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 1 9 124
Bond Risk Premia and Gaussian Term Structure Models 1 1 1 37 1 2 12 98
Debt-Secular Economic Changes and Bond Yields 0 0 0 9 1 1 16 41
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 1 1 4 1 2 21 35
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 0 10 45
Downside Variance Risk Premium 0 1 2 73 4 9 38 198
Downside Variance Risk Premium 0 0 0 39 1 1 19 193
Estimating the inflation risk premium 0 0 0 1 0 0 10 12
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 2 2 13 26
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 1 1 10 127
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 0 1 19 47
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 2 10 36
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 0 0 9 78
Generalized Autoregressive Gamma Processes 0 0 1 11 2 2 6 13
Good Volatility, Bad Volatility and Option Pricing 0 0 1 24 1 1 22 149
Macro News in Market Moves: Classifying News through Asset Co-movements 0 0 0 0 1 1 1 1
Markets Look Beyond the Headline 0 0 0 4 0 0 7 45
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 4 91 0 2 27 227
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 1 36 0 0 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 1 16 2 2 17 109
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 2 2 13 94
Real Exchange Rate Decompositions 0 0 1 30 0 2 9 45
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 30 0 1 22 154
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 0 10 129
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 1 2 18 94
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 2 101 0 1 16 416
The Impacts of Monetary Policy Statements 0 0 0 11 0 0 9 73
The Neutral Interest Rate: Past, Present and Future 0 0 1 24 2 2 19 44
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 0 9 156
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 0 3 25
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 0 1 19 144
Tractable Term Structure Models 0 0 0 13 0 2 36 106
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 1 2 1 2 10 20
Variance Premium, Downside Risk and Expected Stock Returns 0 0 1 53 2 6 47 106
Which Parametric Model for Conditional Skewness? 0 0 0 51 1 1 14 121
Total Working Papers 1 3 18 1,126 26 52 570 3,964

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 1 9 87
Downside Variance Risk Premium 0 0 1 30 1 3 20 162
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 1 10 47
Generalized Autoregressive Positive-valued Processes 0 1 2 4 1 3 12 16
Good Volatility, Bad Volatility, and Option Pricing 0 0 2 13 0 2 18 72
How Much Risk in U.S. Government Bond Markets Is Transmitted to Their Canadian Counterparts? 0 0 0 0 0 0 0 0
Implied volatility and skewness surface 0 0 1 11 0 2 19 80
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 0 10 175
Modeling Market Downside Volatility 0 1 1 50 0 2 18 187
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 1 1 0 0 10 34
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 0 1 82 1 3 12 235
Option valuation with observable volatility and jump dynamics 0 0 0 21 0 0 15 102
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 14 0 1 15 70
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 1 2 9 36
Robust regularities in the heterogeneity of consumer price inflation 0 0 0 0 0 2 6 6
Secular Economic Changes and Bond Yields 0 0 1 13 0 2 11 46
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 2 38 0 1 11 126
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 1 3 9
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 5 22
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 0 3 19
Tractable Term Structure Models 0 0 1 9 2 3 12 34
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 2 3 1 3 16 27
What model for the target rate 0 0 0 0 1 2 16 36
Which parametric model for conditional skewness? 0 0 0 3 0 0 8 36
Total Journal Articles 0 2 16 373 8 34 268 1,664
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Statistics updated 2026-09-10