Access Statistics for Bruno Feunou

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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 2 4 4 119
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 5 7 93
Debt-Secular Economic Changes and Bond Yields 0 0 1 9 2 6 13 35
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 3 2 12 16 26
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 5 6 41
Downside Variance Risk Premium 0 0 2 72 6 20 31 186
Downside Variance Risk Premium 0 0 0 39 0 9 13 184
Estimating the inflation risk premium 0 0 1 1 0 5 10 10
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 2 5 9 21
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 0 5 6 123
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 1 11 16 42
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 4 4 30
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 2 4 6 74
Generalized Autoregressive Gamma Processes 0 0 0 10 0 3 4 10
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 7 9 11 138
Markets Look Beyond the Headline 0 0 0 4 2 6 6 44
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 1 2 89 1 8 19 216
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 2 35 8 16 22 175
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 1 5 7 292
Option Valuation with Observable Volatility and Jump Dynamics 0 1 1 16 0 4 9 101
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 1 5 6 87
Real Exchange Rate Decompositions 0 0 3 30 0 1 9 40
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 30 1 13 17 148
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 2 7 10 128
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 1 7 11 85
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 4 6 159
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 4 101 1 5 18 413
The Impacts of Monetary Policy Statements 0 0 0 11 0 4 6 68
The Neutral Interest Rate: Past, Present and Future 0 0 2 24 3 10 16 38
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 6 7 153
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 1 3 24
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 1 6 16 137
Tractable Term Structure Models 0 0 1 13 4 24 29 97
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 1 1 2 1 4 5 14
Variance Premium, Downside Risk and Expected Stock Returns 1 1 2 53 13 20 29 84
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 8 19 118
Total Working Papers 1 4 24 1,118 64 271 426 3,753

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 3 6 84
Downside Variance Risk Premium 0 0 1 29 3 7 15 152
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 4 5 42
Generalized Autoregressive Positive-valued Processes 0 1 2 3 1 5 8 10
Good Volatility, Bad Volatility, and Option Pricing 1 1 2 13 3 4 11 64
Implied volatility and skewness surface 0 0 1 10 2 10 13 72
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 2 5 8 173
Modeling Market Downside Volatility 0 0 0 49 1 11 16 184
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 1 5 6 30
Option Valuation with Conditional Heteroskedasticity and Nonnormality 1 1 2 82 3 6 14 232
Option valuation with observable volatility and jump dynamics 0 0 0 21 1 7 12 98
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 1 14 3 11 14 67
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 0 4 9 33
Secular Economic Changes and Bond Yields 0 1 3 13 0 4 11 41
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 0 36 1 4 7 120
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 2 2 8
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 1 4 5 22
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 1 4 17
Tractable Term Structure Models 1 1 3 9 2 6 12 29
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 1 1 1 2 1 5 12 19
What model for the target rate 0 0 0 0 3 7 10 30
Which parametric model for conditional skewness? 0 0 0 3 0 4 7 34
Total Journal Articles 4 6 17 365 29 119 207 1,561
1 registered items for which data could not be found
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Statistics updated 2026-03-04