Jean-Sebastien Fontaine
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Jean-Sebastien |
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Fontaine |
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author of:
- Access, Competition and Risk in Centrally Cleared Markets
Bank of Canada Review, Bank of Canada (2012)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
(ReDIF-article, bca:bcarev:v:2012:y:2012:i:autumn12:p:14-22) - Access, Competition and Risk in Centrally Cleared Markets
Bank of Canada Review, Bank of Canada (2012)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
(ReDIF-article, bca:bcarev:v:2012:y:2012:i:autumn12:p:3-13) - Unconventional Monetary Policy: The Perspective of a Small Open Economy?
Bank of Canada Review, Bank of Canada (2017)
by Jean-Sébastien Fontaine & Lena Suchanek & Jing Yang
(ReDIF-article, bca:bcarev:v:2017:y:2017:i:spring17:p:19-30) - Repo Market Functioning when the Interest Rate Is Low or Negative
Discussion Papers, Bank of Canada (2017)
by Jean-Sébastien Fontaine & James Hately & Adrian Walton
(ReDIF-paper, bca:bocadp:17-3) - COVID-19 Crisis: Lessons Learned for Future Policy Research
Discussion Papers, Bank of Canada (2021)
by Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann
(ReDIF-paper, bca:bocadp:21-2) - Real Exchange Rate Decompositions
Discussion Papers, Bank of Canada (2022)
by Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn
(ReDIF-paper, bca:bocadp:22-6) - Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness
Staff Working Papers, Bank of Canada (2009)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap
(ReDIF-paper, bca:bocawp:09-20) - Bond Liquidity Premia
Staff Working Papers, Bank of Canada (2009)
by Jean-Sébastien Fontaine & René Garcia
(ReDIF-paper, bca:bocawp:09-28) - Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
Staff Working Papers, Bank of Canada (2012)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap
(ReDIF-paper, bca:bocawp:12-11) - When Lower Risk Increases Profit: Competition and Control of a Central Counterparty
Staff Working Papers, Bank of Canada (2012)
by Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive
(ReDIF-paper, bca:bocawp:12-35) - Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields
Staff Working Papers, Bank of Canada (2012)
by Bruno Feunou & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:12-37) - Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy
Staff Working Papers, Bank of Canada (2012)
by Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:12-41) - Bond Risk Premia and Gaussian Term Structure Models
Staff Working Papers, Bank of Canada (2014)
by Bruno Feunou & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:14-13) - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
Staff Working Papers, Bank of Canada (2015)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor
(ReDIF-paper, bca:bocawp:15-12) - Tractable Term Structure Models
Staff Working Papers, Bank of Canada (2015)
by Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:15-46) - What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
Staff Working Papers, Bank of Canada (2016)
by Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:16-61) - Measuring Limits of Arbitrage in Fixed-Income Markets
Staff Working Papers, Bank of Canada (2017)
by Jean-Sébastien Fontaine & Guillaume Nolin
(ReDIF-paper, bca:bocawp:17-44) - What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
Staff Working Papers, Bank of Canada (2017)
by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton
(ReDIF-paper, bca:bocawp:17-54) - Contagion in Dealer Networks
Staff Working Papers, Bank of Canada (2020)
by Jean-Sébastien Fontaine & Adrian Walton
(ReDIF-paper, bca:bocawp:20-1) - Debt-Secular Economic Changes and Bond Yields
Staff Working Papers, Bank of Canada (2021)
by Bruno Feunou & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocawp:21-14) - Foreign Flows and Their Effects on Government of Canada Yields
Staff Analytical Notes, Bank of Canada (2015)
by Bruno Feunou & Jean-Sébastien Fontaine & James Kyeong & Jesus Sierra
(ReDIF-paper, bca:bocsan:15-1) - The Share of Systematic Variations in the Canadian Dollar—Part I
Staff Analytical Notes, Bank of Canada (2016)
by Jean-Sébastien Fontaine & Guillaume Nolin
(ReDIF-paper, bca:bocsan:16-15) - The Share of Systemic Variations in the Canadian Dollar—Part II
Staff Analytical Notes, Bank of Canada (2017)
by Jean-Sébastien Fontaine & Guillaume Nolin
(ReDIF-paper, bca:bocsan:17-1) - Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?
