Bruno Feunou

1.0k total citations
47 papers, 656 citations indexed

About

Bruno Feunou is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Bruno Feunou has authored 47 papers receiving a total of 656 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 16 papers in Economics and Econometrics and 11 papers in General Economics, Econometrics and Finance. Recurrent topics in Bruno Feunou's work include Stochastic processes and financial applications (33 papers), Financial Markets and Investment Strategies (26 papers) and Financial Risk and Volatility Modeling (25 papers). Bruno Feunou is often cited by papers focused on Stochastic processes and financial applications (33 papers), Financial Markets and Investment Strategies (26 papers) and Financial Risk and Volatility Modeling (25 papers). Bruno Feunou collaborates with scholars based in Canada, United States and France. Bruno Feunou's co-authors include Mohammad R. Jahan‐Parvar, Roméo Tédongap, Cédric Okou, Peter Christoffersen, Kris Jacobs, Redouane Elkamhi, Abderrahim Taamouti, Nour Meddahi, Bo Young Chang and Lai Xu and has published in prestigious journals such as Management Science, Review of Financial Studies and The Review of Economics and Statistics.

In The Last Decade

Bruno Feunou

44 papers receiving 634 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Bruno Feunou Canada	12	592	400	137	33	31	47	656
Dobrislav Dobrev United States	9	640 1.1×	534 1.3×	194 1.4×	66 2.0×	12 0.4×	21	735
Florian Ielpo France	12	278 0.5×	292 0.7×	108 0.8×	18 0.5×	26 0.8×	46	417
Saikat Nandi United States	9	1.0k 1.7×	448 1.1×	107 0.8×	60 1.8×	91 2.9×	13	1.1k
Anders B. Trolle Denmark	13	721 1.2×	429 1.1×	191 1.4×	21 0.6×	46 1.5×	26	813
Loriano Mancini Switzerland	9	518 0.9×	271 0.7×	99 0.7×	31 0.9×	30 1.0×	23	559
Fulvio Pegoraro France	16	397 0.7×	241 0.6×	247 1.8×	15 0.5×	31 1.0×	31	526
Elmar Mertens United States	11	260 0.4×	369 0.9×	391 2.9×	45 1.4×	16 0.5×	31	523
Giulio Girardi United States	6	456 0.8×	446 1.1×	108 0.8×	45 1.4×	20 0.6×	10	589
Roméo Tédongap France	12	513 0.9×	337 0.8×	139 1.0×	32 1.0×	9 0.3×	36	568
Michel van der Wel Netherlands	10	283 0.5×	176 0.4×	164 1.2×	28 0.8×	10 0.3×	32	363

Countries citing papers authored by Bruno Feunou

Since Specialization

Citations

This map shows the geographic impact of Bruno Feunou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bruno Feunou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bruno Feunou more than expected).

Fields of papers citing papers by Bruno Feunou

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bruno Feunou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bruno Feunou. The network helps show where Bruno Feunou may publish in the future.

Co-authorship network of co-authors of Bruno Feunou

This figure shows the co-authorship network connecting the top 25 collaborators of Bruno Feunou. A scholar is included among the top collaborators of Bruno Feunou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bruno Feunou. Bruno Feunou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Feunou, Bruno, et al.. (2024). U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K.. Journal of Banking & Finance. 168. 107270–107270. 1 indexed citations

Feunou, Bruno, et al.. (2021). The Secular Decline of Forecasted Interest Rates. Bank of Canada Research. 1 indexed citations

Christoffersen, Peter, et al.. (2020). Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity. European Finance Review. 25(4). 1261–1298. 6 indexed citations

Feunou, Bruno, et al.. (2019). Long Run Impact of Macro News on Treasury Bond Yields. SSRN Electronic Journal. 1 indexed citations

Feunou, Bruno & Cédric Okou. (2018). Good Volatility, Bad Volatility, and Option Pricing. Journal of Financial and Quantitative Analysis. 54(2). 695–727. 36 indexed citations

Feunou, Bruno & Cédric Okou. (2018). Risk‐neutral moment‐based estimation of affine option pricing models. Journal of Applied Econometrics. 33(7). 1007–1025. 17 indexed citations

Feunou, Bruno, et al.. (2017). Bond Risk Premia and Gaussian Term Structure Models. Management Science. 64(3). 1413–1439. 6 indexed citations

Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Cédric Okou. (2015). Downside Variance Risk Premium. SSRN Electronic Journal. 1 indexed citations

Feunou, Bruno, et al.. (2015). Tractable Term Structure Models: A New Approach. SSRN Electronic Journal. 2 indexed citations

10.

Chang, Bo Young & Bruno Feunou. (2014). Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility. Bank of Canada review. 2014. 32–41. 7 indexed citations

11.

Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2014). Which parametric model for conditional skewness?. European Journal of Finance. 22(13). 1237–1271. 34 indexed citations

12.

Christoffersen, Peter, et al.. (2014). Option Valuation with Observable Volatility and Jump Dynamics. SSRN Electronic Journal. 4 indexed citations

13.

Feunou, Bruno, et al.. (2013). Gaussian Term Structure Models and Bond Risk Premia. SSRN Electronic Journal. 1 indexed citations

14.

Feunou, Bruno & Roméo Tédongap. (2011). A Stochastic Volatility Model with Conditional Skewness. SSRN Electronic Journal. 8 indexed citations

15.

Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2011). Modeling Market Downside Volatility. SSRN Electronic Journal. 10 indexed citations

16.

Christoffersen, Peter, et al.. (2010). The Economic Value of Realized Volatility ∗. 5 indexed citations

17.

Feunou, Bruno & Nour Meddahi. (2009). Generalized Affine Models. SSRN Electronic Journal. 8 indexed citations

18.

Christoffersen, Peter, Redouane Elkamhi, Bruno Feunou, & Kris Jacobs. (2009). Option Valuation with Conditional Heteroskedasticity and Non-Normality. SSRN Electronic Journal. 23 indexed citations

19.

Christoffersen, Peter, Redouane Elkamhi, Bruno Feunou, & Kris Jacobs. (2009). Option Valuation with Conditional Heteroskedasticity and Nonnormality. Review of Financial Studies. 23(5). 2139–2183. 111 indexed citations

20.

Christoffersen, Peter, Redouane Elkamhi, Bruno Feunou, & Kris Jacobs. (2008). Option Valuation with Conditional Heteroskedasticity and Non-Normality. SSRN Electronic Journal. 23 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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