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Jean-Sebastien Fontaine

Personal Details

First Name:Jean-Sebastien
Middle Name:
Last Name:Fontaine
Suffix:
RePEc Short-ID:pfo255
[This author has chosen not to make the email address public]
http://www.jean-sebastienfontaine.com

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Greg Adams & Jean-Sébastien Fontaine, 2023. "It takes a panel to predict the future: What the stock market says about future economic growth in Canada," Staff Analytical Notes 2023-9, Bank of Canada.
  2. Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn, 2022. "Real Exchange Rate Decompositions," Discussion Papers 2022-6, Bank of Canada.
  3. Bruno Feunou & Jean-Sébastien Fontaine, 2021. "Debt-Secular Economic Changes and Bond Yields," Staff Working Papers 21-14, Bank of Canada.
  4. Jean-Sébastien Fontaine & Corey Garriott & Jesse Johal & Jessica Lee & Andreas Uthemann, 2021. "COVID-19 Crisis: Lessons Learned for Future Policy Research," Discussion Papers 2021-2, Bank of Canada.
  5. Sébastien Betermier & Nicholas Byrne & Jean-Sébastien Fontaine & Hayden Ford & Jason Ho & Chelsea Mitchell, 2021. "Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios," Staff Analytical Notes 2021-20, Bank of Canada.
  6. Guillaume Ouellet Leblanc & Jean-Sébastien Fontaine & Ryan Shotlander, 2021. "What cured the TSX Equity index after COVID-19?," Staff Analytical Notes 2021-3, Bank of Canada.
  7. Jean-Sébastien Fontaine & Hayden Ford & Adrian Walton, 2020. "COVID-19 and bond market liquidity: alert, isolation and recovery," Staff Analytical Notes 2020-14, Bank of Canada.
  8. Rohan Arora & Jean-Sébastien Fontaine & Corey Garriott & Guillaume Ouellet Leblanc, 2020. "Will exchange-traded funds shape the future of bond dealing?," Staff Analytical Notes 2020-16, Bank of Canada.
  9. Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander, 2020. "Canadian stock market since COVID‑19: Why a V-shaped price recovery?," Staff Analytical Notes 2020-22, Bank of Canada.
  10. Jean-Sébastien Fontaine & Adrian Walton, 2020. "Contagion in Dealer Networks," Staff Working Papers 20-1, Bank of Canada.
  11. Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019. "Prix plafonds sur les marchés canadiens des emprunts d’obligations," Staff Analytical Notes 2019-2-fr, Bank of Canada.
  12. Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019. "Relative Value of Government of Canada Bonds," Staff Analytical Notes 2019-23, Bank of Canada.
  13. Jean-Sébastien Fontaine & Bruno Feunou, 2019. "The Secular Decline of Forecasted Interest Rates," Staff Analytical Notes 2019-1, Bank of Canada.
  14. Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019. "Price Caps in Canadian Bond Borrowing Markets," Staff Analytical Notes 2019-2, Bank of Canada.
  15. Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018. "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes 2018-39, Bank of Canada.
  16. Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017. "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers 17-3, Bank of Canada.
  17. Jean-Sébastien Fontaine & Jeffrey Gao & Jabir Sandhu & Kobe Wu, 2017. "Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?," Staff Analytical Notes 17-23, Bank of Canada.
  18. Jean-Sébastien Fontaine & James Pinnington & Adrian Walton, 2017. "What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?," Staff Working Papers 17-54, Bank of Canada.
  19. Jean-Sébastien Fontaine & Guillaume Nolin, 2017. "Measuring Limits of Arbitrage in Fixed-Income Markets," Staff Working Papers 17-44, Bank of Canada.
  20. Jean-Sébastien Fontaine & Guillaume Nolin, 2017. "The Share of Systemic Variations in the Canadian Dollar—Part II," Staff Analytical Notes 17-1, Bank of Canada.
  21. Jean-Sébastien Fontaine & Guillaume Nolin, 2016. "The Share of Systematic Variations in the Canadian Dollar—Part I," Staff Analytical Notes 16-15, Bank of Canada.
  22. Jean-Sébastien Fontaine, 2016. "What Fed Funds Futures Tell Us About Monetary Policy Uncertainty," Staff Working Papers 16-61, Bank of Canada.
  23. Jean-Sébastien Fontaine & René Garcia & Sermin Gungor, 2015. "Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns," Staff Working Papers 15-12, Bank of Canada.
  24. Bruno Feunou & Jean-Sébastien Fontaine & James Kyeong & Jesus Sierra, 2015. "Foreign Flows and Their Effects on Government of Canada Yields," Staff Analytical Notes 15-1, Bank of Canada.
  25. Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine, 2015. "Tractable Term Structure Models," Staff Working Papers 15-46, Bank of Canada.
  26. Bruno Feunou & Jean-Sébastien Fontaine, 2014. "Bond Risk Premia and Gaussian Term Structure Models," Staff Working Papers 14-13, Bank of Canada.
  27. Bruno Feunou & Jean-Sébastien Fontaine, 2012. "Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields," Staff Working Papers 12-37, Bank of Canada.
  28. Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap, 2012. "Risk Premium, Variance Premium and the Maturity Structure of Uncertainty," Staff Working Papers 12-11, Bank of Canada.
  29. Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "When Lower Risk Increases Profit: Competition and Control of a Central Counterparty," Staff Working Papers 12-35, Bank of Canada.
  30. Jean-Sébastien Fontaine, 2012. "Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy," Staff Working Papers 12-41, Bank of Canada.
  31. Jean-Sébastien Fontaine & René Garcia, 2009. "Bond Liquidity Premia," Staff Working Papers 09-28, Bank of Canada.
  32. Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap, 2009. "Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness," Staff Working Papers 09-20, Bank of Canada.

