Browsing All of EconStor by Author Fontaine, Jean-Sébastien
Showing results 1 to 18 of 18
Year of Publication | Title | Author(s) |
2009 | The equity premium and the volatility spread: The role of risk-neutral skewness | Feunou, Bruno; Fontaine, Jean-Sébastien; Tedongap, Roméo |
2009 | Bond liquidity premia | Fontaine, Jean-Sébastien; Garcia, René |
2012 | When lower risk increases profit: Competition and control of a central counterparty | Fontaine, Jean-Sébastien; Pérez Saiz, Héctor; Slive, Joshua |
2012 | Estimating the policy rule from money market rates when target rate changes are lumpy | Fontaine, Jean-Sébastien |
2012 | Risk premium, variance premium and the maturity structure of uncertainty | Feunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo |
2012 | Forecasting inflation and the inflation risk premiums using nominal yields | Feunou, Bruno; Fontaine, Jean-Sébastien |
2014 | Bond risk premia and Gaussian term structure models | Feunou, Bruno; Fontaine, Jean-Sébastien |
2015 | Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns | Fontaine, Jean-Sébastien; Garcia, René; Gungor, Sermin |
2015 | Tractable term-structure models and the zero lower bound | Feunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; Lundblad, Christian |
2016 | What Fed funds futures tell us about monetary policy uncertainty | Fontaine, Jean-Sébastien |
2017 | Measuring limits of Arbitrage in fixed-income markets | Fontaine, Jean-Sébastien; Nolin, Guillaume |
2017 | Repo market functioning when the interest rate is low or negative | Fontaine, Jean-Sébastien; Hately, James; Walton, Adrian |
2017 | What drives episodes of settlement fails in the government of Canada bond market? | Fontaine, Jean-Sébastien; Pinnington, James; Walton, Adrian |
2017 | Which model to forecast the target rate? | Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian |
2020 | Contagion in dealer networks | Fontaine, Jean-Sébastien; Walton, Adrian |
2021 | COVID-19 crisis: Lessons learned for future policy research | Fontaine, Jean-Sébastien; Garriott, Corey; Johal, Jesse; Lee, Jessica; Uthemann, Andreas |
2021 | Secular economic changes and bond yields | Feunou, Bruno; Fontaine, Jean-Sébastien |
2022 | Real exchange rate decompositions | Feunou, Bruno; Fontaine, Jean-Sébastien; Krohn, Ingomar |