Browsing All of EconStor by Author Fontaine, Jean-Sébastien

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Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2009 Bond liquidity premiaFontaine, Jean-Sébastien; Garcia, René
2009 The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno; Fontaine, Jean-Sébastien; Tedongap, Roméo
2012 When lower risk increases profit: Competition and control of a central counterpartyFontaine, Jean-Sébastien; Pérez Saiz, Héctor; Slive, Joshua
2012 Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo
2012 Forecasting inflation and the inflation risk premiums using nominal yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2012 Estimating the policy rule from money market rates when target rate changes are lumpyFontaine, Jean-Sébastien
2014 Bond risk premia and Gaussian term structure modelsFeunou, Bruno; Fontaine, Jean-Sébastien
2015 Tractable term-structure models and the zero lower boundFeunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; Lundblad, Christian
2015 Funding Liquidity, Market Liquidity and the Cross-Section of Stock ReturnsFontaine, Jean-Sébastien; Garcia, René; Gungor, Sermin
2016 What Fed funds futures tell us about monetary policy uncertaintyFontaine, Jean-Sébastien
2017 Which model to forecast the target rate?Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian
2017 What drives episodes of settlement fails in the government of Canada bond market?Fontaine, Jean-Sébastien; Pinnington, James; Walton, Adrian
2017 Measuring limits of Arbitrage in fixed-income marketsFontaine, Jean-Sébastien; Nolin, Guillaume
2017 Repo market functioning when the interest rate is low or negativeFontaine, Jean-Sébastien; Hately, James; Walton, Adrian