Jean-Sébastien Fontaine

Finance · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 26 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jean-Sébastien Fontaine trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis A. Longstaff
  2. Tobias Adrian
  3. Sydney C. Ludvigson
  4. Jan Ericsson
  5. Gurdip Bakshi
  6. Jens H. E. Christensen
  7. Y. Amihud
  8. G. Duffee
  9. Qiang Dai
  10. Nicolae Gârleanu

Who trusts Jean-Sébastien Fontaine overall

  1. Vikas Agarwal

Papers from Jean-Sébastien Fontaine's perspective

Ordered by how strongly the researchers Jean-Sébastien Fontaine trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  4. Bond Risk Premia
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. The Bond/Old-Bond Spread
  7. Market liquidity and funding liquidity
  8. The Determinants of Credit Spread Changes
  9. Liquidity and Leverage
  10. Equilibrium and welfare in markets with financially constrained arbitrageurs

Their papers