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 6 10 56
A General Equilibrium Appraisal of Capital Shortfall 0 1 1 39 0 8 10 78
A New Indicator of Bank Funding Cost 0 0 1 13 0 1 4 37
Aggregating Phillips Curves 0 0 0 0 3 8 15 340
Aggregating Phillips Curves 0 0 0 76 1 2 5 213
Aggregating Phillips Curves 0 1 1 75 1 6 9 220
Aggregating Phillips curves 0 1 1 84 3 10 12 272
Aggregating Phillips curves 0 0 0 0 1 10 17 396
Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity 0 0 0 12 0 4 6 66
Analyse des cours boursiers: une premiere approche 0 0 0 0 0 1 2 531
Assessing GMM Estimates of the Federal Reserve Reaction Function 0 0 2 140 1 17 22 799
Assessing GMM Estimates of the Federal Reserve Reaction Function 0 0 0 365 0 4 4 943
Asset Allocation in Transition Economies 0 0 1 13 2 6 7 112
Asset Allocation in Transition Economies 0 0 0 0 1 2 3 28
Asymmetric Beta Comovement and Systematic Downside Risk 0 0 2 37 6 11 23 107
Average Skewness Matters! 0 1 1 45 1 8 15 141
Bank Funding Cost and Liquidity Supply Regimes 0 0 0 19 5 11 13 73
Bank Rollover Risk and Liquidity Supply Regimes 0 0 0 0 1 5 12 19
Bank capital shortfall in the euro area 0 0 0 0 0 8 11 18
Building Benchmarks Portfolios with Decreasing Carbon Footprints 0 0 0 15 0 3 8 41
Building benchmarks portfolios with decreasing carbon footprints 1 2 2 14 1 5 14 42
Building portfolios of sovereign securities with decreasing carbon footprints 0 0 2 18 6 22 30 75
Building portfolios of sovereign securities with decreasing carbon footprints 0 0 0 25 2 3 4 16
Climate-Related Disasters and the Death Toll 0 0 1 3 0 4 8 18
Collateralization, Leverage, and Stressed Expected Loss 0 0 0 78 1 7 12 72
Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? 0 1 2 309 0 4 11 897
Conditional Dependency of Financial Series: An Application of Copulas 0 0 0 0 0 2 4 49
Conditional Dependency of Financial Series: An Application of Copulas 0 0 1 90 0 2 5 1,074
Conditional Dependency of Financial Series: The Copula-GARCH Model 0 1 5 590 1 8 17 1,255
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 0 0 0 0 2 5 52
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 1 1 484 3 7 9 1,462
Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence 0 1 1 147 4 9 13 2,489
Conditional dependency of financial series: an application of copulas 0 0 0 565 3 5 7 1,153
Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias 0 0 0 52 5 18 19 140
Crude Awakening: Oil Prices and Bond Returns 0 0 1 42 0 4 11 118
Deconstructing ESG Scores: How to Invest with Your own Criteria 0 0 1 12 2 6 14 49
Deconstructing ESG Scores: How to Invest with your own Criteria? 0 0 0 39 0 3 3 13
Deconstructing ESG scores: how to invest with your own criteria 0 2 4 30 6 16 28 104
Disasters, Large Drawdowns, and Long-term Asset Management 0 0 0 7 0 8 12 30
Does Correlation between Stock Returns Really Increase during Turbulent Period? 0 0 0 272 1 17 30 1,882
ESG Investing: From Sin Stocks to Smart Beta 1 3 15 236 5 12 31 403
ESG Screening in the Fixed-Income Universe 0 0 0 29 0 3 4 52
Effets volume, volatilité et transmissions internationales sur les marchés boursiers dans le G5 0 0 1 40 1 6 9 243
Entropy Densities 0 0 0 0 0 6 8 27
Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis 0 0 0 64 0 7 11 999
Entropy densities 0 0 0 88 0 3 5 314
Environmental Subsidies to Mitigate Net-Zero Transition Costs 0 1 6 74 1 18 25 89
Environmental Subsidies to Mitigate Transition Risk 0 0 0 14 0 6 15 35
Environmental Subsidies to Mitigate Transition risk 0 0 2 31 0 3 12 65
Environmental Subsidies to Mitigate Transition risk 0 0 0 1 1 8 10 18
Estimating Aggregate Autoregressive Processes When Only Macro Data are Available 0 0 0 44 0 9 9 27
