Caroline Jardet : Citation Profile


Are you Caroline Jardet?

Banque de France

5

H index

1

i10 index

71

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

RESEARCH ACTIVITY:

   12 years (2002 - 2014). See details.
   Cites by year: 5
   Journals where Caroline Jardet has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pja215
   Updated: 2018-09-22    RAS profile: 2017-02-20    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Caroline Jardet.

Is cited by:

Monfort, Alain (6)

Renne, Jean-Paul (5)

Krippner, Leo (4)

Peersman, Gert (3)

Goda, Thomas (3)

Banbura, Marta (3)

Boeckx, Jef (3)

Lenza, Michele (3)

Giannone, Domenico (3)

Stewart, Chris (2)

Thalassinos, El (2)

Cites to:

Bernanke, Ben (8)

de Haan, Jakob (8)

Swanson, Eric (7)

Rudebusch, Glenn (7)

Ehrmann, Michael (6)

Wu, Tao (5)

Jansen, David-Jan (5)

Pesaran, M (5)

Fratzscher, Marcel (5)

Phillips, Peter (4)

Shiller, Robert (4)

Main data


Where Caroline Jardet has published?


Journals with more than one article published# docs
Financial Stability Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Caroline Jardet (2018 and 2017)


YearTitle of citing document
2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

Full description at Econpapers || Download paper

2017Monetary Policy Implementation and Volatility Transmission Along the Yield Curve: The Case of Kenya. (2017). Alper, C. Emre ; Yang, Fan ; Morales, Armando R. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:455-478.

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2017The Transmission Mechanism of Credit Support Policies in the Euro Area. (2017). Peersman, Gert ; Boeckx, Jef ; de Sola, Maite. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6442.

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2017Scenario generation for long run interest rate risk assessment. (2017). Roussellet, Guillaume ; Engle, Robert ; Siriwardane, Emil. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:333-347.

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2017Staying at zero with affine processes: An application to term structure modelling. (2017). Roussellet, Guillaume ; Renne, Jean-Paul ; Monfort, Alain ; Pegoraro, Fulvio. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:348-366.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joseph. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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2017How Germany benefits the most from its Eurozone membership. (2017). Juneja, Januj. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1074-1088.

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2017Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates. (2017). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:1:d:10.1007_s11156-016-0584-y.

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2018A macroeconomic reverse stress test. (2018). Grundke, Peter ; Pliszka, Kamil. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:4:d:10.1007_s11156-017-0655-8.

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2018Delphic and Odyssean monetary policy shocks: Evidence from the euro-area. (2018). ferroni, filippo. In: 2018 Meeting Papers. RePEc:red:sed018:60.

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2017Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507033.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

Full description at Econpapers || Download paper

Works by Caroline Jardet:


YearTitleTypeCited
2006Term Structure Anomalies: Term Premium or Peso problem? In: Working papers.
[Full Text][Citation analysis]
paper7
2008Term structure anomalies: Term premium or peso-problem?.(2008) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2007Euro money market interest rates dynamics and volatility: How they respond to recent changes in the operational framework. In: Working papers.
[Full Text][Citation analysis]
paper5
2010Euro money market interest rate dynamics and volatility: how they respond to recent changes in the operational framework.(2010) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2007Determinants of long-term interest rates in the United States and the euro area: A multivariate approach. In: Working papers.
[Full Text][Citation analysis]
paper5
2009No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. In: Working papers.
[Full Text][Citation analysis]
paper29
2011No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2013No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
article
2009New Information Response Functions. In: Working papers.
[Full Text][Citation analysis]
paper5
2009Macro stress testing with a macroeconomic credit risk model: Application to the French manufacturing sector. In: Working papers.
[Full Text][Citation analysis]
paper5
2014Euro Area monetary policy shocks: impact on financial asset prices during the crisis? In: Working papers.
[Full Text][Citation analysis]
paper4
2006Microstructure of financial and money markets: lessons learned from the conference held in Paris on 6 and 7 June 2006 In: Financial Stability Review.
[Citation analysis]
article0
2008Taking into account extreme events in European option pricing. In: Financial Stability Review.
[Full Text][Citation analysis]
article1
2008Taking into account extreme events in European option pricing.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Taking into account extreme events in European option pricing.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Les déterminants des taux dintérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée In: Economie & Prévision.
[Full Text][Citation analysis]
article1
2008Les déterminants des taux d’intérêt à long terme aux États-Unis et dans la zone euro : une approche multivariée.(2008) In: Économie et Prévision.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2002Why did the Term Structure of Interest Rates Lose its Predictive Power ? In: Working Papers.
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paper8
2004Why did the term structure of interest rates lose its predictive power?.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2009How Liquid are Markets? In: Post-Print.
[Citation analysis]
paper1
2010Euro money market interest rates dynamics and volatility In: Post-Print.
[Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team