Jean-Sebastien Fontaine

Names

Contact

Affiliations

• Bank of Canada
  • website
  • location: Ottawa, Canada

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