| Bond liquidity premia JS Fontaine, R Garcia Review of Financial Studies 25 (4), 1207-1205, 2009 | 360 | 2009 |
| Risk Premium, Variance Premium and the Maturity Structure of Uncertainty B Feunou, JS Fontaine, A Taamouti, R Tédongap Review of Finance 18 (1), 219-269, 2014 | 56 | 2014 |
| Funding risk, market liquidity, market volatility and the cross-section of asset returns JS Fontaine, R Garcia, S Gungor Available at SSRN 2557211, 2016 | 35* | 2016 |
| Improving the Resilience of Core Funding Markets JS Fontaine, J Selody, C Wilkins Financial System Review, 41-46, 2009 | 33* | 2009 |
| Non-Markov Gaussian term structure models: The case of inflation B Feunou, JS Fontaine Review of Finance 18 (5), 1953-2001, 2014 | 24* | 2014 |
| Tractable Term Structure Models B Feunou, JS Fontaine, A Le, CT Lundblad Management Science (forthcoming), 2018 | 20* | 2018 |
| Dealers' Competition and Control of a Central Counterparty: When Lower Risk Increases Profit H Perez Saiz, JS Fontaine, J Slive Available at SSRN 2022439, 2013 | 17* | 2013 |
| What do fed funds futures tell us about monetary policy uncertainty JS Fontaine Available at SSRN 1343913, 2016 | 16* | 2016 |
| Bond risk premia and Gaussian term structure models B Feunou, JS Fontaine Management Science 64 (3), 1413-1439, 2018 | 14* | 2018 |
| COVID-19 Crisis: Lessons Learned for Future Policy Research JS Fontaine, C Garriott, J Johal, J Lee, A Uthemann Bank of Canada Discussion Paper, 2021 | 13 | 2021 |
| Implied volatility and skewness surface B Feunou, JS Fontaine, R Tédongap Review of Derivatives Research 20, 167-202, 2017 | 13* | 2017 |
| Securities financing and bond market liquidity JS Fontaine, C Garriott, K Gray Bank of Canada Financial System Review, 39-45, 2016 | 13* | 2016 |
| Secular Economic Changes and Bond Yields B Feunou, JS Fontaine Review of Economics and Statistics (forthcoming), 2020 | 12* | 2020 |
| financial markets J Ong, C Fay, J Sierra, M Jain, AD de los Rios, M Padalko, C Reid, J Yang, ... | 12* | |
| Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets? JS Fontaine, J Gao, J Sandhu, K Wu Bank of Canada Staff Analytical Note 2017 (23), 2017 | 11* | 2017 |
| Unconventional Monetary Policy: The Perspective of a Small Open Economy? JS Fontaine, L Suchanek, J Yang Bank of Canada Review 2017 (Spring), 19-30, 2017 | 9 | 2017 |
| Competition and Risk in Centrally Cleared Markets JS Fontaine, HP Saiz, J Slive Bank of Canada Review, 2012 | 9 | 2012 |
| COVID-19 and bond market liquidity: alert, isolation and recovery JS Fontaine, A Walton Bank of Canada Staff Analytical Note 2020 (14), 2020 | 7 | 2020 |
| Contagion in Dealer Networks JS Fontaine, A Walton https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3617822, 2020 | 7* | 2020 |
| How should central counterparty clearing reduce risk? Collateral requirements and entry restrictions JS Fontaine, S Perez-Saiz, J Slive Manuscript, Bank of Canada, 2014 | 6 | 2014 |
Bruno FeunouBank of CanadaVerified email at bankofcanada.ca