Staff Analytical Notes, Bank of Canada (2017)
by Jean-Sébastien Fontaine & Jeffrey Gao & Jabir Sandhu & Kobe Wu
(ReDIF-paper, bca:bocsan:17-23) - The Share of Systematic Variations in the Canadian Dollar—Part III
Staff Analytical Notes, Bank of Canada (2018)
by Guillaume Nolin & James Kyeong & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocsan:18-13) - The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility
Staff Analytical Notes, Bank of Canada (2018)
by Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie
(ReDIF-paper, bca:bocsan:18-39) - The Secular Decline of Forecasted Interest Rates
Staff Analytical Notes, Bank of Canada (2019)
by Jean-Sébastien Fontaine & Bruno Feunou
(ReDIF-paper, bca:bocsan:19-1) - Price Caps in Canadian Bond Borrowing Markets
Staff Analytical Notes, Bank of Canada (2019)
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
(ReDIF-paper, bca:bocsan:19-2) - Relative Value of Government of Canada Bonds
Staff Analytical Notes, Bank of Canada (2019)
by Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton
(ReDIF-paper, bca:bocsan:19-23) - Prix plafonds sur les marchés canadiens des emprunts d’obligations
Staff Analytical Notes, Bank of Canada (2019)
by Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton
(ReDIF-paper, bca:bocsan:19-2fr) - COVID-19 and bond market liquidity: alert, isolation and recovery
Staff Analytical Notes, Bank of Canada (2020)
by Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton
(ReDIF-paper, bca:bocsan:20-14) - Will exchange-traded funds shape the future of bond dealing?
Staff Analytical Notes, Bank of Canada (2020)
by Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc
(ReDIF-paper, bca:bocsan:20-16) - Canadian stock market since COVID‑19: Why a V-shaped price recovery?
Staff Analytical Notes, Bank of Canada (2020)
by Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander
(ReDIF-paper, bca:bocsan:20-22) - Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios
Staff Analytical Notes, Bank of Canada (2021)
by Sébastien Betermier & Nicholas Byrne & Jean-Sébastien Fontaine & Hayden Ford & Jason Ho & Chelsea Mitchell
(ReDIF-paper, bca:bocsan:21-20) - What cured the TSX Equity index after COVID-19?
Staff Analytical Notes, Bank of Canada (2021)
by Guillaume Ouellet Leblanc & Jean-Sébastien Fontaine & Ryan Shotlander
(ReDIF-paper, bca:bocsan:21-3) - It takes a panel to predict the future: What the stock market says about future economic growth in Canada
Staff Analytical Notes, Bank of Canada (2023)
by Greg Adams & Jean-Sébastien Fontaine
(ReDIF-paper, bca:bocsan:23-9) - Measuring Limits Of Arbitrage In Fixed‐Income Markets
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association (2019)
by Jean‐Sébastien Fontaine & Guillaume Nolin
(ReDIF-article, bla:jfnres:v:42:y:2019:i:3:p:525-552) - What model for the target rate
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2021)
by Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian
(ReDIF-article, bpj:sndecm:v:25:y:2021:i:1:p:23:n:1) - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns
CIRANO Working Papers, CIRANO (2016)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor
(ReDIF-paper, cir:cirwor:2016s-21) - Risk premium, variance premium and the maturity structure of uncertainty
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa (2011)
by Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo
(ReDIF-paper, cte:werepe:we1144) - Unknown item RePEc:inm:ormnsc:v:64:y:2018:i:3:p:1413-1439 (article)
- Implied volatility and skewness surface
Review of Derivatives Research, Springer (2017)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap
(ReDIF-article, kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x) - Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
Review of Finance, European Finance Association (2014)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap
(ReDIF-article, oup:revfin:v:18:y:2014:i:1:p:219-269.) - Non-Markov Gaussian Term Structure Models: The Case of Inflation
Review of Finance, European Finance Association (2014)
by Bruno Feunou & Jean-Sébastien Fontaine
(ReDIF-article, oup:revfin:v:18:y:2014:i:5:p:1953-2001.) - Bond Liquidity Premia
Review of Financial Studies, Society for Financial Studies (2012)
by Jean-Sébastien Fontaine & René Garcia
(ReDIF-article, oup:rfinst:v:25:y:2012:i:4:p:1207-1254)