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Caroline Jardet

This is information that was supplied by Caroline Jardet in registering through RePEc. If you are Caroline Jardet, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Caroline
Middle Name:
Last Name:Jardet
RePEc Short-ID:pja215
Paris, France


B.P. 140-01 75049 Paris Cedex 01
RePEc:edi:bdfgvfr (more details at EDIRC)
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  1. C.Jardet & A. Monks, 2014. "Euro Area monetary policy shocks: impact on financial asset prices during the crisis?," Working papers 512, Banque de France.
  2. Caroline JARDET & Alain MONFORT & Fulvio PEGORARO, 2011. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working Papers 2011-03, Center for Research in Economics and Statistics.
  3. Caroline Jardet & Gaëlle Le Fol, 2010. "Euro money market interest rates dynamics and volatility," Post-Print halshs-00876971, HAL.
  4. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "New Information Response Functions," Working papers 235, Banque de France.
  5. Gaëlle Le Fol & Julien Idier & Caroline Jardet, 2009. "How Liquid are Markets?," Post-Print halshs-00638443, HAL.
  6. Avouyi-Dovi, S. & Bardos, M. & Jardet, C. & Kendaoui, L. & Moquet , J., 2009. "Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector," Working papers 238, Banque de France.
  7. Gaëlle Le Fol & Julien Idier & Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2008. "Taking into account extreme events in European option pricing," Post-Print halshs-00638450, HAL.
  8. De Loubens, A. & Idier, J. & Jardet, C., 2007. "Determinants of long-term interest rates in the United States and the euro area: A multivariate approach," Working papers 170, Banque de France.
  9. Jardet, C. & Le Fol, G., 2007. "Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework," Working papers 167, Banque de France.
  10. Jardet, C., 2006. "Term Structure Anomalies: Term Premium or Peso problem?," Working papers 143, Banque de France.
  11. Caroline Jardet, 2002. "Why did the Term Structure of Interest Rates Lose its Predictive Power ?," Working Papers 2002-05, Center for Research in Economics and Statistics.
  1. Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013. "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 389-402.
  2. Caroline Jardet & Gaelle Le Fol, 2010. "Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(4), pages 316-330.
  3. Jardet, Caroline, 2008. "Term structure anomalies: Term premium or peso-problem?," Journal of International Money and Finance, Elsevier, vol. 27(4), pages 592-608, June.
  4. Aymeric de Loubens & Caroline Jardet & Julien Idier, 2008. "Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée," Économie et Prévision, Programme National Persée, vol. 185(4), pages 13-32.
  5. Idier, J. & Jardet, C. & Le Fol, G. & Monfort, A. & Pegoraro, J., 2008. "Taking into account extreme events in European option pricing," Financial Stability Review, Banque de France, issue 12, pages 39-51, October.
  6. Avouyi-Dovi, S. & Jardet, C., 2006. "Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006," Financial Stability Review, Banque de France, issue 9, pages 105-116, December.
  7. Jardet, Caroline, 2004. "Why did the term structure of interest rates lose its predictive power?," Economic Modelling, Elsevier, vol. 21(3), pages 509-524, May.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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-CBA: Central Banking (3) 2009-07-17 2009-07-17 2014-11-07
  2. NEP-MAC: Macroeconomics (3) 2009-07-17 2009-07-17 2014-11-07
  3. NEP-EEC: European Economics (2) 2009-07-17 2014-11-07
  4. NEP-CMP: Computational Economics (1) 2009-07-17
  5. NEP-ECM: Econometrics (1) 2009-07-17
  6. NEP-ETS: Econometric Time Series (1) 2009-07-17
  7. NEP-FDG: Financial Development & Growth (1) 2011-03-19
  8. NEP-MON: Monetary Economics (1) 2014-11-07
  9. NEP-RMG: Risk Management (1) 2009-07-17

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