Jonathan Fortun
Jonathan Fortun has a total of 3 co-authors. Here are the top co-authors by number of shared publications:
- Gordon M. Bodnar
Johns Hopkins School of Advanced International Studies, The Johns Hopkins University, Washington, DC 20036, USA
1 shared publication - Jaime Marquez
School of Advanced International Studies, Johns Hopkins University, 1740 Massachusetts Ave. N.W., Washington, DC 20036, USA
1 shared publication - Robin Brooks
Institute of International Finance, Washington, DC, USA
1 shared publication
Latest Publications
- 2 August 2026
- Published by Springer Nature
- p. 345-369
Quantitative Easing, External Shocks, and Sources of Inflation: To What Extent Is Inflation Money-Fueled?
- 2 August 2026
- Published by Springer Nature
- p. 345-369
Quantitative Easing, External Shocks, and Sources of Inflation: To What Extent Is Inflation Money-Fueled?
- 2 August 2026
- Published by Springer Nature
- p. 323-343
Inflation Expectations, Monetary Policy Effectiveness, and the Effective Lower Bound of Interest Rates
- 2 August 2026
- Published by Springer Nature
- p. 323-343
Inflation Expectations, Monetary Policy Effectiveness, and the Effective Lower Bound of Interest Rates
- 2 August 2026
- Published by Springer Nature
- p. 301-311
Fiscal Policy and Inflation: What to Retain from Great Moderation to Fiscal Dominance?
- 2 August 2026
- Published by Springer Nature
- p. 301-311
Fiscal Policy and Inflation: What to Retain from Great Moderation to Fiscal Dominance?
- Open Access
- 1 September 2020
- Published by Walter de Gruyter GmbH in Intereconomics
- Vol. 55 (5) , 291-296
Eurozone Output Gaps and the COVID-19 Shock
- 1 September 2020
- Published by Walter de Gruyter GmbH in Intereconomics
- Vol. 55 (5) , 291-296
Open AccessEurozone Output Gaps and the COVID-19 Shock
- Open Access
- 14 June 2017
- Published by MDPI AG in Journal of Risk and Financial Management
- Vol. 10 (2) , 13
OTC Derivatives and Global Economic Activity: An Empirical Analysis
That the global market for derivatives has expanded beyond recognition is well known. What is not know is how this market interacts with economic activity. We provide the first empirical characterization of interdependencies between OECD economic activity and the global OTC derivatives market. To this end, we apply a vector-error correction model to OTC derivatives disaggregated across instruments and counterparties. The results indicate that with one exception, the heterogeneity of OTC contracts is too pronounced to be reliably summarized by our measures of economic activity. The one exception is interest-rate derivatives held by Other Financial Institutions.
- 14 June 2017
- Published by MDPI AG in Journal of Risk and Financial Management
- Vol. 10 (2) , 13
Open AccessOTC Derivatives and Global Economic Activity: An Empirical Analysis
That the global market for derivatives has expanded beyond recognition is well known. What is not know is how this market interacts with economic activity. We provide the first empirical characterization of interdependencies between OECD economic activity and the global OTC derivatives market. To this end, we apply a vector-error correction model to OTC derivatives disaggregated across instruments and counterparties. The results indicate that with one exception, the heterogeneity of OTC contracts is too pronounced to be reliably summarized by our measures of economic activity. The one exception is interest-rate derivatives held by Other Financial Institutions.