Concepedia
Statistics
Publications
8
Citations
177
H-Index
Active since
2009
Affiliations
Bank of Canada(Current)
Université de Montréal
Toulouse School of Economics
Universidad Carlos III de Madrid
Jean‐Sébastien Fontaine is an author at Bank of Canada specializing in engineering, statistics, and business.
Top concepts
FinanceBusinessEconomicsStatisticsEngineeringForecastingEconometricsAsset PricingFinancial EconomicsTime Series Econometrics
Publications per year
2009–2022
Bond Liquidity Premia
Jean‐Sébastien Fontaine, René García · SSRN Electronic Journal · 2009 · 63 citations · Full text
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
Bruno Feunou, Jean‐Sébastien Fontaine, Abderrahim Taamouti et al. · European Finance Review · 2013 · 45 citations · Full text
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
Bruno Feunou, Jean‐Sébastien Fontaine, Abderrahim Taamouti et al. · SSRN Electronic Journal · 2009 · 14 citations · Full text
Funding Risk, Market Liquidity, Market Volatility and the Cross-Section of Asset Returns
Jean‐Sébastien Fontaine, René García, Sermin Gungor · SSRN Electronic Journal · 2016 · 12 citations · Full text
Bond Risk Premia and Gaussian Term Structure Models
Bruno Feunou, Jean‐Sébastien Fontaine · Management Science · 2017 · 11 citations
Term Structure Model, Engineering, Time Series Econometrics +16
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