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 9 124
Bond Risk Premia and Gaussian Term Structure Models 0 1 1 37 0 1 12 98
Debt-Secular Economic Changes and Bond Yields 0 0 0 9 1 2 16 42
Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada 0 0 1 4 1 2 22 36
Does US or Canadian Macro News Drive Canadian Bond Yields? 0 0 0 7 0 0 10 45
Downside Variance Risk Premium 0 0 2 73 2 9 40 200
Downside Variance Risk Premium 0 0 0 39 0 1 19 193
Estimating the inflation risk premium 0 0 0 1 0 0 10 12
Finding the balance—measuring risks to inflation and to GDP growth 0 0 0 9 0 2 13 26
Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields 0 0 0 83 1 2 11 128
Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency 0 0 0 13 0 0 19 47
Foreign Flows and Their Effects on Government of Canada Yields 0 0 0 2 0 0 10 36
Fourier Inversion Formulas for Multiple-Asset Option Pricing 0 0 0 8 0 0 9 78
Generalized Autoregressive Gamma Processes 0 0 1 11 0 2 6 13
Good Volatility, Bad Volatility and Option Pricing 0 0 1 24 0 1 21 149
Macro News in Market Moves: Classifying News through Asset Co-movements 5 5 5 5 2 3 3 3
Markets Look Beyond the Headline 0 0 0 4 0 0 7 45
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 3 91 0 1 23 227
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 0 82 0 0 7 292
Option Valuation with Conditional Heteroskedasticity and Non-Normality 0 0 1 36 0 0 26 182
Option Valuation with Observable Volatility and Jump Dynamics 0 0 1 16 0 2 16 109
Option Valuation with Observable Volatility and Jump Dynamics 0 0 0 21 0 2 13 94
Real Exchange Rate Decompositions 1 1 2 31 2 3 11 47
Risk Premium, Variance Premium and the Maturity Structure of Uncertainty 0 0 0 30 0 0 20 154
Risk premium, variance premium and the maturity structure of uncertainty 0 0 0 24 0 0 10 129
Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models 0 0 0 27 0 2 18 94
Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness 0 0 0 34 0 0 6 159
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 2 101 0 0 14 416
The Impacts of Monetary Policy Statements 0 0 0 11 0 0 9 73
The Neutral Interest Rate: Past, Present and Future 0 0 0 24 0 2 17 44
The Secular Decline of Forecasted Interest Rates 0 0 0 27 2 2 11 158
The Term Structures of Loss and Gain Uncertainty 0 0 0 10 0 0 3 25
Time-Varying Crash Risk: The Role of Stock Market Liquidity 0 0 0 65 0 1 18 144
Tractable Term Structure Models 0 0 0 13 2 3 38 108
U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields 0 0 1 2 1 2 11 21
Variance Premium, Downside Risk and Expected Stock Returns 0 0 1 53 1 5 47 107
Which Parametric Model for Conditional Skewness? 0 0 0 51 0 1 14 121
Total Working Papers 6 7 22 1,132 15 51 569 3,979

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 1 9 87
Downside Variance Risk Premium 0 0 1 30 0 2 20 162
Fourier inversion formulas for multiple-asset option pricing 0 0 0 10 0 1 10 47
Generalized Autoregressive Positive-valued Processes 0 0 2 4 0 1 12 16
Good Volatility, Bad Volatility, and Option Pricing 0 0 1 13 3 3 20 75
How Much Risk in U.S. Government Bond Markets Is Transmitted to Their Canadian Counterparts? 0 0 0 0 0 0 0 0
Implied volatility and skewness surface 0 0 1 11 0 1 19 80
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 0 9 175
Modeling Market Downside Volatility 0 1 1 50 0 2 17 187
Non-Markov Gaussian Term Structure Models: The Case of Inflation 0 0 1 1 0 0 10 34
Option Valuation with Conditional Heteroskedasticity and Nonnormality 0 0 1 82 0 2 11 235
Option valuation with observable volatility and jump dynamics 0 0 0 21 0 0 15 102
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty 0 0 0 14 0 1 15 70
Risk‐neutral moment‐based estimation of affine option pricing models 1 1 1 6 1 2 10 37
Robust regularities in the heterogeneity of consumer price inflation 0 0 0 0 2 2 8 8
Secular Economic Changes and Bond Yields 0 0 1 13 1 2 11 47
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation 0 0 2 38 0 1 11 126
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 1 0 1 3 9
The Term Structures of Expected Loss and Gain Uncertainty* 0 0 0 2 0 0 5 22
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity* 0 0 0 4 0 0 3 19
Tractable Term Structure Models 0 0 1 9 0 3 12 34
U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K 0 0 2 3 0 1 16 27
What model for the target rate 0 0 0 0 0 1 16 36
Which parametric model for conditional skewness? 0 0 0 3 0 0 8 36
Total Journal Articles 1 2 16 374 7 27 270 1,671
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11