Access Statistics for Bruno Feunou

Author contact details at EconPapers.

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 0 0 2 115
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 0 0 86
Debt-Secular Economic Changes and Bond Yields 0 0 2 9 1 1 4 25
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 3 3 1 1 11 13
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 0 0 35
Downside Variance Risk Premium 0 1 2 71 2 3 6 159
Downside Variance Risk Premium 0 0 0 39 1 3 4 174
Estimating the inflation risk premium 0 0 1 1 0 1 2 2
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 0 1 3 13
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 0 0 117
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 1 2 3 28
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 0 1 26
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 1 8 0 0 2 68
Generalized Autoregressive Gamma Processes 0 0 0 10 0 1 1 7
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 0 0 19 127
Markets Look Beyond the Headline 0 0 0 4 0 0 0 38
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 87 0 0 5 198
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 0 1 285
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 2 2 35 0 2 3 155
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 0 0 81
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 15 0 0 0 92
Real Exchange Rate Decompositions 0 1 2 28 0 3 8 35
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 0 0 3 132
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 1 1 2 119
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 1 1 1 75
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 0 153
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 1 2 2 99 2 4 8 399
The Impacts of Monetary Policy Statements 0 0 1 11 0 0 3 63
The Neutral Interest Rate: Past, Present and Future 0 0 2 22 1 1 9 23
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 1 2 147
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 1 1 1 22
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 1 65 1 4 8 125
Tractable Term Structure Models 1 1 1 13 1 1 5 69
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 0 1 1 1 5 10
Variance Premium, Downside Risk and Expected Stock Returns 0 0 0 51 0 2 6 58
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 0 7 106
Total Working Papers 2 7 23 1,105 15 35 135 3,380

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 0 0 78
Downside Variance Risk Premium 0 1 2 29 1 3 7 141
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 0 1 37
Generalized Autoregressive Positive-valued Processes 0 1 2 2 1 2 4 4
Good Volatility, Bad Volatility, and Option Pricing 0 0 0 11 1 1 2 54
Implied volatility and skewness surface 0 1 1 10 0 1 2 61
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 41 0 0 5 165
Modeling Market Downside Volatility 0 0 1 49 0 0 2 169
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 0 24
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 1 6 81 0 4 16 223
Option valuation with observable volatility and jump dynamics 0 0 0 21 0 0 2 87
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 1 1 1 14 1 1 3 54
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 0 1 3 25
Secular Economic Changes and Bond Yields 1 1 2 12 1 2 8 35
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 36 0 0 5 115
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 1 17
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 0 0 6
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 1 4 0 1 6 16
Tractable Term Structure Models 0 0 5 8 0 0 12 22
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 1 1 0 1 9 9
What model for the target rate 0 0 0 0 0 0 3 20
Which parametric model for conditional skewness? 0 0 0 3 0 0 1 28
Total Journal Articles 2 6 26 357 5 17 92 1,390
1 registered items for which data could not be found
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Statistics updated 2025-08-05