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Bruno Feunou

  • Ph.D
  • Principal Researcher
  • Banque du Canada
  • 5h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 108CitationsNumber of citations received by Bruno's publications. Updated daily.

Other IDs

Research interests

EconometricsFinancial Economics

Co-authors (11)

  • Hai Trung Le
  • Jean-Charles Wijnandts

Publications (5)

  • Bond risk Premia and Gaussian term structure models

    • Feunou B
    • Fontaine J
    N/AReaders
    0Citations
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  • Downside Variance Risk Premium

    • Bruno Feunou; Mohammad R Jahan-Parvar; Cédric Okou
    N/AReaders
    N/ACitations
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  • Good Volatility, Bad Volatility, and Option Pricing

    • Bruno Feunou; Cédric Okou
    N/AReaders
    N/ACitations
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  • Risk-neutral moment-based estimation of affine option pricing models*

    • Feunou B
    • Okou C
    N/AReaders
    0Citations
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  • Which parametric model for conditional skewness?

    • Feunou B
    • Jahan-Parvar M
    • Tédongap R
    N/AReaders
    1Citations
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Professional experience

Principal Researcher

Bank of Canada

June 2011 - Present

Education

Ph.D

Universite de Montreal

September 2003 - September 2009(6 years)