium or Peso problem? 0 0 0 37 1 4 12 162
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 1 3 7 56
Total Working Papers 2 4 13 1,257 13 55 157 3,809

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 2 11 216
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 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 3 41
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 7 59
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 0 6 13 184
Taking into account extreme events in European option pricing 0 0 0 14 1 3 5 86
Term structure anomalies: Term premium or peso-problem? 0 0 1 25 0 4 12 124
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 1 4 13 241
Total Journal Articles 0 0 1 221 2 20 65 969

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Statistics updated 2026-06-04