Good Volatility, Bad Volatility, and Option Pricing
Feunou, Bruno, Okou, Cédric
Published in Journal of financial and quantitative analysis (01.04.2019)
Published in Journal of financial and quantitative analysis (01.04.2019)
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Journal Article
Risk-neutral moment-based estimation of affine option pricing models
Feunou, Bruno, Okou, Cédric
Published in Journal of applied econometrics (Chichester, England) (01.11.2018)
Published in Journal of applied econometrics (Chichester, England) (01.11.2018)
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Journal Article
Secular Economic Changes and Bond Yields
Feunou, Bruno, Fontaine, Jean-Sébastien
Published in The review of economics and statistics (03.03.2023)
Published in The review of economics and statistics (03.03.2023)
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Journal Article
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter, Feunou, Bruno, Jeon, Yoontae
Published in Journal of banking & finance (01.12.2015)
Published in Journal of banking & finance (01.12.2015)
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Journal Article
Option Valuation with Conditional Heteroskedasticity and Nonnormality
Christoffersen, Peter, Elkamhi, Redouane, Feunou, Bruno, Jacobs, Kris
Published in The Review of financial studies (01.05.2010)
Published in The Review of financial studies (01.05.2010)
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Journal Article
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity
Christoffersen, Peter, Feunou, Bruno, Jeon, Yoontae, Ornthanalai, Chayawat
Published in Review of Finance (01.07.2021)
Published in Review of Finance (01.07.2021)
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Journal Article
Modeling Market Downside Volatility
Feunou, Bruno, Jahan-Parvar, Mohammad R., Tédongap, Roméo
Published in Review of Finance (01.01.2013)
Published in Review of Finance (01.01.2013)
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Journal Article
Which parametric model for conditional skewness?
Feunou, Bruno, Jahan-Parvar, Mohammad R., Tédongap, Roméo
Published in The European journal of finance (20.10.2016)
Published in The European journal of finance (20.10.2016)
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Journal Article
Implied volatility and skewness surface
Feunou, Bruno, Fontaine, Jean-Sébastien, Tédongap, Roméo
Published in Review of derivatives research (01.07.2017)
Published in Review of derivatives research (01.07.2017)
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Journal Article
Debt-Secular Economic Changes and Bond Yields
Feunou, Bruno, Fontaine, Jean-Sébastien
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
Paper
Real Exchange Rate Decompositions
Feunou, Bruno, Fontaine, Jean-Sébastien, Krohn, Ingomar
Published in IDEAS Working Paper Series from RePEc (01.01.2022)
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Published in IDEAS Working Paper Series from RePEc (01.01.2022)
Paper
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility
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Trade Publication Article