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 1 115
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 1 1 1 87
Debt-Secular Economic Changes and Bond Yields 0 0 2 9 0 1 5 26
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 3 0 1 9 14
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 1 1 1 36
Downside Variance Risk Premium 0 0 0 39 1 1 4 175
Downside Variance Risk Premium 0 0 2 71 1 2 7 161
Estimating the inflation risk premium 0 0 1 1 1 1 3 3
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 1 1 2 14
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 2 2 5 30
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 0 8 1 2 3 70
Generalized Autoregressive Gamma Processes 0 0 0 10 0 0 1 7
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 0 1 4 128
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 1 2 88 1 7 9 205
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 35 1 2 5 157
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 1 1 1 286
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 15 3 4 4 96
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 0 0 81
Real Exchange Rate Decompositions 1 2 4 30 1 2 10 37
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 0 2 5 134
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 2 2 4 121
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 0 1 2 76
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 2 2 4 101 6 9 16 408
The Impacts of Monetary Policy Statements 0 0 1 11 0 1 3 64
The Neutral Interest Rate: Past, Present and Future 0 2 4 24 0 4 12 27
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 0 2 147
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 0 1 22
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 1 2 6 127
Tractable Term Structure Models 0 0 1 13 1 2 5 71
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 0 1 0 0 4 10
Variance Premium, Downside Risk and Expected Stock Returns 0 1 1 52 2 4 10 62
Which Parametric Model for Conditional Skewness? 0 0 0 51 2 3 10 109
Total Working Papers 3 8 26 1,113 30 60 156 3,440

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 0 1 29 2 3 9 144
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 0 1 37
Generalized Autoregressive Positive-valued Processes 0 0 1 2 1 1 4 5
Good Volatility, Bad Volatility, and Option Pricing 0 1 1 12 2 3 4 57
Implied volatility and skewness surface 0 0 1 10 1 1 3 62
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 1 1 1 42 1 2 3 167
Modeling Market Downside Volatility 0 0 1 49 1 2 4 171
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 0 2 81 1 2 11 225
Option valuation with observable volatility and jump dynamics 0 0 0 21 1 1 2 88
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 1 2 4 56
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 0 2 3 27
Secular Economic Changes and Bond Yields 0 0 2 12 0 1 6 36
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 36 0 0 4 115
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 0 0 6
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 1 17
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 0 5 16
Tractable Term Structure Models 0 0 3 8 1 1 9 23
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 1 1 1 3 10 12
What model for the target rate 0 0 0 0 0 0 3 20
Which parametric model for conditional skewness? 0 0 0 3 1 1 2 29
Total Journal Articles 1 2 16 359 14 25 88 1,415
1 registered items for which data could not be found
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Statistics updated 2025-11-08