Access Statistics for Eric Jondeau

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Appraisal of Capital Shortfall 0 0 0 28 0 0 0 46
A General Equilibrium Appraisal of Capital Shortfall 0 0 0 38 0 0 3 68
A New Indicator of Bank Funding Cost 0 0 0 12 0 0 1 33
Aggregating Phillips Curves 0 0 0 76 0 0 0 208
Aggregating Phillips Curves 0 0 0 0 1 1 3 326
Aggregating Phillips Curves 0 0 0 74 0 0 0 211
Aggregating Phillips curves 0 0 0 0 1 1 4 380
Aggregating Phillips curves 0 0 1 83 0 0 4 260
Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity 0 0 0 12 0 0 0 60
Analyse des cours boursiers: une premiere approche 0 0 0 0 0 1 2 530
Assessing GMM Estimates of the Federal Reserve Reaction Function 1 2 4 140 1 2 5 779
Assessing GMM Estimates of the Federal Reserve Reaction Function 0 0 0 365 0 0 1 939
Asset Allocation in Transition Economies 0 0 0 12 0 0 1 105
Asset Allocation in Transition Economies 0 0 0 0 0 0 0 25
Asymmetric Beta Comovement and Systematic Downside Risk 0 1 1 36 0 3 6 87
Average Skewness Matters! 0 0 1 44 0 5 12 131
Bank Funding Cost and Liquidity Supply Regimes 0 0 0 19 0 0 1 60
Bank Rollover Risk and Liquidity Supply Regimes 0 0 0 0 0 0 4 7
Bank capital shortfall in the euro area 0 0 0 0 0 0 1 7
Building Benchmarks Portfolios with Decreasing Carbon Footprints 0 0 0 15 1 1 2 34
Building benchmarks portfolios with decreasing carbon footprints 0 0 0 12 1 3 8 31
Building portfolios of sovereign securities with decreasing carbon footprints 0 0 2 16 0 1 12 46
Building portfolios of sovereign securities with decreasing carbon footprints 0 0 0 25 0 0 0 12
Climate-Related Disasters and the Death Toll 0 0 0 2 0 0 2 10
Collateralization, Leverage, and Stressed Expected Loss 0 0 1 78 0 0 1 60
Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? 0 0 3 307 1 4 11 890
Conditional Dependency of Financial Series: An Application of Copulas 0 0 0 0 0 0 2 45
Conditional Dependency of Financial Series: An Application of Copulas 0 1 2 90 1 2 7 1,071
Conditional Dependency of Financial Series: The Copula-GARCH Model 0 0 1 585 0 0 2 1,238
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 0 146 0 0 4 2,476
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 0 0 0 0 14 47
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 0 483 0 1 2 1,454
Conditional dependency of financial series: an application of copulas 0 0 0 565 0 0 2 1,146
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias 0 0 0 52 0 0 1 121
Crude Awakening: Oil Prices and Bond Returns 1 1 2 42 2 2 10 109
Deconstructing ESG Scores: How to Invest with Your own Criteria 0 0 1 11 1 1 6 36
Deconstructing ESG Scores: How to Invest with your own Criteria? 0 0 0 39 0 0 0 10
Deconstructing ESG scores: how to invest with your own criteria 0 1 1 27 0 3 5 79
Disasters, Large Drawdowns, and Long-term Asset Management 0 0 1 7 0 0 1 18
Does Correlation between Stock Returns Really Increase during Turbulent Period? 0 0 0 272 0 1 2 1,853
ESG Investing: From Sin Stocks to Smart Beta 2 5 14 226 4 7 23 379
ESG Screening in the Fixed-Income Universe 0 0 0 29 0 0 3 48
Effets volume, volatilit et transmissions internationales sur les marchés boursiers dans le G5 1 1 2 40 1 2 6 236
Entropy Densities 0 0 0 0 0 0 2 19
Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis 0 0 0 64 0 0 3 988
Entropy densities 0 0 0 88 0 0 2 309
Environmental Subsidies to Mitigate Net-Zero Transition Costs 1 3 7 71 1 3 16 67
Environmental Subsidies to Mitigate Transition Risk 0 0 0 14 0 0 1 20
Environmental Subsidies to Mitigate Transition risk 0 0 1 1 0 0 3 8
Environmental Subsidies to Mitigate Transition risk 0 0 3 29 0 4 11 57
