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Roméo Tédongap

SSRN Author Rank: 12,081 by Downloads and 11,500 by Citations

 

Swedish House of Finance


 Drottninggatan 98
 111 60 Stockholm
 Sweden
 email address


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. Roméo Tédongap's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,899
Total
Citations
35
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Breckenfelder, Johannes H.
European Central Bank (ECB) - Financial Research
Tédongap, Roméo
Swedish House of Finance
Posted:
01 May 11
Last Revised:
26 Jun 12
370
(55,186)
 

2.  
Feunou, Bruno
Bank of Canada
Fontaine, Jean-Sebastien
Bank of Canada
Tédongap, Roméo
Swedish House of Finance
Posted:
17 Nov 08
Last Revised:
04 Jan 12
324
(65,673)
1

3.  
Modeling Market Downside Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Finance (2013), 17(1), 443-481, doi: 10.1093/rof/rfr024
Number of Pages in PDF File: 52
Feunou, Bruno
Bank of Canada
Jahan-Parvar, Mohammad R.
Board of Governors of the Federal Reserve System
Tédongap, Roméo
Swedish House of Finance
Posted:
09 Mar 10
Last Revised:
07 Jan 13
305
(66,120)
4

4.  
Feunou, Bruno
Bank of Canada
Fontaine, Jean-Sebastien
Bank of Canada
Taamouti, Abderrahim
Universidad Carlos III de Madrid
Tédongap, Roméo
Swedish House of Finance
Posted:
15 Feb 11
Last Revised:
03 Jan 13
273
(82,996)
2

5.  
Tédongap, Roméo
Swedish House of Finance
Posted:
03 May 07
Last Revised:
11 Dec 13
226
(96,898)
3

6.  
Real Economic Shocks and Sovereign Credit Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of Pages in PDF File: 60
Augustin, Patrick
McGill University, Desautels Faculty of Management
Tédongap, Roméo
Swedish House of Finance
Posted:
23 Nov 10
Last Revised:
22 May 14
203
(87,216)
1

7.  
Which Parametric Model for Conditional Skewness? | Show Abstract | Download This Paper | Open PDF in Browser |
European Journal of Finance, Forthcoming
Number of Pages in PDF File: 41
Feunou, Bruno
Bank of Canada
Jahan-Parvar, Mohammad R.
Board of Governors of the Federal Reserve System
Tédongap, Roméo
Swedish House of Finance
Posted:
09 Mar 07
Last Revised:
11 Dec 13
199
(108,400)
1

8.  
Garcia, René
Université de Montréal - CIREQ - Département de sciences économiques
Meddahi, Nour
Imperial College Business School
Tédongap, Roméo
Swedish House of Finance
Posted:
19 Mar 08
198
(108,880)
10

9.  
A Stochastic Volatility Model with Conditional Skewness | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Business & Economic Statistics, 30:4, 576-591.
Number of Pages in PDF File: 36
Feunou, Bruno
Bank of Canada
Tédongap, Roméo
Swedish House of Finance
Posted:
19 Mar 08
Last Revised:
29 Oct 12
159
(134,739)
1

10.  
Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices | Show Abstract | Download This Paper | Open PDF in Browser |
Review Review of Financial Studies, January 2011, 24, 82-122
Number of Pages in PDF File: 49
Bonomo, Marco
Insper Institute of Education and Research
Garcia, René
Université de Montréal - CIREQ - Département de sciences économiques
Meddahi, Nour
Imperial College Business School
Tédongap, Roméo
Swedish House of Finance
Posted:
19 Feb 09
Last Revised:
13 Dec 13
138
(152,047)
12

11.   Incl. Electronic Paper
Dahlquist, Magnus
Stockholm School of Economics
Farago, Adam
Göteborg University - Center For Finance
Tédongap, Roméo
Swedish House of Finance
Posted:
13 May 15
Last Revised:
20 Jul 16
133
(164,006)
 

12.  
Farago, Adam
Göteborg University - Center For Finance
Tédongap, Roméo
Swedish House of Finance
Posted:
23 Dec 12
122
(158,329)
 

13.  
Augustin, Patrick
McGill University, Desautels Faculty of Management
Tédongap, Roméo
Swedish House of Finance
Posted:
29 Aug 14
Last Revised:
18 May 16
40
(269,388)
 


Records 1 - 13 of 13 matches
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