Estimating Gram-Charlier Expansions Under Positivity Constraints 0 0 0 0 0 1 1 35
Estimating Gram-Charlier Expansions with Positivity Constraints 0 0 3 252 0 6 12 2,603
Estimating the Price Impact of Trades in an High-Frequency Microstructure Model with Jumps 0 0 1 16 4 38 45 114
Estimation et interprétation des densités neutres au risque: une comparaison de méthodes 0 0 0 0 1 3 5 23
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 0 74 2 12 22 977
Forecasting Financial Returns with a Structural Macroeconomic Model 0 0 0 126 0 2 4 106
France-Allemagne: Asymetries et convergence 0 0 0 0 0 1 2 413
Greening (Runnable) Brown Assets with a Liquidity Backstop 0 0 0 8 1 5 6 38
Greening (runnable) brown assets with a liquidity backstop 0 0 0 24 3 5 10 67
Greening the Swiss National Bank's Portfolio 0 0 0 15 0 2 6 38
How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios 0 0 2 7 1 6 10 26
Interest Rate Transmission and Volatility Transmission along the Yield Curve 0 0 0 79 0 6 9 1,360
La Théorie des anticipations de la structure par terme: test partir des titres publics fran ais 0 0 0 16 2 5 6 122
La mesure du ratio rendement-risque a partir du marche des euro-devises 0 0 2 62 1 4 13 1,599
La modelisation de la volatilite des bourses asiatiques 0 0 2 132 0 3 10 1,684
La pr vision des taux longs fran ais et allemands partir d'un modele anticipations rationnelles 0 0 0 63 1 6 9 1,977
Le contenu en information de la pente des taux: application au cas des titres publics fran ais 0 0 0 9 0 7 14 88
Le modele de prevision mensuelle du prix des actifs financiers dans le G5: une analyse des proprietes 0 0 0 0 1 4 5 358
Les marches boursiers dans le G5: effets volume et mesures de la volatilite 0 0 0 0 0 1 5 373
Les politiques monetaires au sein du SME 0 0 0 0 0 3 4 289
Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates 0 0 1 52 1 5 9 979
Long-Term Portfolio Management with a Structural Macroeconomic Model 0 0 1 10 0 2 8 28
Long-run causality, with an application to international links between long-term interest rates 0 0 0 0 1 3 3 187
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 290 1 8 15 779
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 261 2 28 35 649
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") 0 0 0 2 1 8 13 387
ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) 0 0 0 91 0 9 13 341
Measuring and Stress-Testing Market-Implied Bank Capital 0 0 0 15 4 6 6 19
Measuring and stress-testing market-implied bank capital 0 1 1 17 1 7 9 21
Measuring the Capital Shortfall of Large U.S. Banks 0 0 1 21 1 4 5 44
Modele de prevision et allocation d'actifs 0 0 0 0 0 1 1 376
Modelisation du prix des actifs financiers 0 0 0 0 0 1 1 306
Modelisation et prevision des indices de prix sectoriels 0 0 0 118 1 2 3 1,165
Modelling the French Swap Spread 0 0 0 91 2 8 12 2,318
Moment Component Analysis: An Illustration with International Stock Markets 0 0 0 22 1 1 1 107
Optimal Liquidation Strategies in Illiquid Markets 0 0 0 9 0 3 7 35
Optimal Long-Term Allocation with Pension Fund Liabilities 0 0 0 34 0 4 5 39
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 0 0 0 1 1 14 20 36
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 9 3 7 10 73
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 0 0 6 10 30
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-country Heterogeneity 0 0 0 59 3 7 9 194
Optimal Portfolio Allocation Under Higher Moments 0 0 2 211 0 11 18 616
Optimal Strategies for ESG Portfolios 1 3 4 115 1 3 5 200
Periodic or Generational Actuarial Tables: Which One to Choose? 0 0 1 15 0 6 7 50
Politique monetaire et objectifs intermedieres aux Etats-Unis 0 0 0 0 0 1 2 344
Portfolio Allocation for European Markets with Predictability and Parameter Uncertainty 0 0 0 11 0 2 4 51
