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 4 179 0 1 7 536
Euro Area monetary policy shocks: impact on financial asset prices during the crisis? 0 2 4 159 0 2 17 315
Euro money market interest rates dynamics and volatility 0 0 0 0 0 0 4 21
Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework 0 0 0 75 0 1 16 512
Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries 0 0 1 29 1 2 18 72
How Liquid are Markets? 0 0 0 0 0 0 3 26
Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector 0 0 1 497 0 4 22 1,283
New Information Response Functions 0 0 0 77 0 1 13 212
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 0 151 0 0 16 467
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth 0 0 1 33 0 1 7 123
Taking into account extreme events in European option pricing 0 0 0 0 0 1 9 26
Term Structure Anomalies: Term Premium or Peso problem? 0 0 0 37 0 1 12 162
Why did the Term Structure of Interest Rates Lose its Predictive Power ? 0 0 0 20 0 2 8 57
Total Working Papers 0 2 11 1,257 1 16 152 3,812

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 0 9 216
Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée 0 0 0 2 1 1 2 19
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 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 1 14 185
Taking into account extreme events in European option pricing 0 0 0 14 2 3 7 88
Term structure anomalies: Term premium or peso-problem? 0 0 0 25 0 0 10 124
Why did the term structure of interest rates lose its predictive power? 0 0 0 80 0 1 12 241
Total Journal Articles 0 0 0 221 3 6 64 973

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Statistics updated 2026-08-07