Jean-Sébastien Fontaine Economics, Finance and Econometrics
Economics, Finance and Econometrics. Updated Funding Liquidity Factor 2017Q1. The updated funding liquidity and term structure factors based on the Bond Liquidity Premia. The factors can be found here FundingLiquiditFactor 19862017Q1. May 5, 2017. March 16, 2018. What do Fed Funds Futures tell us about Monetary Policy Uncertainty. The paper is here. December 1, 2016. May 5, 2017. Recent Advances in Old Fixed-Income Topics Liquidity, Learning, and the Lower Bound. In Handbook of Fixed-Income Securities.
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Homepage of Feunou Kamkui
Is a Principal Researcher at the Bank of Canada-Financial Markets Department. His research Interests are Conditional Higher moments and more generally conditional characteristic function modeling and application in derivative evaluation, term structure of interest rate and cross section asset pricing. Before joining the Bank of Canada. He worked at Duke University. D-Degree at the University of Montreal. Ottawa , ON K1A 0G9.
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Jean-Sebastien Fontaine
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Jean-Sébastien Fontaine Economics, Finance and EconometricsDESCRIPTION
Economics, Finance and Econometrics. Updated Funding Liquidity Factor 2017Q1. The updated funding liquidity and term structure factors based on the Bond Liquidity Premia. The factors can be found here FundingLiquiditFactor 19862017Q1. May 5, 2017. March 16, 2018. What do Fed Funds Futures tell us about Monetary Policy Uncertainty. The paper is here. December 1, 2016. May 5, 2017. Recent Advances in Old Fixed-Income Topics Liquidity, Learning, and the Lower Bound. In Handbook of Fixed-Income Securities.CONTENT
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