Jean-Sébastien Fontaine - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2015 | 2012 | 2009

Title Other author(s)

Measuring Limits of Arbitrage in Fixed-Income Markets

Bank of Canada Working papers [View] (Paper: 17-44, 01.10.2017)

JEL: G12

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Bank of Canada Working papers [View] (Paper: 2016-61, 28.12.2016)

JEL: E43, E44, E47, G12, G13

Tractable Term-Structure Models and the Zero Lower Bound

Bank of Canada Working papers [View] (Paper: 2015-46, 14.12.2015)

JEL: G12

Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy

Bank of Canada Working papers [View] (Paper: 2012-41, 19.12.2012)

Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields

Bank of Canada Working papers [View] (Paper: 2012-37, 15.11.2012)

When Lower Risk Increases Profit: Competition and Control of a Central Counterparty

Bank of Canada Working papers [View] (Paper: 2012-35, 10.11.2012)

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Bank of Canada Working papers [View] (Paper: 2012-11, 04.04.2012)

JEL: G12, G13

Bond Liquidity Premia

Bank of Canada Working papers [View] (Paper: 2009-28, 07.10.2009)

JEL: E43

The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness

Bank of Canada Working papers [View] (Paper: 2009-20, 11.06.2009)

JEL: G12, G13

Papers by year: All | 2017 | 2016 | 2015 | 2012 | 2009