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 0 0 0 86
Debt-Secular Economic Changes and Bond Yields 0 0 2 9 1 2 5 26
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 3 0 2 9 14
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 0 0 35
Downside Variance Risk Premium 0 0 0 39 0 1 4 174
Downside Variance Risk Premium 0 0 2 71 0 3 7 160
Estimating the inflation risk premium 0 0 1 1 0 0 2 2
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 0 0 2 13
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 0 1 3 28
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 0 1 2 69
Generalized Autoregressive Gamma Processes 0 0 0 10 0 0 1 7
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 1 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 1 1 2 88 4 6 9 204
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 0 0 285
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 35 1 1 4 156
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 15 1 1 1 93
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 0 0 81
Real Exchange Rate Decompositions 0 1 3 29 0 1 9 36
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 2 2 5 134
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 1 2 119
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 0 2 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 0 1 2 99 2 5 10 402
The Impacts of Monetary Policy Statements 0 0 1 11 0 1 4 64
The Neutral Interest Rate: Past, Present and Future 1 2 4 24 2 5 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 1 1 22
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 1 65 1 2 6 126
Tractable Term Structure Models 0 1 1 13 0 2 5 70
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 0 1 0 1 4 10
Variance Premium, Downside Risk and Expected Stock Returns 0 1 1 52 1 2 8 60
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 1 8 107
Total Working Papers 2 7 24 1,110 16 45 133 3,410

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 0 2 7 142
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 0 1 3 4
Good Volatility, Bad Volatility, and Option Pricing 1 1 1 12 1 2 2 55
Implied volatility and skewness surface 0 0 1 10 0 0 2 61
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 2 41 1 1 5 166
Modeling Market Downside Volatility 0 0 1 49 1 1 3 170
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 4 81 1 1 12 224
Option valuation with observable volatility and jump dynamics 0 0 0 21 0 0 2 87
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 1 1 14 0 2 3 55
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 1 2 12 1 2 7 36
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 36 0 0 5 115
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 1 17
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 0 0 6
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 1 4 0 0 6 16
Tractable Term Structure Models 0 0 3 8 0 0 9 22
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 1 1 0 2 11 11
What model for the target rate 0 0 0 0 0 0 3 20
Which parametric model for conditional skewness? 0 0 0 3 0 0 1 28
Total Journal Articles 1 3 20 358 5 16 86 1,401
1 registered items for which data could not be found
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Statistics updated 2025-10-06