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BRUNO FEUNOUKAMKUI
6151 CHEMIN●●●●●●●●●●●UC, APP.312
HAM●●●EAD , QC, H3X2G4
CA
View this contact
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BRUNO FEUNOUKAMKUI
6151 CHEMIN●●●●●●●●●●●UC, APP.312
HAM●●●EAD , QC, H3X2G4
CA
View this contact
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Homepage of Feunou Kamkui | kamkui.net Reviews
https://kamkui.net
Welcome to the homepage of Feunou Kamkui
kamkui.net
Homepage of Feunou Kamkui
http://www.kamkui.net/index.html
Is a Principal Researcher at the Bank of Canada-Financial Markets Department. His research Interests are Conditional Higher moments and more generally conditional characteristic function modeling and application in derivative evaluation, term structure of interest rate and cross section asset pricing. Before joining the Bank of Canada. He worked at Duke University. As a post-doc associate. he completed his Ph.D-Degree at the University of Montreal. And ENSEA of Abidjan. Ottawa , ON K1A 0G9. Bruno, Mohamm...
Research interests of Feunou Kamkui
http://www.kamkui.net/private/index.html
Welcome to Emma and Sarah.
Research interests of Feunou Kamkui
http://www.kamkui.net/teaching/index.html
Teaching for the academic year 2015-2016. Macroeconometrics, University of Montreal, Economics, Winter 2016 [ Syllabus. Teaching for the academic year 2009-2010. Time Series for Financial Analysis, Duke Economics, Spring 2010 [ Syllabus. Teaching for the academic year 2008-2009. Junior Research Seminar, Duke Economics, Spring 2009 (co-taught with Tim Bollerslev.
Research interests of Feunou Kamkui
http://www.kamkui.net/workingPapers/index.html
Time-Varying Crash Risk: The Role of Stock Market Liquidity, (with Peter Christoffersen. Good Volatility, Bad Volatility and Option Pricing, (with Cedric Okou. Affine Term Structure of Risk-Neutral Moments Models, Aug 2015, (with Cedric Okou. Downside Variance Risk Premium, Dec 2014, (with Jahan-Parvar Mohammad. Tractable Term Structure Models: A New Approach, Oct 2015, (with Jean-Sebastien Fontaine. Discrete Choice Term Structure Models: Theory And Applications, August 2010, (with Jean-Sebastien Fontaine.
Research interests of Feunou Kamkui
http://www.kamkui.net/publications/index.html
Gaussian Term Structure Models and Bond Risk Premia, Management Science,. Forthcoming. [ WWW. Option Valuation with Observable Volatility and Jump Dynamics, Journal of Banking and Finance. Volume 61, Supplement 2, December 2015, Pages S101-S120. [ Full text. Fourier Inversion Formulas for Multiple Assets Option Pricing, Studies in Nonlinear Dynamics and Econometrics. 2015) Volume 19, Issue 5, Pages 531-559. [ SNDE. Non-Markov Gaussian Term Structure Models: The Case of Inflation, Review of Finance. Measu...
TOTAL PAGES IN THIS WEBSITE
5
Bond Liquidity Premia – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/bond-liquidity-premia-2
Economics, Finance and Econometrics. Review of Financial Studies 25(4), 2012. Funding Risk Factor updated to December 2013. At the EDHEC Business School. Our main contribution is to show that the value of funding liquidity is an aggregate risk factor driving a substantial share of risk premia across fixed-income markets. The paper can be found here : Bond Liquidity Premia. Here is the online appendix. And the abstract follows. November 30, 2009. April 5, 2016. Non-Markov Gaussian Term Structure Models: T...
Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/uncategorized/funding-liquidity-market-liquidity-and-the-cross-section-of-stock-returns
Economics, Finance and Econometrics. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. We test predictions from theoretical asset pricing models incorporating intermediation frictions. Using funding shocks identified in our previous paper. The paper can be found here. The funding liquidity factor used in this paper can be found here: FundingLiquiditFactor 19862012Q1. January 28, 2015. April 5, 2016. Bond Risk Premia and Gaussian Term Structure Models. Antonio Diez de los Rios.
Discrete Choice Term Structure Models : Theory and Applications – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/discrete-choice-term-structure-models-theory-and-applications
Economics, Finance and Econometrics. Discrete Choice Term Structure Models : Theory and Applications. And the abstract follows. December 20, 2010. April 5, 2016. Fed Fund Futures and the Federal Reserve. Non-Markov Gaussian Term Structure Models: The Case of Inflation. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Bond Risk Premia and Gaussian Term Structure Models. Competition and Strategic Control of a Central Counterparty: When Lower Risk Increases Profit.
