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 |