Bruno Feunou

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8023-0161

Bank of Canada, Ottawa, Ontario K1A 0G9, Canada

Publications

• Tractable Term Structure Models — Management Science 2022
• Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity — Review of Finance 2021
• Good Volatility, Bad Volatility, and Option Pricing — Journal of Financial and Quantitative Analysis 2019
• Bond Risk Premia and Gaussian Term Structure Models — Management Science 2018
• Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty — Review of Finance 2014
• Non-Markov Gaussian Term Structure Models: The Case of Inflation — Review of Finance 2014
• The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation — Journal of Financial and Quantitative Analysis 2014
• Modeling Market Downside Volatility — Review of Finance 2013
• Option Valuation with Conditional Heteroskedasticity and Nonnormality — The Review of Financial Studies 2010