Browsing All of EconStor by Author Feunou, Bruno


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2009The equity premium and the volatility spread: The role of risk-neutral skewnessFeunou, Bruno; Fontaine, Jean-Sébastien; Tedongap, Roméo
2011A stochastic volatility model with conditional skewnessFeunou, Bruno; Tédongap, Roméo
2012Risk premium, variance premium and the maturity structure of uncertaintyFeunou, Bruno; Fontaine, Jean-Sébastien; Taamouti, Abderrahim; Tédongap, Roméo
2012Forecasting inflation and the inflation risk premiums using nominal yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2012The economic value of realized volatility: Using high-frequency returns for option valuationChristoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour
2013Measuring uncertainty in monetary policy using implied volatility and realized volatilityChang, Bo Young; Feunou, Bruno
2013Which parametric model for conditional skewness?Feunou, Bruno; Jahan-Parvar, Mohammad R.; Tédongap, Roméo
2014Bond risk premia and Gaussian term structure modelsFeunou, Bruno; Fontaine, Jean-Sébastien
2015Fourier Inversion Formulas for Multiple-Asset Option PricingFeunou, Bruno; Tafolong, Ernest
2015Downside Variance Risk PremiumFeunou, Bruno; Jahan-Parvar, Mohammad R.; Okou, Cédric
2015Option Valuation with Observable Volatility and Jump DynamicsChristoffersen, Peter; Feunou, Bruno; Jeon, Yoontae
2015Tractable term-structure models and the zero lower boundFeunou, Bruno; Fontaine, Jean-Sébastien; Le, Anh; Lundblad, Christian
2016Time-varying crash risk: The role of stock market liquidityChristoffersen, Peter F.; Feunou, Bruno; Jeon, Yoontae; Ornthanalai, Chayawat
2017Risk-neutral moment-based estimation of affine option pricing modelsFeunou, Bruno; Okou, Cédric
2017Variance premium, downside risk and expected stock returnsFeunou, Bruno; Aliouchkin, Ricardo Lopez; Tédongap, Roméo; Xu, Lai
2017Good volatility, bad volatility and option pricingFeunou, Bruno; Okou, Cédric
2017Which model to forecast the target rate?Feunou, Bruno; Fontaine, Jean-Sébastien; Jin, Jianjian
2020The term structures of expected loss and gain uncertaintyFeunou, Bruno; Lopez Aliouchkin, Ricardo; Tédongap, Roméo; Xu, Lai
2021Secular economic changes and bond yieldsFeunou, Bruno; Fontaine, Jean-Sébastien
2022Real exchange rate decompositionsFeunou, Bruno; Fontaine, Jean-Sébastien; Krohn, Ingomar