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Jean-Sébastien Fontaine
Jean-Sébastien Fontaine
Verified email at bankofcanada.ca - Homepage
Title
Cited by
Cited by
Year
Bond liquidity premia
JS Fontaine, R Garcia
Review of Financial Studies 25 (4), 1207-1205, 2009
3772009
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Review of Finance 18 (1), 219-269, 2014
572014
Funding risk, market liquidity, market volatility and the cross-section of asset returns
JS Fontaine, R Garcia, S Gungor
Available at SSRN 2557211, 2016
35*2016
Improving the Resilience of Core Funding Markets
JS Fontaine, J Selody, C Wilkins
Financial System Review, 41-46, 2009
33*2009
Non-Markov Gaussian term structure models: The case of inflation
B Feunou, JS Fontaine
Review of Finance 18 (5), 1953-2001, 2014
25*2014
Tractable Term Structure Models
B Feunou, JS Fontaine, A Le, CT Lundblad
Management Science (forthcoming), 2018
18*2018
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
18*2013
COVID-19 Crisis: Lessons Learned for Future Policy Research
JS Fontaine, C Garriott, J Johal, J Lee, A Uthemann
Bank of Canada Discussion Paper, 2021
172021
Secular Economic Changes and Bond Yields
B Feunou, JS Fontaine
Review of Economics and Statistics (forthcoming), 2020
16*2020
What do fed funds futures tell us about monetary policy uncertainty
JS Fontaine
Available at SSRN 1343913, 2016
16*2016
Bond risk premia and Gaussian term structure models
B Feunou, JS Fontaine
Management Science 64 (3), 1413-1439, 2018
15*2018
Securities financing and bond market liquidity
JS Fontaine, C Garriott, K Gray
Bank of Canada Financial System Review, 39-45, 2016
14*2016
Implied volatility and skewness surface
B Feunou, JS Fontaine, R Tédongap
Review of derivatives research 20, 167-202, 2017
13*2017
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
12*2017
financial markets
S End
11*
Competition and Risk in Centrally Cleared Markets
JS Fontaine, HP Saiz, J Slive
Bank of Canada Review, 2012
10*2012
Contagion in Dealer Networks
JS Fontaine, A Walton
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3617822, 2020
9*2020
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
92017
COVID-19 and bond market liquidity: alert, isolation and recovery
JS Fontaine, A Walton
Bank of Canada Staff Analytical Note 2020 (14), 2020
72020
How should central counterparty clearing reduce risk? Collateral requirements and entry restrictions
JS Fontaine, S Perez-Saiz, J Slive
Manuscript, Bank of Canada, 2014
72014
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