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 1 1 2 115
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 36 0 0 0 86
Debt-Secular Economic Changes and Bond Yields 0 1 1 8 0 1 1 22
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 2 2 2 4 9 9
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 0 1 35
Downside Variance Risk Premium 0 0 2 69 0 0 8 154
Downside Variance Risk Premium 0 0 1 39 0 0 3 171
Finding the balance—measuring risks to inflation and to GDP growth 0 0 5 9 0 0 7 12
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 1 13 0 1 8 26
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 1 2 26
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 1 8 1 1 3 68
Generalized Autoregressive Gamma Processes 0 0 0 10 0 0 0 6
Good Volatility, Bad Volatility and Option Pricing 0 0 0 23 0 3 41 127
Markets Look Beyond the Headline 0 0 0 4 0 0 0 38
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 1 6 87 0 1 13 197
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 1 33 0 0 3 152
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 0 2 285
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 0 0 81
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 15 0 0 1 92
Real Exchange Rate Decompositions 1 1 2 27 2 3 7 30
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 29 0 1 1 130
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 1 3 118
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 0 0 1 74
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 0 0 97 2 2 3 394
The Impacts of Monetary Policy Statements 0 1 1 11 0 1 5 62
The Neutral Interest Rate: Past, Present and Future 0 2 22 22 0 5 20 20
The Secular Decline of Forecasted Interest Rates 0 0 0 27 0 0 1 145
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 0 0 21
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 1 65 0 0 4 121
Tractable Term Structure Models 0 0 1 12 2 2 5 68
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 1 1 1 2 8 8
Variance Premium, Downside Risk and Expected Stock Returns 0 0 0 51 2 3 3 55
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 0 0 99
Total Working Papers 1 6 48 1,093 13 33 165 3,317

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 1 78
Downside Variance Risk Premium 0 0 4 28 0 1 7 136
Fourier inversion formulas for multiple-asset option pricing 0 0 1 10 0 0 1 36
Generalized Autoregressive Positive-valued Processes 0 0 1 1 0 0 1 1
Good Volatility, Bad Volatility, and Option Pricing 0 0 4 11 0 0 6 53
Implied volatility and skewness surface 0 0 0 9 0 0 1 59
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 41 1 1 7 165
Modeling Market Downside Volatility 1 1 1 49 1 1 2 168
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 1 5 80 1 4 12 218
Option valuation with observable volatility and jump dynamics 0 0 1 21 0 0 3 86
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 13 0 1 3 53
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 0 5 0 0 3 24
Secular Economic Changes and Bond Yields 0 0 2 10 0 0 9 30
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 1 1 36 0 1 2 112
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 1 1 17
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 1 4 2 2 3 13
Tractable Term Structure Models 0 0 2 5 1 1 7 15
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 1 1 1 0 3 5 5
What model for the target rate 0 0 0 0 1 3 4 20
Which parametric model for conditional skewness? 0 0 0 3 0 0 0 27
Total Journal Articles 1 4 27 347 8 19 78 1,346
1 registered items for which data could not be found
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Statistics updated 2025-02-05