Bruno Feunou
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Feunou |
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author of:
- Option Valuation with Conditional Heteroskedasticity and Non-Normality (RePEc:aah:create:2009-33)
by Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs - Option Valuation with Observable Volatility and Jump Dynamics (RePEc:aah:create:2015-07)
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon - Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility (RePEc:bca:bcarev:v:2014:y:2014:i:spring14:p:32-41)
by Bo Young Chang & Bruno Feunou - Real Exchange Rate Decompositions (RePEc:bca:bocadp:22-6)
by Bruno Feunou & Jean-Sébastien Fontaine & Ingomar Krohn - Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency (RePEc:bca:bocadp:23-19)
by Chinara Azizova & Bruno Feunou & James Kyeong - Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness (RePEc:bca:bocawp:09-20)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tedongap - A Stochastic Volatility Model with Conditional Skewness (RePEc:bca:bocawp:11-20)
by Bruno Feunou & Roméo Tedongap - Risk Premium, Variance Premium and the Maturity Structure of Uncertainty (RePEc:bca:bocawp:12-11)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tedongap - The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation (RePEc:bca:bocawp:12-34)
by Peter Christoffersen & Bruno Feunou & Kris Jacobs & Nour Meddahi - Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields (RePEc:bca:bocawp:12-37)
by Bruno Feunou & Jean-Sébastien Fontaine - Which Parametric Model for Conditional Skewness? (RePEc:bca:bocawp:13-32)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tedongap - Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility (RePEc:bca:bocawp:13-37)
by Bo Young Chang & Bruno Feunou - Bond Risk Premia and Gaussian Term Structure Models (RePEc:bca:bocawp:14-13)
by Bruno Feunou & Jean-Sébastien Fontaine - Fourier Inversion Formulas for Multiple-Asset Option Pricing (RePEc:bca:bocawp:15-11)
by Bruno Feunou & Ernest Tafolong - Downside Variance Risk Premium (RePEc:bca:bocawp:15-36)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou - Option Valuation with Observable Volatility and Jump Dynamics (RePEc:bca:bocawp:15-39)
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon - Tractable Term Structure Models (RePEc:bca:bocawp:15-46)
by Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine - Time-Varying Crash Risk: The Role of Stock Market Liquidity (RePEc:bca:bocawp:16-35)
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai - Good Volatility, Bad Volatility and Option Pricing (RePEc:bca:bocawp:17-52)
by Bruno Feunou & Cédric Okou - Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models (RePEc:bca:bocawp:17-55)
by Bruno Feunou & Cédric Okou - Variance Premium, Downside Risk and Expected Stock Returns (RePEc:bca:bocawp:17-58)
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xi - The Term Structures of Loss and Gain Uncertainty (RePEc:bca:bocawp:20-19)
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xu - Debt-Secular Economic Changes and Bond Yields (RePEc:bca:bocawp:21-14)
by Bruno Feunou & Jean-Sébastien Fontaine - Generalized Autoregressive Gamma Processes (RePEc:bca:bocawp:23-40)
by Bruno Feunou - Foreign Flows and Their Effects on Government of Canada Yields (RePEc:bca:bocsan:15-1)
by Bruno Feunou & Jean-Sébastien Fontaine & James Kyeong & Jesus Sierra - The Impacts of Monetary Policy Statements (RePEc:bca:bocsan:17-22)
by Bruno Feunou & Corey Garriott & James Kyeong & Raisa Leiderman - Markets Look Beyond the Headline (RePEc:bca:bocsan:18-37)
by Bruno Feunou & James Kyeong & Raisa Leiderman - Does US or Canadian Macro News Drive Canadian Bond Yields? (RePEc:bca:bocsan:18-38)
by Bruno Feunou & Rodrigo Sekkel & Morvan Nongni Donfack - The Secular Decline of Forecasted Interest Rates (RePEc:bca:bocsan:19-1)