Estimating Aggregate Autoregressive Processes When Only Macro Data are Available 0 0 0 44 0 0 0 18
Estimating Gram-Charlier Expansions Under Positivity Constraints 0 0 0 0 0 0 2 34
Estimating Gram-Charlier Expansions with Positivity Constraints 0 0 3 249 0 1 6 2,592
Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps 0 0 1 15 1 3 6 72
Estimation et interprétation des densités neutres au risque: une comparaison de méthodes 0 0 0 0 0 0 0 18
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 0 74 0 0 3 955
Forecasting Financial Returns with a Structural Macroeconomic Model 0 0 0 126 0 0 1 102
France-Allemagne: Asymetries et convergence 0 0 0 0 0 0 2 411
Greening (Runnable) Brown Assets with a Liquidity Backstop 0 0 0 8 0 0 3 32
Greening (runnable) brown assets with a liquidity backstop 0 0 2 24 0 1 4 58
Greening the Swiss National Bank's Portfolio 0 0 0 15 0 0 1 32
How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios 0 2 2 7 0 2 3 18
Interest Rate Transmission and Volatility Transmission along the Yield Curve 0 0 0 79 0 2 5 1,353
La Théorie des anticipations de la structure par terme: test partir des titres publics français 0 0 0 16 0 0 6 116
La mesure du ratio rendement-risque a partir du marche des euro-devises 0 2 3 62 0 7 14 1,593
La modelisation de la volatilite des bourses asiatiques 0 1 3 131 0 4 12 1,678
La prévision des taux longs français et allemands à  partir d'un modele à  anticipations rationnelles 0 0 0 63 0 0 2 1,968
Le contenu en information de la pente des taux: application au cas des titres publics français 0 0 0 9 0 0 1 74
Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes 0 0 0 0 0 0 0 353
Les marches boursiers dans le G5: effets volume et mesures de la volatilite 0 0 0 0 0 1 2 369
Les politiques monetaires au sein du SME 0 0 0 0 0 0 0 285
Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates 0 0 0 51 0 1 4 971
Long-Term Portfolio Management with a Structural Macroeconomic Model 0 0 0 9 0 1 2 21
Long-run causality, with an application to international links between long-term interest rates 0 0 0 0 0 0 2 184
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 290 0 0 0 764
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 2 0 1 5 375
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 261 0 0 1 614
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) 0 0 0 91 0 0 2 328
Measuring and Stress-Testing Market-Implied Bank Capital 0 0 0 15 0 0 1 13
Measuring and stress-testing market-implied bank capital 0 0 0 16 0 0 1 12
Measuring the Capital Shortfall of Large U.S. Banks 0 0 0 20 0 0 2 39
Modele de prevision et allocation d'actifs 0 0 0 0 0 0 0 375
Modelisation du prix des actifs financiers 0 0 0 0 0 0 2 305
Modelisation et prevision des indices de prix sectoriels 0 0 4 118 0 0 7 1,162
Modelling the French Swap Spread 0 0 1 91 0 1 7 2,307
Moment Component Analysis: An Illustration with International Stock Markets 0 0 0 22 0 0 2 106
Optimal Liquidation Strategies in Illiquid Markets 0 0 0 9 0 0 0 28
Optimal Long-Term Allocation with Pension Fund Liabilities 0 0 1 34 0 0 3 34
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 0 0 0 1 1 2 2 18
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 1 9 0 0 4 63
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 59 0 1 2 186
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 0 0 0 0 20
Optimal Portfolio Allocation Under Higher Moments 1 1 2 210 2 2 7 600
Optimal Strategies for ESG Portfolios 0 0 5 111 0 1 11 196
Periodic or Generational Actuarial Tables: Which One to Choose? 1 1 1 15 1 1 4 44
