Browsen in EconStor gesamt nach Autor:innen Fontaine, Jean-Sébastien


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ErscheinungsjahrTitelAutor:innen
2009The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno; Fontaine, Jean-Sébastien; Tedongap, Roméo
2009Bond liquidity premiaFontaine, Jean-Sébastien; Garcia, René
2012When lower risk increases profit: Competition and control of a central counterpartyFontaine, Jean-Sébastien; Pérez Saiz, Héctor; Slive, Joshua
2012Estimating the policy rule from money market rates when target rate changes are lumpyFontaine, Jean-Sébastien
2012Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo
2012Forecasting inflation and the inflation risk premiums using nominal yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2014Bond risk premia and Gaussian term structure modelsFeunou, Bruno; Fontaine, Jean-Sébastien
2015Funding Liquidity, Market Liquidity and the Cross-Section of Stock ReturnsFontaine, Jean-Sébastien; Garcia, René; Gungor, Sermin
2015Tractable term-structure models and the zero lower boundFeunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; Lundblad, Christian
2016What Fed funds futures tell us about monetary policy uncertaintyFontaine, Jean-Sébastien
2017Measuring limits of Arbitrage in fixed-income marketsFontaine, Jean-Sébastien; Nolin, Guillaume
2017Repo market functioning when the interest rate is low or negativeFontaine, Jean-Sébastien; Hately, James; Walton, Adrian
2017What drives episodes of settlement fails in the government of Canada bond market?Fontaine, Jean-Sébastien; Pinnington, James; Walton, Adrian
2017Which model to forecast the target rate?Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian
2020Contagion in dealer networksFontaine, Jean-Sébastien; Walton, Adrian
2021COVID-19 crisis: Lessons learned for future policy researchFontaine, Jean-Sébastien; Garriott, Corey; Johal, Jesse; Lee, Jessica; Uthemann, Andreas
2021Secular economic changes and bond yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2022Real exchange rate decompositionsFeunou, Bruno; Fontaine, Jean-Sébastien; Krohn, Ingomar