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B

Bruno Feunou

ESSEC Business School

14H-index
85Paper Count
1.0KCitation Count
Published Papers 12
Publication Date
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Global common factors and the cross-country heterogeneity of inflation
errInternational Review of Economics & Finance
IF5.6
err2026-06-01
err0
PREAI
errXing, Bingxin Ann; Feunou, Bruno; Tedongap, Romeo
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Robust regularities in the heterogeneity of consumer price inflation
errJournal of International Money and Finance
IF3.3
err2026-01-31
err0
PREAI
errBingxin Ann Xing; Bruno Feunou; Roméo Tédongap
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errSave
US macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the UK
errJOURNAL OF BANKING & FINANCE
IF3.8
err2024-11-01
err1
PREAI
errXing, Bingxin Ann; Feunou, Bruno; Nongni-Donfack, Morvan; Sekkel, Rodrigo
errShare
errSave
Secular Economic Changes and Bond Yields
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2023-03-03
err3
PREAI
errFeunou, Bruno; Jean-Sebastien, Fontaine
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errSave
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity
errREVIEW OF FINANCE
IF8.4
err2020-12-16
err6
PREAI
errChristoffersen, Peter; Feunou, Bruno; Jeon, Yoontae; Ornthanalai, Chayawat
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errSave
Good Volatility, Bad Volatility, and Option Pricing
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2018-09-13
err36
errOAAI
errFeunou, Bruno; Okou, Cedric
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errSave
Option valuation with observable volatility and jump dynamics
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-12-01
err31
errOAAI
errChristoffersen, Peter; Feunou, Bruno; Jeon, Yoontae
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errSave
The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2014-07-28
err99
errOAAI
errChristoffersen, Peter; Feunou, Bruno; Jacobs, Kris; Meddahi, Nour
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errSave
Non-Markov Gaussian Term Structure Models: The Case of Inflation
errREVIEW OF FINANCE
IF8.4
err2014-06-05
err4
errOAAI
errFeunou, Bruno; Fontaine, Jean-Sebastien
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errSave
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty*
errREVIEW OF FINANCE
IF8.4
err2013-03-17
err32
errOAAI
errFeunou, Bruno; Fontaine, Jean-Sebastien; Taamouti, Abderrahim; Tedongap, Romeo
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errSave
Modeling Market Downside Volatility
errREVIEW OF FINANCE
IF8.4
err2011-12-20
err69
errOAAI
errFeunou, Bruno; Jahan-Parvar, Mohammad R.; Tedongap, Romeo
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errSave
Option Valuation with Conditional Heteroskedasticity and Nonnormality
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2009-10-09
err96
errOAAI
errChristoffersen, Peter; Elkamhi, Redouane; Feunou, Bruno; Jacobs, Kris
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errSave

Research Directions

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Co-authors
Cooperation Journals
P
Peter Christoffersen
H-index: 52 · Papers: 275
K
Kris Jacobs
H-index: 41 · Papers: 183
M
Mohammad R. Jahan‐Parvar
H-index: 20 · Papers: 78
N
Nour Meddahi
H-index: 19 · Papers: 76
R
Redouane Elkamhi
H-index: 18 · Papers: 123
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