The Equity Premium, Variance Premium and the Maturity Structure of Uncertainty – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/the-equity-premium-and-the-maturity-structure-of-uncertainty
Economics, Finance and Econometrics. The Equity Premium, Variance Premium and the Maturity Structure of Uncertainty. Review of Finance 18 (1), 2014. The paper is here: The Equity Premium and the Maturity Structure of Uncertainty. February 15, 2010. April 5, 2016. Fed Fund Futures and the Federal Reserve. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Bond Risk Premia and Gaussian Term Structure Models. Non-Markov Gaussian Term Structure Models: The Case of Inflation.
About Me – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/about-2
Economics, Finance and Econometrics. I am an economist in the Financial Market Department at the Bank of Canada. All my papers can be found on my. 234, rue Wellington. Ottawa (Ontario) K1A 0G9. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Bond Risk Premia and Gaussian Term Structure Models. Competition and Strategic Control of a Central Counterparty: When Lower Risk Increases Profit. Non-Markov Gaussian Term Structure Models: The Case of Inflation. Antonio Diez de los Rios.
Working Papers – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/workingpapers
Economics, Finance and Econometrics. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. 2014), with René Garcia and Sermin Gungor. Competition and Strategic Control of a Central Counterparty : When Lower Risk Increase Profit. 2012), with Hector Perez and Joshua Slive. Forecasting Inflation and the Inflation Risk Premium. 2012), with Bruno Feunou. Fed Funds Futures and the Federal Reserve. 2010), Working Paper. Discrete Choice Term Structure Models: Theory And Applications.
Competition and Strategic Control of a Central Counterparty: When Lower Risk Increases Profit – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/competition-and-strategic-control-of-a-central-counterparty-when-lower-risk-increases-profit
Economics, Finance and Econometrics. Competition and Strategic Control of a Central Counterparty: When Lower Risk Increases Profit. A recent paper with Hector Perez. April 2, 2012. April 5, 2016. Non-Markov Gaussian Term Structure Models: The Case of Inflation. Bond Risk Premia and Gaussian Term Structure Models. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Bond Risk Premia and Gaussian Term Structure Models. Non-Markov Gaussian Term Structure Models: The Case of Inflation.
Non-Markov Gaussian Term Structure Models: The Case of Inflation – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/151
Economics, Finance and Econometrics. Non-Markov Gaussian Term Structure Models: The Case of Inflation. Review of Finance, 2014. Previous versions circulated as. Forecasting Inflation and the Inflation Risk Premium. May 25, 2011. April 5, 2016. Discrete Choice Term Structure Models : Theory and Applications. Competition and Strategic Control of a Central Counterparty: When Lower Risk Increases Profit. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Antonio Diez de los Rios.
Fed Fund Futures and the Federal Reserve – Jean-Sébastien Fontaine
http://jean-sebastienfontaine.com/working-papers/fed-fund-futures-and-the-federal-reserve
Economics, Finance and Econometrics. Fed Fund Futures and the Federal Reserve. A shorter version has been published in Developments in Macro-Finance Yield Curve Modelling. December 1, 2010. April 5, 2016. The Equity Premium, Variance Premium and the Maturity Structure of Uncertainty. Discrete Choice Term Structure Models : Theory and Applications. Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns. Bond Risk Premia and Gaussian Term Structure Models. Antonio Diez de los Rios.
PhD Students | Christoffersen.com
http://christoffersen.com/cen/phd-students
Skip to primary content. Skip to secondary content. I currently serve as the coordinator of the PhD program. In finance at the Rotman School of Management, University of Toronto. Previously, I served as the coordinator of the PhD program in finance at McGill University. I have served as an member of the following students’ dissertation committees. Rotman School of Management, University of Toronto. Rotman School of Management, University of Toronto. Mehdi Karoui, OMERS. Luxembourg School of Finance.
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Homepage of Feunou Kamkui
Is a Principal Researcher at the Bank of Canada-Financial Markets Department. His research Interests are Conditional Higher moments and more generally conditional characteristic function modeling and application in derivative evaluation, term structure of interest rate and cross section asset pricing. Before joining the Bank of Canada. He worked at Duke University. As a post-doc associate. he completed his Ph.D-Degree at the University of Montreal. And ENSEA of Abidjan. Ottawa , ON K1A 0G9. Bruno, Mohamm...
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