Access Statistics for Bruno Feunou

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Volatility Model with Conditional Skewness 0 0 0 54 1 5 9 124
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 1 1 11 97
Debt-Secular Economic Changes and Bond Yields 0 0 0 9 0 5 16 40
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 1 1 1 4 1 4 22 34
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 3 10 45
Downside Variance Risk Premium 1 1 2 73 2 5 34 191
Downside Variance Risk Premium 0 0 0 39 0 6 19 192
Estimating the inflation risk premium 0 0 0 1 0 2 10 12
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 0 3 11 24
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 3 9 126
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 1 4 20 47
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 2 4 10 36
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 0 4 10 78
Generalized Autoregressive Gamma Processes 0 1 1 11 0 1 4 11
Good Volatility, Bad Volatility and Option Pricing 0 0 1 24 0 7 21 148
Markets Look Beyond the Headline 0 0 0 4 0 1 7 45
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 2 4 91 1 10 28 226
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 1 1 36 0 4 27 182
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 0 7 292
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 5 11 92
Option Valuation with Observable Volatility and Jump Dynamics 0 0 1 16 0 6 15 107
Real Exchange Rate Decompositions 0 0 2 30 1 4 9 44
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 30 1 5 22 154
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 1 11 129
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 0 3 18 92
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 6 159
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 3 101 1 2 19 416
The Impacts of Monetary Policy Statements 0 0 0 11 0 4 10 73
The Neutral Interest Rate: Past, Present and Future 0 0 2 24 0 4 20 42
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 3 9 156
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 1 4 25
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 0 4 19 143
Tractable Term Structure Models 0 0 1 13 1 6 37 105
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 1 2 1 3 10 19
Variance Premium, Downside Risk and Expected Stock Returns 0 0 2 53 2 8 44 102
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 1 14 120
Total Working Papers 2 6 22 1,125 16 132 563 3,928

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Stochastic Volatility Model With Conditional Skewness* 0 0 0 17 0 2 8 86
Downside Variance Risk Premium 0 0 1 30 1 7 20 160
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 1 9 46
Generalized Autoregressive Positive-valued Processes 1 1 2 4 2 4 12 15
Good Volatility, Bad Volatility, and Option Pricing 0 0 2 13 2 7 19 72
Implied volatility and skewness surface 0 0 1 11 1 4 18 79
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 2 10 175
Modeling Market Downside Volatility 0 0 0 49 0 1 16 185
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 1 1 0 2 10 34
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 0 1 82 1 1 10 233
Option valuation with observable volatility and jump dynamics 0 0 0 21 0 3 15 102
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 0 2 16 69
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 1 1 10 35
Robust regularities in the heterogeneity of consumer price inflation 0 0 0 0 2 6 6 6
Secular Economic Changes and Bond Yields 0 0 2 13 1 4 11 45
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 2 2 38 0 5 10 125
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 5 22
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 0 2 8
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 2 3 19
Tractable Term Structure Models 0 0 1 9 0 2 9 31
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 1 2 3 2 7 17 26
What model for the target rate 0 0 0 0 1 4 15 35
Which parametric model for conditional skewness? 0 0 0 3 0 2 8 36
Total Journal Articles 1 4 17 372 14 69 259 1,644
1 registered items for which data could not be found
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Statistics updated 2026-07-10