Jean-Sébastien Fontaine
Jean-Sébastien Fontaine
Bestätigte E-Mail-Adresse bei - Startseite
Zitiert von
Zitiert von
Bond liquidity premia
JS Fontaine, R Garcia
Review of Financial Studies 25 (4), 1207-1205, 2009
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Review of Finance, 2011
Improving the Resilience of Core Funding Markets
JS Fontaine, J Selody, C Wilkins
Financial System Review, 41-46, 2009
Funding risk, market liquidity, market volatility and the cross-section of asset returns
JS Fontaine, R Garcia, S Gungor
Available at SSRN 2557211, 2016
Non-Markov Gaussian term structure models: The case of inflation
B Feunou, JS Fontaine
Review of Finance 18 (5), 1953-2001, 2014
Tractable Term Structure Models
B Feunou, JS Fontaine, A Le, CT Lundblad
Management Science (forthcoming), 2018
What do fed funds futures tell us about monetary policy uncertainty
JS Fontaine
Available at SSRN 1343913, 2016
Dealers' Competition and Control of a Central Counterparty: When Lower Risk Increases Profit
H Perez Saiz, JS Fontaine, J Slive
Available at SSRN 2022439, 2013
Bond risk premia and Gaussian term structure models
B Feunou, JS Fontaine
Management Science 64 (3), 1413-1439, 2018
Securities financing and bond market liquidity
JS Fontaine, C Garriott, K Gray
Bank of Canada Financial System Review, 39-45, 2016
Implied volatility and skewness surface
B Feunou, JS Fontaine, R Tédongap
Review of Derivatives Research 20 (2), 167-202, 2017
Competition and Risk in Centrally Cleared Markets
JS Fontaine, HP Saiz, J Slive
Bank of Canada Review, 2012
Measuring limits of arbitrage in fixed‐income markets
JS Fontaine, G Nolin
Journal of Financial Research 42 (3), 525-552, 2019
Unconventional Monetary Policy: The Perspective of a Small Open Economy?
JS Fontaine, L Suchanek, J Yang
Bank of Canada Review 2017 (Spring), 19-30, 2017
How should central counterparty clearing reduce risk? Collateral requirements and entry restrictions
JS Fontaine, S Perez-Saiz, J Slive
Manuscript, Bank of Canada, 2014
COVID-19 and bond market liquidity: alert, isolation and recovery
JS Fontaine, A Walton
Bank of Canada Staff Analytical Note 2020 (14), 2020
Foreign flows and their effects on government of Canada yields
B Feunou, JS Fontaine, J Kyeong, J Sierra
Bank of Canada Staff Analytical Note 2015 (1), 2015
Discrete choice term structure models: Theory and Applications
B Feunou, JS Fontaine
Working paper, Duke University and Bank of Canada, 2010
Canadian stock market since COVID‑19: Why a V-shaped price recovery?
JS Fontaine, G Ouellet Leblanc, R Shotlander
Bank of Canada Staff Analytical Note 2020 (22), 2020
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?
JS Fontaine, J Gao, J Sandhu, K Wu
Bank of Canada Staff Analytical Note 2017 (23), 2017
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