Details about Caroline Jardet

Access statistics for papers by Caroline Jardet.

Last updated 2017-02-20. Update your information in the RePEc Author Service.

Short-id: pja215

Working Papers

2022

1. Foreign Direct Investment under Uncertainty: Evidence from a Large Panel of Countries
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)

2014

2. Euro Area monetary policy shocks: impact on financial asset prices during the crisis?
   Working papers, Banque de France View citations (18)

2011

3. No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth
   Working Papers, Center for Research in Economics and Statistics View citations (3)
   Also in Working papers, Banque de France (2009) View citations (19)
   See also Journal Article No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth, Journal of Banking & Finance, Elsevier (2013) View citations (24) (2013)

2010

4. Euro money market interest rates dynamics and volatility
   Post-Print, HAL

2009

5. How Liquid are Markets?
   Post-Print, HAL View citations (2)
6. Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector
   Working papers, Banque de France View citations (7)
7. New Information Response Functions
   Working papers, Banque de France View citations (7)

2008

8. Taking into account extreme events in European option pricing
   Post-Print, HAL
   See also Journal Article Taking into account extreme events in European option pricing, Financial Stability Review, Banque de France (2008) View citations (1) (2008)

2007

9. Determinants of long-term interest rates in the United States and the euro area: A multivariate approach
   Working papers, Banque de France View citations (6)
10. Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework
    Working papers, Banque de France View citations (1)
    See also Journal Article 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. (2010) View citations (4) (2010)

2006

11. Term Structure Anomalies: Term Premium or Peso problem?
    Working papers, Banque de France View citations (1)
    See also Journal Article Term structure anomalies: Term premium or peso-problem?, Journal of International Money and Finance, Elsevier (2008) View citations (6) (2008)

2002

12. Why did the Term Structure of Interest Rates Lose its Predictive Power ?
    Working Papers, Center for Research in Economics and Statistics View citations (2)
    See also Journal Article Why did the term structure of interest rates lose its predictive power?, Economic Modelling, Elsevier (2004) View citations (18) (2004)

Journal Articles

2013

1. No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth
   Journal of Banking & Finance, 2013, 37, (2), 389-402 View citations (24)
   See also Working Paper No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth, Working Papers (2011) View citations (3) (2011)

2010

2. Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework
   International Journal of Finance & Economics, 2010, 15, (4), 316-330 View citations (4)
   See also Working Paper Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework, Working papers (2007) View citations (1) (2007)

2008

3. Les déterminants des taux d'intérêt à long terme aux États-Unis et dans la zone euro: une approche multivariée
   Economie & Prévision, 2008, n° 185, (4), 13-32
   Also in Économie et Prévision, 2008, 185, (4), 13-32 (2008) View citations (1)
4. Taking into account extreme events in European option pricing
   Financial Stability Review, 2008, (12), 39-51 View citations (1)
   See also Working Paper Taking into account extreme events in European option pricing, Post-Print (2008) (2008)
5. Term structure anomalies: Term premium or peso-problem?
   Journal of International Money and Finance, 2008, 27, (4), 592-608 View citations (6)
   See also Working Paper Term Structure Anomalies: Term Premium or Peso problem?, Working papers (2006) View citations (1) (2006)

2006

6. Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006
   Financial Stability Review, 2006, (9), 105-116

2004

7. Why did the term structure of interest rates lose its predictive power?
   Economic Modelling, 2004, 21, (3), 509-524 View citations (18)
   See also Working Paper Why did the Term Structure of Interest Rates Lose its Predictive Power ?, Working Papers (2002) View citations (2) (2002)