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Inflation compensation and monetary policy
Dedes, Vasilis; Zhu, Xingyu - 2020 - This draft: November 11, 2020
Persistent link: https://www.econbiz.de/10012815906
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Consumption volatility and the cross-section of stock returns
Tédongap, Roméo - In: Review of finance : journal of the European Finance … 19 (2015) 1, pp. 367-405
Persistent link: https://www.econbiz.de/10011343043
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The long and the short of the risk-return trade-off
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: Journal of econometrics 187 (2015) 2, pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
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Downside risks and the cross-section of asset returns
Farago, Adam; Tédongap, Roméo - In: Journal of financial economics 129 (2018) 1, pp. 69-86
Persistent link: https://www.econbiz.de/10011981218
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Real economic shocks and sovereign credit risk
Augustin, Patrick; Tédongap, Roméo - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 541-587
Persistent link: https://www.econbiz.de/10011577512
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Asymmetries and portfolio choice
Dahlquist, Magnus; Farago, Adam; Tédongap, Roméo - In: The review of financial studies 30 (2017) 2, pp. 667-702
Persistent link: https://www.econbiz.de/10011746293
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Implied volatility and skewness surface
Feunou, Bruno; Fontaine, Jean-Sébastien; Tédongap, Roméo - In: Review of derivatives research 20 (2017) 2, pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
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A stochastic volatility model with conditional skewness
Feunou, Bruno; Tédongap, Roméo - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 4, pp. 576-591
Persistent link: https://www.econbiz.de/10009667026
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Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: The review of financial studies 24 (2011) 1, pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
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Modeling market downside volatility
Feunou, Bruno; Jahan-Parvar, Mohammad R.; Tédongap, Roméo - In: Review of finance : journal of the European Finance … 17 (2013) 1, pp. 443-481
Persistent link: https://www.econbiz.de/10009715214