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 1 53 0 1 9 104
Bond Risk Premia and Gaussian Term Structure Models 0 0 1 36 1 2 11 80
Does US or Canadian Macro News Drive Canadian Bond Yields? 1 1 2 5 1 3 14 27
Downside Variance Risk Premium 0 0 2 60 0 2 20 113
Downside Variance Risk Premium 0 0 1 35 0 3 30 142
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 2 81 0 0 11 107
Foreign Flows and Their Effects on Government of Canada Yields 0 0 1 1 0 2 8 13
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 7 1 1 3 56
Good Volatility, Bad Volatility and Option Pricing 0 0 2 19 0 3 21 55
Markets Look Beyond the Headline 0 0 0 4 1 2 11 30
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 9 68 0 1 27 136
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 1 79 1 1 13 260
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 1 30 0 2 10 139
Option Valuation with Observable Volatility and Jump Dynamics 0 0 1 19 0 2 9 76
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 13 1 4 17 63
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 1 28 0 1 7 116
Risk premium, variance premium and the maturity structure of uncertainty 1 1 2 23 4 4 10 106
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 24 0 3 14 63
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 3 146
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 1 2 89 0 2 10 350
The Impacts of Monetary Policy Statements 1 1 3 7 4 4 20 47
The Secular Decline of Forecasted Interest Rates 0 0 1 15 1 3 22 76
The Term Structures of Loss and Gain Uncertainty 1 2 9 9 3 6 14 14
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 1 2 60 0 2 11 90
Tractable Term-Structure Models and the Zero Lower Bound 0 0 2 6 2 2 12 49
Variance Premium, Downside Risk and Expected Stock Returns 0 0 2 45 1 1 6 32
Which Parametric Model for Conditional Skewness? 0 0 2 50 0 1 12 89
Total Working Papers 4 7 50 900 21 58 355 2,579


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 0 2 68
Bond Risk Premia and Gaussian Term Structure Models 0 0 0 0 0 3 3 3
Downside Variance Risk Premium 0 1 5 18 0 6 33 94
Fourier inversion formulas for multiple-asset option pricing 0 0 0 8 0 0 3 30
Good Volatility, Bad Volatility, and Option Pricing 0 0 2 2 0 4 15 23
Implied volatility and skewness surface 0 0 2 8 0 2 15 48
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 1 1 4 29 3 8 24 120
Modeling Market Downside Volatility 0 0 1 40 1 4 19 135
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 0 0 0 0 5 18
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 2 6 61 1 5 17 166
Option valuation with observable volatility and jump dynamics 0 1 5 16 1 6 22 68
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 11 0 0 6 43
Risk‐neutral moment‐based estimation of affine option pricing models 0 0 1 4 0 1 8 15
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 1 31 0 1 5 93
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 0 1 1 1 1
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 0 0 0 0 0
Which parametric model for conditional skewness? 0 0 0 2 1 4 11 19
Total Journal Articles 1 5 27 246 8 45 189 944


Statistics updated 2021-01-03