Jean-Sebastien Fontaine
Names
| first: |
Jean-Sebastien |
| last: |
Fontaine |
Identifer
Contact
Affiliations
Research profile
author of:
- Access, Competition and Risk in Centrally Cleared Markets (RePEc:bca:bcarev:v:2012:y:2012:i:autumn12:p:14-22)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive - Access, Competition and Risk in Centrally Cleared Markets (RePEc:bca:bcarev:v:2012:y:2012:i:autumn12:p:3-13)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive - Unconventional Monetary Policy: The Perspective of a Small Open Economy? (RePEc:bca:bcarev:v:2017:y:2017:i:spring17:p:19-30)
by Jean-Sébastien Fontaine & Lena Suchanek & Jing Yang - Repo Market Functioning when the Interest Rate Is Low or Negative (RePEc:bca:bocadp:17-3)
by Jean-Sébastien Fontaine & James Hately & Adrian Walton - COVID-19 Crisis: Lessons Learned for Future Policy Research (RePEc:bca:bocadp:21-2)
by Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann - Real Exchange Rate Decompositions (RePEc:bca:bocadp:22-6)
by Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn - Will Asset Managers Dash for Cash? Implications for Central Banks (RePEc:bca:bocadp:25-05)
by David Cimon & Jean-Philippe Dion & Jean-Sébastien Fontaine & Jabir Sandhu - The Dealer-to-Client Repo Market: A Buoy on a Swaying Sea (RePEc:bca:bocadp:25-14)
by Greg Adams & Evan Dudley & Jean-Sébastien Fontaine & Sofia Tchamova & Andreas Uthemann - Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness (RePEc:bca:bocawp:09-20)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap - Bond Liquidity Premia (RePEc:bca:bocawp:09-28)
by Jean-Sébastien Fontaine & René Garcia - Risk Premium, Variance Premium and the Maturity Structure of Uncertainty (RePEc:bca:bocawp:12-11)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap - When Lower Risk Increases Profit: Competition and Control of a Central Counterparty (RePEc:bca:bocawp:12-35)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive - Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields (RePEc:bca:bocawp:12-37)
by Bruno Feunou & Jean-Sébastien Fontaine - Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy (RePEc:bca:bocawp:12-41)
by Jean-Sébastien Fontaine - Bond Risk Premia and Gaussian Term Structure Models (RePEc:bca:bocawp:14-13)
by Bruno Feunou & Jean-Sébastien Fontaine - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns (RePEc:bca:bocawp:15-12)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - Tractable Term Structure Models (RePEc:bca:bocawp:15-46)
by Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine - What Fed Funds Futures Tell Us About Monetary Policy Uncertainty (RePEc:bca:bocawp:16-61)
by Jean-Sébastien Fontaine - Measuring Limits of Arbitrage in Fixed-Income Markets (RePEc:bca:bocawp:17-44)
by Jean-Sébastien Fontaine & Guillaume Nolin - What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? (RePEc:bca:bocawp:17-54)
by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton - Contagion in Dealer Networks (RePEc:bca:bocawp:20-1)
by Jean-Sébastien Fontaine & Adrian Walton - Debt-Secular Economic Changes and Bond Yields (RePEc:bca:bocawp:21-14)
by Bruno Feunou & Jean-Sébastien Fontaine - Foreign Flows and Their Effects on Government of Canada Yields (RePEc:bca:bocsan:15-1)
by Bruno Feunou & Jean-Sébastien Fontaine & James Kyeong & Jesus Sierra - The Share of Systematic Variations in the Canadian Dollar—Part I (RePEc:bca:bocsan:16-15)
by Jean-Sébastien Fontaine & Guillaume Nolin - The Share of Systemic Variations in the Canadian Dollar—Part II (RePEc:bca:bocsan:17-1)
by Jean-Sébastien Fontaine & Guillaume Nolin - Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? (RePEc:bca:bocsan:17-23)
by Jean-Sébastien Fontaine & Jeffrey Gao & Jabir Sandhu & Kobe Wu - The Share of Systematic Variations in the Canadian Dollar—Part III (RePEc:bca:bocsan:18-13)
by Guillaume Nolin & James Kyeong & Jean-Sébastien Fontaine - The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility (RePEc:bca:bocsan:18-39)
by Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie - The Secular Decline of Forecasted Interest Rates (RePEc:bca:bocsan:19-1)
by Jean-Sébastien Fontaine & Bruno Feunou - Price Caps in Canadian Bond Borrowing Markets (RePEc:bca:bocsan:19-2)
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton - Relative Value of Government of Canada Bonds (RePEc:bca:bocsan:19-23)
by Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton - Prix plafonds sur les marchés canadiens des emprunts d’obligations (RePEc:bca:bocsan:19-2fr)
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton - COVID-19 and bond market liquidity: alert, isolation and recovery (RePEc:bca:bocsan:20-14)
by Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton - Will exchange-traded funds shape the future of bond dealing? (RePEc:bca:bocsan:20-16)
by Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc - Canadian stock market since COVID‑19: Why a V-shaped price recovery? (RePEc:bca:bocsan:20-22)
by Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander - Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios (RePEc:bca:bocsan:21-20)
by Sébastien Betermier & Nicholas Byrne & Jean-Sébastien Fontaine & Hayden Ford & Jason Ho & Chelsea Mitchell - What cured the TSX Equity index after COVID-19? (RePEc:bca:bocsan:21-3)
by Guillaume Ouellet Leblanc & Jean-Sébastien Fontaine & Ryan Shotlander - It takes a panel to predict the future: What the stock market says about future economic growth in Canada (RePEc:bca:bocsan:23-9)
by Greg Adams & Jean-Sébastien Fontaine - Monetary policy, interest rates and the Canadian dollar (RePEc:bca:bocsan:25-2)
by Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz - La politique monétaire, les taux d’intérêt et le dollar canadien (RePEc:bca:bocsan:25-2fr)
by Jean-Sébastien Fontaine & Ingomar Krohn & James Kyeong & Rishi Vala & Konrad Zmitrowicz - Measuring Limits Of Arbitrage In Fixed‐Income Markets (RePEc:bla:jfnres:v:42:y:2019:i:3:p:525-552)
by Jean‐Sébastien Fontaine & Guillaume Nolin - What model for the target rate (RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1)
by Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns (RePEc:cir:cirwor:2016s-21)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - Risk premium, variance premium and the maturity structure of uncertainty (RePEc:cte:werepe:we1144)
by Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo - Unknown item RePEc:inm:ormnsc:v:64:y:2018:i:3:p:1413-1439 (article)
- Implied volatility and skewness surface (RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap - Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (RePEc:oup:revfin:v:18:y:2014:i:1:p:219-269.)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap - Non-Markov Gaussian Term Structure Models: The Case of Inflation (RePEc:oup:revfin:v:18:y:2014:i:5:p:1953-2001.)
by Bruno Feunou & Jean-Sébastien Fontaine - Bond Liquidity Premia (RePEc:oup:rfinst:v:25:y:2012:i:4:p:1207-1254)
by Jean-Sébastien Fontaine & René Garcia