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 0 4 4 119
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 3 5 10 96
Debt-Secular Economic Changes and Bond Yields 0 0 0 9 0 5 11 35
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 3 4 11 19 30
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 1 3 7 42
Downside Variance Risk Premium 0 0 0 39 2 7 15 186
Downside Variance Risk Premium 0 0 2 72 0 18 31 186
Estimating the inflation risk premium 0 0 0 1 0 3 9 10
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 0 2 9 21
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 4 6 123
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 1 7 17 43
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 2 5 6 32
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 0 3 6 74
Generalized Autoregressive Gamma Processes 0 0 0 10 0 2 4 10
Good Volatility, Bad Volatility and Option Pricing 1 1 1 24 3 11 14 141
Markets Look Beyond the Headline 0 0 0 4 0 3 6 44
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 89 0 7 19 216
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 4 7 292
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 35 3 19 25 178
Option Valuation with Observable Volatility and Jump Dynamics 0 0 1 16 0 3 9 101
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 5 6 87
Real Exchange Rate Decompositions 0 0 3 30 0 0 9 40
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 1 9 18 149
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 7 10 128
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 4 9 15 89
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 3 6 159
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 4 101 1 3 19 414
The Impacts of Monetary Policy Statements 0 0 0 11 1 3 6 69
The Neutral Interest Rate: Past, Present and Future 0 0 2 24 0 7 16 38
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 4 7 153
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 1 3 24
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 2 7 18 139
Tractable Term Structure Models 0 0 1 13 2 25 31 99
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 1 1 2 2 5 7 16
Variance Premium, Downside Risk and Expected Stock Returns 0 1 2 53 10 29 38 94
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 6 13 119
Total Working Papers 1 3 23 1,119 43 249 456 3,796

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 6 84
Downside Variance Risk Premium 1 1 2 30 1 7 16 153
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 3 6 8 45
Generalized Autoregressive Positive-valued Processes 0 0 2 3 1 4 9 11
Good Volatility, Bad Volatility, and Option Pricing 0 1 2 13 1 5 12 65
Implied volatility and skewness surface 1 1 2 11 3 9 16 75
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 4 8 173
Modeling Market Downside Volatility 0 0 0 49 0 8 15 184
Non-Markov Gaussian Term Structure Models: The Case of Inflation 1 1 1 1 2 6 8 32
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 1 2 82 0 6 14 232
Option valuation with observable volatility and jump dynamics 0 0 0 21 1 6 13 99
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 0 7 14 67
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 1 4 10 34
Robust regularities in the heterogeneity of consumer price inflation 0 0 0 0 0 0 0 0
Secular Economic Changes and Bond Yields 0 0 2 13 0 3 9 41
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 36 0 4 7 120
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 3 5 22
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 2 2 8
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 1 3 17
Tractable Term Structure Models 0 1 2 9 0 4 10 29
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 1 1 2 0 2 11 19
What model for the target rate 0 0 0 0 1 7 11 31
Which parametric model for conditional skewness? 0 0 0 3 0 3 6 34
Total Journal Articles 3 7 18 368 14 103 213 1,575
1 registered items for which data could not be found
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Statistics updated 2026-04-09