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 3 5 5 91
Debt-Secular Economic Changes and Bond Yields 0 0 1 9 1 4 8 30
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 3 5 5 12 19
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 3 4 4 39
Downside Variance Risk Premium 0 0 0 39 4 5 8 179
Downside Variance Risk Premium 0 1 3 72 2 8 14 168
Estimating the inflation risk premium 0 0 1 1 2 5 7 7
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 3 6 7 19
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 1 2 2 119
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 5 8 10 36
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 1 1 1 27
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 1 2 4 71
Generalized Autoregressive Gamma Processes 0 0 0 10 1 1 2 8
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 1 2 3 130
Markets Look Beyond the Headline 0 0 0 4 3 3 3 41
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 1 1 2 89 1 5 12 209
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 35 0 3 7 159
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 1 3 3 288
Option Valuation with Observable Volatility and Jump Dynamics 1 1 1 16 1 5 6 98
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 1 1 82
Real Exchange Rate Decompositions 0 1 4 30 1 4 12 40
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 5 6 10 140
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 2 3 121
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 2 4 6 80
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 1 3 3 156
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 2 4 101 3 9 19 411
The Impacts of Monetary Policy Statements 0 0 0 11 2 2 4 66
The Neutral Interest Rate: Past, Present and Future 0 0 2 24 3 4 11 31
The Secular Decline of Forecasted Interest Rates 0 0 0 27 2 2 4 149
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 1 2 23
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 1 6 11 132
Tractable Term Structure Models 0 0 1 13 1 4 8 74
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 0 1 1 1 4 11
Variance Premium, Downside Risk and Expected Stock Returns 0 0 1 52 1 5 12 65
Which Parametric Model for Conditional Skewness? 0 0 0 51 3 6 14 113
Total Working Papers 2 6 24 1,116 65 137 243 3,547

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 1 4 4 82
Downside Variance Risk Premium 0 0 1 29 1 4 10 146
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 1 2 3 39
Generalized Autoregressive Positive-valued Processes 1 1 2 3 2 3 6 7
Good Volatility, Bad Volatility, and Option Pricing 0 0 1 12 0 5 7 60
Implied volatility and skewness surface 0 0 1 10 4 5 7 66
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 1 1 42 1 3 5 169
Modeling Market Downside Volatility 0 0 1 49 3 6 9 176
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 1 2 2 26
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 0 1 81 0 2 9 226
Option valuation with observable volatility and jump dynamics 0 0 0 21 2 6 7 93
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 4 5 7 60
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 1 3 6 30
Secular Economic Changes and Bond Yields 1 1 3 13 1 2 8 38
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 36 0 1 4 116
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 1 2 3 19
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 2 3 11 25
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 0 1 3 6 12 17
What model for the target rate 0 0 0 0 1 4 5 24
Which parametric model for conditional skewness? 0 0 0 3 1 3 4 31
Total Journal Articles 2 3 15 361 30 71 134 1,472
1 registered items for which data could not be found
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Statistics updated 2026-01-09