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Browsing All of EconStor by Author Feunou, Bruno
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Showing results 1 to 20 of 24
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Year of Publication
Title
Author(s)
2009
The equity premium and the volatility spread: The role of risk-neutral skewness
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tedongap, Roméo
2011
A stochastic volatility model with conditional skewness
Feunou, Bruno
;
Tédongap, Roméo
2012
Risk premium, variance premium and the maturity structure of uncertainty
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Taamouti, Abderrahim
;
Tédongap, Roméo
2012
Forecasting inflation and the inflation risk premiums using nominal yields
Feunou, Bruno
;
Fontaine, Jean-Sébastien
2012
The economic value of realized volatility: Using high-frequency returns for option valuation
Christoffersen, Peter
;
Feunou, Bruno
;
Jacobs, Kris
;
Meddahi, Nour
2013
Measuring uncertainty in monetary policy using implied volatility and realized volatility
Chang, Bo Young
;
Feunou, Bruno
2013
Which parametric model for conditional skewness?
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Tédongap, Roméo
2014
Bond risk premia and Gaussian term structure models
Feunou, Bruno
;
Fontaine, Jean-Sébastien
2015
Fourier Inversion Formulas for Multiple-Asset Option Pricing
Feunou, Bruno
;
Tafolong, Ernest
2015
Downside Variance Risk Premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
2015
Option Valuation with Observable Volatility and Jump Dynamics
Christoffersen, Peter
;
Feunou, Bruno
;
Jeon, Yoontae
2015
Tractable term-structure models and the zero lower bound
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Le, Anh
;
Lundblad, Christian
2016
Time-varying crash risk: The role of stock market liquidity
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
;
Ornthanalai, Chayawat
2017
Risk-neutral moment-based estimation of affine option pricing models
Feunou, Bruno
;
Okou, Cédric
2017
Variance premium, downside risk and expected stock returns
Feunou, Bruno
;
Aliouchkin, Ricardo Lopez
;
Tédongap, Roméo
;
Xu, Lai
2017
Good volatility, bad volatility and option pricing
Feunou, Bruno
;
Okou, Cédric
2017
Which model to forecast the target rate?
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Jin, Jianjian
2020
The term structures of expected loss and gain uncertainty
Feunou, Bruno
;
Lopez Aliouchkin, Ricardo
;
Tédongap, Roméo
;
Xu, Lai
2021
Secular economic changes and bond yields
Feunou, Bruno
;
Fontaine, Jean-Sébastien
2022
Real exchange rate decompositions
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Krohn, Ingomar