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 1 3 51 0 2 4 89
Bond Risk Premia and Gaussian Term Structure Models 1 1 4 33 2 2 10 60
Downside Variance Risk Premium 0 2 5 25 1 8 25 71
Downside Variance Risk Premium 0 0 2 49 0 1 9 40
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 3 78 1 2 8 90
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 1 6 1 1 7 30
Good Volatility, Bad Volatility and Option Pricing 0 0 0 0 0 0 0 0
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 2 6 52 0 2 11 81
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 1 4 27 0 3 9 102
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 1 3 74 0 3 10 234
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 16 0 0 4 43
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 11 0 2 8 29
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 3 26 0 0 9 94
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 20 0 1 6 83
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 6 6 6 6 3 3 3 3
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 3 139
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 1 1 2 84 1 13 70 313
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 2 5 47 0 4 19 40
Tractable Term-Structure Models and the Zero Lower Bound 0 1 1 2 0 2 5 7
Variance Premium, Downside Risk and Expected Stock Returns 0 0 0 0 1 1 1 1
Which Parametric Model for Conditional Skewness? 0 0 2 46 0 0 7 68
Total Working Papers 8 18 51 687 10 50 228 1,617


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 16 0 1 2 58
Fourier inversion formulas for multiple-asset option pricing 0 0 2 7 0 0 9 18
Implied volatility and skewness surface 0 0 1 1 1 4 9 9
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 1 3 18 0 3 18 73
Modeling Market Downside Volatility 0 2 6 24 0 2 9 84
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 1 12
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 5 8 49 0 7 11 127
Option valuation with observable volatility and jump dynamics 0 0 0 8 1 1 3 29
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 2 8 0 0 7 20
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 8 27 0 1 12 70
Total Journal Articles 0 8 30 158 2 19 81 500


Statistics updated 2018-01-04