by Jean-Sébastien Fontaine & Bruno Feunou - Finding the balance—measuring risks to inflation and to GDP growth (RePEc:bca:bocsan:23-18)
by Bruno Feunou & James Kyeong - Fourier inversion formulas for multiple-asset option pricing (RePEc:bpj:sndecm:v:19:y:2015:i:5:p:531-559:n:3)
by Feunou Bruno & Tafolong Ernest - What model for the target rate (RePEc:bpj:sndecm:v:25:y:2021:i:1:p:23:n:1)
by Feunou Bruno & Fontaine Jean-Sébastien & Jin Jianjian - Option Valuation with Conditional Heteroskedasticity and Non-Normality (RePEc:cir:cirwor:2009s-32)
by Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs - Risk premium, variance premium and the maturity structure of uncertainty (RePEc:cte:werepe:we1144)
by Feunou, Bruno & Fontaine, Jean-Sébastien & Taamouti, Abderrahim & Tédongap, Roméo - The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation (RePEc:cup:jfinqa:v:49:y:2014:i:03:p:663-697_00)
by Christoffersen, Peter & Feunou, Bruno & Jacobs, Kris & Meddahi, Nour - Good Volatility, Bad Volatility, and Option Pricing (RePEc:cup:jfinqa:v:54:y:2019:i:02:p:695-727_00)
by Feunou, Bruno & Okou, Cédric - Option valuation with observable volatility and jump dynamics (RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s101-s120)
by Christoffersen, Peter & Feunou, Bruno & Jeon, Yoontae - Downside Variance Risk Premium (RePEc:fip:fedgfe:2015-20)
by Bruno Feunou & Mohammad Jahan-Parvar & Cedric Okou - Unknown item RePEc:inm:ormnsc:v:64:y:2018:i:3:p:1413-1439 (article)
- Tractable Term Structure Models (RePEc:inm:ormnsc:v:68:y:2022:i:11:p:8411-8429)
by Bruno Feunou & Jean-Sébastien Fontaine & Anh Le & Christian Lundblad - Implied volatility and skewness surface (RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x)
by Bruno Feunou & Jean-Sébastien Fontaine & Roméo Tédongap - Downside Variance Risk Premium (RePEc:oup:jfinec:v:16:y:2018:i:3:p:341-383.)
by Bruno Feunou & Mohammad R Jahan-Parvar & Cédric Okou - The Term Structures of Expected Loss and Gain Uncertainty (RePEc:oup:jfinec:v:18:y:2020:i:3:p:473-501.)
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tédongap & Lai Xu - The Term Structures of Expected Loss and Gain Uncertainty (RePEc:oup:jfinec:v:18:y::i:3:p:473-501.)
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tédongap & Lai Xu - Modeling Market Downside Volatility (RePEc:oup:revfin:v:17:y:2013:i:1:p:443-481)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap - Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty (RePEc:oup:revfin:v:18:y:2014:i:1:p:219-269.)
by Bruno Feunou & Jean-Sébastien Fontaine & Abderrahim Taamouti & Roméo Tédongap - Non-Markov Gaussian Term Structure Models: The Case of Inflation (RePEc:oup:revfin:v:18:y:2014:i:5:p:1953-2001.)
by Bruno Feunou & Jean-Sébastien Fontaine - Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity
[Does realized skewness predict the cross-section of equity returns?] (RePEc:oup:revfin:v:25:y:2021:i:4:p:1261-1298.)
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai - Option Valuation with Conditional Heteroskedasticity and Nonnormality (RePEc:oup:rfinst:v:23:y:2010:i:5:p:2139-2183)
by Peter Christoffersen & Redouane Elkamhi & Bruno Feunou & Kris Jacobs - Which parametric model for conditional skewness? (RePEc:taf:eurjfi:v:22:y:2016:i:13:p:1237-1271)
by Bruno Feunou & Mohammad R. Jahan-Parvar & Roméo Tédongap - A Stochastic Volatility Model With Conditional Skewness (RePEc:taf:jnlbes:v:30:y:2012:i:4:p:576-591)
by Bruno Feunou & Roméo Tédongap - Secular Economic Changes and Bond Yields (RePEc:tpr:restat:v:105:y:2023:i:2:p:408-424)
by Bruno Feunou & Jean-Sébastien Fontaine - Risk‐neutral moment‐based estimation of affine option pricing models (RePEc:wly:japmet:v:33:y:2018:i:7:p:1007-1025)
by Bruno Feunou & Cédric Okou