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	0	0	174	1	1	1	528
Euro Area monetary policy shocks: impact on financial asset prices during the crisis?	0	2	4	154	2	4	9	293
Euro money market interest rates dynamics and volatility	0	0	0	0	0	0	1	17
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework	0	0	1	75	1	1	4	495
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries	0	0	1	26	0	0	3	51
How Liquid are Markets?	0	0	0	0	0	0	0	22
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector	0	0	1	495	3	4	6	1,258
New Information Response Functions	0	0	1	77	1	1	2	198
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	1	32	0	0	1	116
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth	0	0	1	151	1	1	2	450
Taking into account extreme events in European option pricing	0	0	0	0	0	0	0	16
Term Structure Anomalies: Term Premium or Peso problem?	0	0	0	36	2	2	2	149
Why did the Term Structure of Interest Rates Lose its Predictive Power ?	0	0	0	20	0	1	4	49
Total Working Papers	0	2	10	1,240	11	15	35	3,642

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	1	2	4	204
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	0	16
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	0	0	38
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	2	51
No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth	0	0	1	45	1	2	4	170
Taking into account extreme events in European option pricing	0	0	1	14	2	2	4	81
Term structure anomalies: Term premium or peso-problem?	0	0	0	24	1	1	2	112
Why did the term structure of interest rates lose its predictive power?	0	0	1	80	2	2	5	227
Total Journal Articles	0	0	3	220	7	10	21	899

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Statistics updated 2025-03-03