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 3 7 535
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 0 0 2 157 4 5 16 313
Euro money market interest rates dynamics and volatility 0 0 0 0 2 3 4 21
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 2 5 15 511
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 0 1 2 29 2 7 18 70
How Liquid are Markets? 0 0 0 0 3 3 4 26
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector 1 1 1 497 9 10 19 1,279
New Information Response Functions 0 0 0 77 3 4 12 211
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 2 6 17 467
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 0 6 122
Taking into account extreme events in European option pricing 0 0 0 0 3 3 9 25
Term Structure Anomalies: Term Premium or Peso problem? 0 0 0 37 2 5 11 161
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 2 2 6 55
Total Working Papers 1 5 11 1,255 34 56 144 3,796

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 2 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 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 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 1 7 59
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth 0 0 0 45 5 8 13 184
Taking into account extreme events in European option pricing 0 0 0 14 2 2 4 85
Term structure anomalies: Term premium or peso-problem? 0 0 1 25 3 4 12 124
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 3 3 13 240
Total Journal Articles 0 0 1 221 16 21 65 967

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Statistics updated 2026-05-06