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 51 0 1 1 90
Bond Risk Premia and Gaussian Term Structure Models 0 0 1 33 0 0 4 62
Downside Variance Risk Premium 0 0 2 51 1 2 16 56
Downside Variance Risk Premium 1 1 7 31 2 2 16 81
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 78 0 0 3 91
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 6 0 1 12 41
Good Volatility, Bad Volatility and Option Pricing 0 0 12 12 0 1 16 16
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 1 6 56 1 7 15 95
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 27 0 1 3 103
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 3 76 1 2 8 240
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 16 0 4 8 51
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 11 1 3 9 37
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 27 0 1 9 103
Risk premium, variance premium and the maturity structure of uncertainty 0 0 1 21 0 1 6 89
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 21 21 2 3 30 30
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 0 139
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 1 2 85 0 3 24 324
Time-Varying Crash Risk: The Role of Stock Market Liquidity 1 2 5 51 1 3 18 56
Tractable Term-Structure Models and the Zero Lower Bound 0 0 0 2 2 3 13 20
Variance Premium, Downside Risk and Expected Stock Returns 0 0 43 43 0 2 18 18
Which Parametric Model for Conditional Skewness? 0 1 1 47 0 2 3 71
Total Working Papers 2 6 105 779 11 42 232 1,813


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 59
Downside Variance Risk Premium 1 2 2 2 7 8 8 8
Fourier inversion formulas for multiple-asset option pricing 0 0 0 7 0 1 3 21
Implied volatility and skewness surface 1 1 2 3 1 2 12 19
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 1 4 21 0 3 8 78
Modeling Market Downside Volatility 0 1 8 30 0 3 11 93
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 0 12
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 1 8 53 1 3 16 137
Option valuation with observable volatility and jump dynamics 0 1 1 9 0 3 5 33
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 8 0 1 3 23
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 2 29 0 2 7 76
Which parametric model for conditional skewness? 0 1 1 1 0 1 4 4
Total Journal Articles 2 8 28 179 9 28 79 563


Statistics updated 2018-11-07