Portfolio allocation in transition economies 0 0 0 104 0 7 10 388
Portfolio allocation in transition economies 0 0 0 0 0 6 7 29
Reading Interest Rate and Bond Futures Options' Smiles Around the 1997 French Snap Election 0 0 0 195 0 4 5 1,366
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 4 22
Reading Interest Rate and Bond Futures Options' Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election 0 0 1 22 0 2 4 2,842
Reading the Smile: The Message Conveyed by Methods Which Infer Risk Neutral 0 0 2 41 6 12 16 1,168
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 1 221 0 6 11 776
Reading the Smile: The Message Conveyed by Methods which Infer Risk Neutral Densities 0 0 0 0 0 5 11 55
Repr sentation VAR et test de la Théorie des anticipations de la structure par terme 0 0 0 21 0 2 3 126
Retour sur les determinants fondamentaux des cours boursiers: une formulation a correction d'erreur 0 0 0 0 0 1 3 378
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 0 2 3 71
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 1 0 4 7 28
Sectoral Phillips curves and the aggregate Phillips curve 0 0 0 0 1 3 6 27
Strategic Interaction between Hedge Funds and Prime Brokers 0 0 0 20 0 6 7 62
Systemic Risk in Europe 0 0 2 82 8 12 22 113
Test of persistent Causality with an Application of the Expectations Theory of the Term Structure 0 0 0 0 0 4 4 496
Test of persistent causality with an application of the expectations theory of the term structure 0 0 0 0 0 3 4 83
Testing Heterogeneity within the Euro Area 0 0 0 0 0 2 4 26
Testing Heterogeneity within the Euro Area Using a Structural Multi-Country Model 0 0 0 9 0 4 4 60
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US Data 0 0 2 60 3 7 13 235
Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data 0 0 0 532 0 5 11 1,314
Testing for differences in the tails of stock-market returns 0 0 0 0 0 2 3 36
Testing for differences in the tails of stock-market returns 0 0 0 194 1 6 10 482
Testing heterogeneity within the euro area 0 0 0 74 8 13 16 189
The Allocation of Assets Under Higher Moments 0 0 1 155 3 11 13 381
The Bank Bias: Segmentation of French Fund Families 0 0 0 22 0 1 1 117
The Economic Value of Distributional Timing 0 0 0 51 4 12 13 174
The Expectation Theory: Tests on French, German, and American Euro-Rates 0 0 0 152 3 15 21 4,101
The Impact of Green Investors on Stock Prices 0 0 0 23 2 8 11 28
The Impact of News on Higher Moments 0 0 0 82 0 4 4 190
The Information Content of the French and German Government Bond Tield Curves: Why Such Differences? 0 0 1 40 1 5 8 1,691
The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets 0 1 1 39 4 10 11 1,341
The Tail Behavior of Stock Returns: Emerging versus Mature Markets 0 0 0 340 1 4 4 1,135
The impact of green investors on stock prices 0 0 0 16 5 13 18 70
When Are Stocks Less Volatile in the Long Run? 0 0 0 50 1 4 8 188
Total Working Papers 3 21 87 9,242 161 847 1,332 59,204

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 4 8 112
Asymmetry in tail dependence in equity portfolios 0 0 0 7 0 7 13 50
Average skewness matters 1 3 5 56 3 11 30 267
Bank capital shortfall in the euro area 1 1 6 16 2 4 16 40
Book Review: Risk-Based and Factor Investing 0 0 0 23 2 4 5 81
Causalité de long terme et amélioration de la prévision: application aux courbes de taux d'intérêt 0 0 0 4 0 4 7 31
Collateralization, leverage, and stressed expected loss 0 0 0 7 0 2 7 45
Comment on "Exchange rate floor and central bank balance sheets: Simple spillover tests of the Swiss franc" 0 0 0 6 1 3 4 27
Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements 1 2 5 436 8 34 41 1,046
