Jean-Sebastien Fontaine
Names
first: |
Jean-Sebastien |
last: |
Fontaine |
Contact
Affiliations
Research profile
author of:
-
When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
-
Access, Competition and Risk in Centrally Cleared Markets
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
-
Access, Competition and Risk in Centrally Cleared Markets
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
-
Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
by Jean-Sébastien Fontaine
-
Bond Liquidity Premia
by Jean-Sébastien Fontaine & René Garcia
-
Bond Risk Premia and Gaussian Term Structure Models
by Bruno Feunou & Jean-Sébastien Fontaine
-
Bond Liquidity Premia
by Jean-Sébastien Fontaine & René Garcia
-
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
by Bruno Feunou & Jean-Sébastien Fontaine
-
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap
-
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap
-
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor
-
Risk premium, variance premium and the maturity structure of uncertainty
by Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo
-
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap
-
What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
by Jean-Sébastien Fontaine
-
Non-Markov Gaussian Term Structure Models: The Case of Inflation
by Bruno Feunou & Jean-Sébastien Fontaine
-
Repo Market Functioning when the Interest Rate Is Low or Negative
by Jean-Sébastien Fontaine & James Hately & Adrian Walton
-
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor
-
Unconventional Monetary Policy: The Perspective of a Small Open Economy?
by Jean-Sébastien Fontaine & Lena Suchanek & Jing Yang
-
The Share of Systematic Variations in the Canadian Dollar—Part III
by Guillaume Nolin & James Kyeong & Jean-Sébastien Fontaine
-
The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility
by Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie
-
The Secular Decline of Forecasted Interest Rates
by Jean-Sébastien Fontaine & Bruno Feunou
-
Price Caps in Canadian Bond Borrowing Markets
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
-
Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?
by Jean-Sébastien Fontaine & Jeffrey Gao & Jabir Sandhu & Kobe Wu
-
The Share of Systemic Variations in the Canadian Dollar—Part II
by Jean-Sébastien Fontaine & Guillaume Nolin
-
Foreign Flows and Their Effects on Government of Canada Yields
by Bruno Feunou & Jean-Sébastien Fontaine & James Kyeong & Jesus Sierra
-
What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton
-
Implied volatility and skewness surface
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap
-
The Share of Systematic Variations in the Canadian Dollar—Part I
by Jean-Sébastien Fontaine & Guillaume Nolin
-
Measuring Limits of Arbitrage in Fixed-Income Markets
by Jean-Sébastien Fontaine & Guillaume Nolin
-
Tractable Term Structure Models
by Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine
-
Prix plafonds sur les marchés canadiens des emprunts d’obligations
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
-
Relative Value of Government of Canada Bonds
by Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton
-
MEASURING LIMITS OF ARBITRAGE IN FIXED‐INCOME MARKETS
by Jean‐Sébastien Fontaine & Guillaume Nolin
-
Contagion in Dealer Networks
by Jean-Sébastien Fontaine & Adrian Walton
-
COVID-19 and bond market liquidity: alert, isolation and recovery
by Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton
-
Will exchange-traded funds shape the future of bond dealing?
by Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc
-
Canadian stock market since COVID‑19: Why a V-shaped price recovery?
by Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander
-
COVID-19 Crisis: Lessons Learned for Future Policy Research
by Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann
-
Debt-Secular Economic Changes and Bond Yields
by Bruno Feunou & Jean-Sébastien Fontaine
-
What cured the TSX Equity index after COVID-19?
by Guillaume Ouellet Leblanc & Jean-Sébastien Fontaine & Ryan Shotlander
-
Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios
by Sébastien Betermier & Nicholas Byrne & Jean-Sébastien Fontaine & Hayden Ford & Jason Ho & Chelsea Mitchell
-
Real Exchange Rate Decompositions
by Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn