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
3272009
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
442014
Funding risk, market liquidity, market volatility and the cross-section of asset returns
JS Fontaine, R Garcia, S Gungor
Available at SSRN 2557211, 2016
30*2016
Improving the Resilience of Core Funding Markets
JS Fontaine, J Selody, C Wilkins
Financial System Review, 41-46, 2009
30*2009
Non-Markov Gaussian term structure models: The case of inflation
B Feunou, JS Fontaine
Review of Finance 18 (5), 1953-2001, 2014
21*2014
Tractable Term Structure Models
B Feunou, JS Fontaine, A Le, CT Lundblad
Management Science (forthcoming), 2018
16*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
15*2013
What do fed funds futures tell us about monetary policy uncertainty
JS Fontaine
Available at SSRN 1343913, 2016
14*2016
Bond risk premia and Gaussian term structure models
B Feunou, JS Fontaine
Management Science 64 (3), 1413-1439, 2018
12*2018
Securities financing and bond market liquidity
JS Fontaine, C Garriott, K Gray
Bank of Canada Financial System Review, 39-45, 2016
11*2016
Implied volatility and skewness surface
B Feunou, JS Fontaine, R Tédongap
Review of Derivatives Research 20 (2), 167-202, 2017
10*2017
Competition and Risk in Centrally Cleared Markets
JS Fontaine, HP Saiz, J Slive
Bank of Canada Review, 2012
92012
COVID-19 and bond market liquidity: alert, isolation and recovery
JS Fontaine, A Walton
Bank of Canada Staff Analytical Note 2020 (14), 2020
62020
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
62017
How should central counterparty clearing reduce risk? Collateral requirements and entry restrictions
JS Fontaine, S Perez-Saiz, J Slive
Manuscript, Bank of Canada, 2014
62014
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
42021
Contagion in Dealer Networks
JS Fontaine, A Walton
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3617822, 2020
4*2020
Foreign flows and their effects on government of Canada yields
B Feunou, JS Fontaine, J Kyeong, J Sierra
Bank of Canada Staff Analytical Note 2015 (1), 2015
42015
Discrete choice term structure models: Theory and Applications
B Feunou, JS Fontaine
Working paper, Duke University and Bank of Canada, 2010
42010
The Secular Decline of Forecasted Interest Rates
B Feunou, JS Fontaine
Bank of Canada Staff Analytical Note 2019 (1), 2019
3*2019
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Articles 1–20