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Bruno Feunou

  • Ph.D
  • Principal Researcher
  • Banque du Canada
  • 5h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 82CitationsNumber of citations received by Bruno's publications. Updated daily.

Other IDs

Research interests

EconometricsFinancial Economics

Co-authors (10)

  • Hai Trung Le
  • Jean-Charles Wijnandts

Publications (10)

Implied volatility and skewness surface

  • Feunou B
  • Fontaine J
  • Tédongap R
Review of Derivatives Research (2017)
  • n/a

    Readers

  • 0

    Citations

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Which parametric model for conditional skewness?

  • Feunou B
  • Jahan-Parvar M
  • Tédongap R
European Journal of Finance (2016)
  • n/a

    Readers

  • 0

    Citations

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Option valuation with observable volatility and jump dynamics

  • Christoffersen P
  • Feunou B
  • Jeon Y
Journal of Banking and Finance (2014)
  • n/a

    Readers

  • 0

    Citations

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Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty

  • Feunou B
  • Fontaine J
  • Taamouti A
Review of Finance (2014)
  • n/a

    Readers

  • 6

    Citations

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Modeling market downside volatility

  • Feunou B
  • Jahan-Parvar M
  • Tédongap R
Review of Finance (2013)
  • n/a

    Readers

  • 9

    Citations

Full text

Professional experience

Principal Researcher

Bank of Canada

June 2011 - Present

Education history

Ph.D

Universite de Montreal

September 2003 - September 2009(6 years)