Articles

  1. Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian, 2021. "What model for the target rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(1), pages 1-23, February.
  2. Jean‐Sébastien Fontaine & Guillaume Nolin, 2019. "Measuring Limits Of Arbitrage In Fixed‐Income Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 42(3), pages 525-552, September.
  3. Jean-Sébastien Fontaine & Lena Suchanek & Jing Yang, 2017. "Unconventional Monetary Policy: The Perspective of a Small Open Economy?," Bank of Canada Review, Bank of Canada, vol. 2017(Spring), pages 19-30.
  4. Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap, 2017. "Implied volatility and skewness surface," Review of Derivatives Research, Springer, vol. 20(2), pages 167-202, July.
  5. Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap, 2014. "Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty," Review of Finance, European Finance Association, vol. 18(1), pages 219-269.
  6. Bruno Feunou & Jean-Sébastien Fontaine, 2014. "Non-Markov Gaussian Term Structure Models: The Case of Inflation," Review of Finance, European Finance Association, vol. 18(5), pages 1953-2001.
  7. Jean-Sébastien Fontaine & René Garcia, 2012. "Bond Liquidity Premia," The Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1207-1254.
  8. Jean-Sébastien Fontaine & Héctor Pérez Saiz & Joshua Slive, 2012. "Access, Competition and Risk in Centrally Cleared Markets," Bank of Canada Review, Bank of Canada, vol. 2012(Autumn), pages 14-22.

    RePEc:inm:ormnsc:v:64:y:2018:i:3:p:1413-1439 is not listed on IDEAS

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (12) 2009-10-17 2012-12-15 2013-01-07 2014-05-09 2015-03-27 2016-04-30 2017-12-18 2020-01-27 2020-08-17 2021-03-08 2021-03-29 2022-04-04. Author is listed
  2. NEP-FMK: Financial Markets (7) 2009-10-17 2014-05-09 2015-03-27 2017-12-18 2019-08-19 2020-11-02 2021-04-05. Author is listed
  3. NEP-CBA: Central Banking (4) 2013-01-07 2021-03-08 2022-04-04 2023-08-28
  4. NEP-MON: Monetary Economics (4) 2012-12-15 2013-01-07 2017-01-29 2022-04-04
  5. NEP-MST: Market Microstructure (3) 2009-06-10 2020-01-27 2020-08-17
  6. NEP-UPT: Utility Models and Prospect Theory (3) 2009-06-10 2012-05-15 2012-05-22
  7. NEP-BEC: Business Economics (2) 2009-06-10 2009-10-17
  8. NEP-RMG: Risk Management (2) 2012-11-24 2021-08-30
  9. NEP-AGE: Economics of Ageing (1) 2021-08-30
  10. NEP-CFN: Corporate Finance (1) 2020-11-02
  11. NEP-FDG: Financial Development and Growth (1) 2023-08-28
  12. NEP-FOR: Forecasting (1) 2012-12-15
  13. NEP-IFN: International Finance (1) 2022-04-04
  14. NEP-ISF: Islamic Finance (1) 2021-08-30
  15. NEP-NET: Network Economics (1) 2020-01-27
  16. NEP-OPM: Open Economy Macroeconomics (1) 2022-04-04
  17. NEP-PAY: Payment Systems and Financial Technology (1) 2020-01-27

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