Does Correlation Between Stock Returns Really Increase During Turbulent Periods? 0 0 0 12 3 14 17 72
Entropy densities with an application to autoregressive conditional skewness and kurtosis 0 0 0 150 1 11 14 404
Estimating aggregate autoregressive processes when only macro data are available 0 0 0 3 0 4 6 56
Estimating the price impact of trades in a high-frequency microstructure model with jumps 0 0 0 14 2 9 12 103
Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies 0 0 0 2 2 8 9 145
Examining bias in estimators of linear rational expectations models under misspecification 0 0 0 38 0 9 13 177
Forecasting French and German long-term rates using a rational expectations model 0 0 0 8 2 7 10 56
Gestion institutionnelle et volatilité des marchés financiers 0 0 0 1 0 2 2 39
Gram-Charlier densities 0 1 4 384 2 7 13 894
Greening the Swiss National Bank’s Portfolio 0 0 0 0 1 10 14 15
La gestion optimale des finances publiques en présence de coûts d'ajustement 0 0 0 6 1 2 3 35
La soutenabilité de la politique budgétaire 0 0 1 31 0 3 15 185
La stabilité de la fonction de demande de monnaie aux Etats-Unis 0 0 0 17 0 2 4 108
La substitution entre capital et travail: une évaluation sur données d'entreprises 0 0 0 14 0 2 5 196
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 1 2 9 33
La théorie des anticipations de la structure par terme: test à partir de titres publics français 0 0 0 1 1 2 4 24
Le contenu en information de la pente des taux: application au cas des titres publics français 0 0 0 4 1 3 4 35
Les modèles monétaires de taux de change: un examen empirique 0 0 0 9 0 3 6 54
Les politiques monétaires au sein du SME 0 0 0 3 0 1 1 43
Long-term Portfolio Allocation Based on Long-term Macro forecasts 0 0 0 20 1 3 3 84
Long‐run Causality, with an Application to International Links Between Long‐term Interest Rates 1 1 1 6 1 8 11 20
Moment Component Analysis: An Illustration With International Stock Markets 0 0 0 5 0 4 6 30
On the Importance of Time Variability in Higher Moments for Asset Allocation 0 0 0 13 0 2 4 38
Optimal Monetary Policy in an Estimated DSGE Model of the Euro Area with Cross-Country Heterogeneity 0 0 0 164 2 6 10 475
Optimal Portfolio Allocation under Higher Moments 0 0 1 85 2 11 16 344
Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race 0 0 0 9 4 9 15 52
Predicting the stressed expected loss of large U.S. banks 0 0 2 7 1 3 11 36
Reading PIBOR futures options smiles: The 1997 snap election 0 0 0 36 2 9 11 219
Reading the smile: the message conveyed by methods which infer risk neutral densities 0 0 0 114 1 4 4 371
Sectoral Phillips curves and the aggregate Phillips curve 0 0 1 165 0 2 8 457
Skewness and index futures return 0 0 0 7 2 4 11 50
Systemic Risk in Europe 0 0 1 10 2 6 10 50
Systemic Risk in Europe 0 0 1 72 1 5 14 277
Testing for differences in the tails of stock-market returns 0 0 0 103 5 12 15 270
Testing for the New Keynesian Phillips Curve. Additional international evidence 0 0 1 109 1 8 12 303
Testing heterogeneity within the euro area 0 0 0 32 1 9 12 126
The Copula-GARCH model of conditional dependencies: An international stock market application 2 2 6 907 3 18 31 2,163
The Impact of Shocks on Higher Moments 0 0 0 16 0 8 11 92
The dynamics of squared returns under contemporaneous aggregation of GARCH models 0 0 0 6 0 6 10 58
The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates 1 1 2 64 1 3 9 210
User's guide 0 0 0 38 0 7 8 112
When Are Stocks Less Volatile in the Long Run? 0 0 0 13 0 4 4 63
Total Journal Articles 7 11 37 3,291 63 325 538 10,273

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 33 4 10 14 133
Total Chapters 1 1 2 33 4 10 14 133

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Statistics updated 2026-03-04