Politique monetaire et objectifs intermedieres aux Etats-Unis 0 0 0 0 0 0 0 342
Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty 0 0 0 11 0 0 0 47
Portfolio allocation in transition economies 0 0 0 0 0 1 2 23
Portfolio allocation in transition economies 0 0 0 104 0 1 1 379
Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election 0 0 0 195 0 0 11 1,361
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election 1 1 1 22 1 1 2 2,839
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election 0 0 0 0 0 1 1 19
Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral 0 2 2 41 0 2 4 1,154
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 0 0 0 0 2 44
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 0 220 0 0 1 765
Repr sentation VAR et test de la Théorie des anticipations de la structure par terme 0 0 0 21 0 0 1 123
Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur 0 0 0 0 0 1 4 376
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 1 1 4 22
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 0 0 5 68
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 1 1 1 2 22
Strategic Interaction between Hedge Funds and Prime Brokers 0 0 0 20 0 0 3 55
Systemic Risk in Europe 0 0 5 80 0 1 9 92
Test of persistent Causality with an Application of the Expectations Theory of the Term Structure 0 0 0 0 0 0 0 492
Test of persistent causality with an application of the expectations theory of the term structure 0 0 0 0 0 0 0 79
Testing Heterogeneity within the Euro Area 0 0 0 0 0 0 1 22
Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model 0 0 0 9 0 0 2 56
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data 0 1 1 59 0 3 6 225
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data 0 0 0 532 0 0 0 1,303
Testing for differences in the tails of stock-market returns 0 0 0 0 0 0 7 33
Testing for differences in the tails of stock-market returns 0 0 0 194 0 0 0 472
Testing heterogeneity within the euro area 0 0 0 74 1 1 3 174
The Allocation of Assets Under Higher Moments 1 1 1 155 1 1 1 369
The Bank Bias: Segmentation of French Fund Families 0 0 0 22 0 0 2 116
The Economic Value of Distributional Timing 0 0 0 51 0 0 1 161
The Expectation Theory: Tests on French, German, and American Euro-Rates 0 0 1 152 0 1 4 4,081
The Impact of Green Investors on Stock Prices 0 0 19 23 1 1 14 18
The Impact of News on Higher Moments 0 0 0 82 0 0 1 186
The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? 0 0 0 39 0 0 2 1,683
The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets 0 0 0 38 1 1 3 1,331
The Tail Behavior of Stock Returns: Emerging versus Mature Markets 0 0 0 340 0 0 1 1,131
The impact of green investors on stock prices 0 0 2 16 0 0 10 52
When Are Stocks Less Volatile in the Long Run? 0 0 1 50 0 0 2 180
Total Working Papers 10 27 110 9,182 28 98 468 57,970


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Generalized Method-of-Moments Estimates of the Federal Reserve Reaction Function 0 0 0 37 0 0 0 104
Asymmetry in tail dependence in equity portfolios 0 0 0 7 1 1 4 38
Average skewness matters 0 0 4 51 1 8 27 245
Bank capital shortfall in the euro area 0 0 1 10 0 0 2 24
Book Review: Risk-Based and Factor Investing 0 0 0 23 0 0 0 76
Causalité de long terme et amélioration de la prévision: application aux courbes de taux d'intérêt 0 0 1 4 1 1 2 25
Collateralization, leverage, and stressed expected loss 0 0 0 7 0 0 0 38
Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc" 0 0 0 6 0 0 1 23
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements 1 2 7 433 1 4 33 1,009
Does Correlation Between Stock Returns Really Increase During Turbulent Periods? 0 0 1 12 1 1 3 56
Entropy densities with an application to autoregressive conditional skewness and kurtosis 0 0 0 150 0 0 1 390
Estimating aggregate autoregressive processes when only macro data are available 0 0 0 3 0 0 0 50
Estimating the price impact of trades in a high-frequency microstructure model with jumps 0 0 0 14 0 0 5 91
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 0 2 0 0 1 136
Examining bias in estimators of linear rational expectations models under misspecification 0 0 0 38 0 0 1 164
Forecasting French and German long-term rates using a rational expectations model 0 0 0 8 0 0 3 46
Gestion institutionnelle et volatilité des marchés financiers 0 0 0 1 0 0 3 37
Gram-Charlier densities 0 2 3 382 0 2 10 883
Greening the Swiss National Bank’s Portfolio 0 0 0 0 0 0 0 1
La gestion optimale des finances publiques en présence de coûts d'ajustement 0 0 0 6 0 0 1 32
La soutenabilité de la politique budgétaire 1 1 1 31 1 9 16 179
La stabilité de la fonction de demande de monnaie aux Etats-Unis 0 0 0 17 0 0 2 104
La substitution entre capital et travail: une évaluation sur données d'entreprises 0 0 0 14 0 1 2 192
La théorie des anticipations de la structure par terme permet-elle de rendre compte de l'évolution des taux d'intérêt sur euro-devise ? 0 0 0 1 0 2 4 26
La théorie des anticipations de la structure par terme: test à partir de titres publics français 0 0 0 1 0 0 3 20
Le contenu en information de la pente des taux: application au cas des titres publics français 0 0 0 4 0 0 0 31
Les modèles monétaires de taux de change: un examen empirique 0 0 0 9 0 1 1 49
Les politiques monétaires au sein du SME 0 0 0 3 0 0 0 42
Long-term Portfolio Allocation Based on Long-term Macro forecasts 0 0 1 20 0 0 1 81
Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates 0 0 1 5 0 0 2 9
Moment Component Analysis: An Illustration With International Stock Markets 0 0 0 5 2 2 2 26
On the Importance of Time Variability in Higher Moments for Asset Allocation 0 0 1 13 0 0 2 34
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 0 0 0 164 1 1 2 466
Optimal Portfolio Allocation under Higher Moments 1 1 2 85 1 1 2 329
Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race 0 0 1 9 0 0 3 37
Predicting the stressed expected loss of large U.S. banks 0 2 3 7 0 3 7 28
Reading PIBOR futures options smiles: The 1997 snap election 0 0 0 36 0 0 2 208
Reading the smile: the message conveyed by methods which infer risk neutral densities 0 0 0 114 0 0 1 367
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 164 1 1 6 450
Skewness and index futures return 0 0 1 7 0 0 4 39
Systemic Risk in Europe 1 1 3 72 3 3 10 266
Systemic Risk in Europe 0 0 3 9 0 0 4 40
Testing for differences in the tails of stock-market returns 0 0 1 103 0 1 4 256
Testing for the New Keynesian Phillips Curve. Additional international evidence 0 0 0 108 1 2 3 293
Testing heterogeneity within the euro area 0 0 1 32 0 0 3 114
The Copula-GARCH model of conditional dependencies: An international stock market application 0 0 12 901 1 4 33 2,136
The Impact of Shocks on Higher Moments 0 0 0 16 1 1 3 82
The dynamics of squared returns under contemporaneous aggregation of GARCH models 0 0 0 6 0 1 3 49
The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates 0 0 0 62 0 0 1 201
User's guide 0 0 0 38 0 0 3 104
When Are Stocks Less Volatile in the Long Run? 0 0 0 13 0 0 3 59
Total Journal Articles 4 9 48 3,263 17 50 229 9,785


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Systemic Risk in Europe 1 1 2 32 1 1 4 120
Total Chapters 1 1 2 32 1 1 4 120


Statistics updated 2025-06-06