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Tedongap, Romeo's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
2,061 |
Total
Citations
24 |
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1.
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Breckenfelder, Johannes H.
Stockholm School of Economics Tedongap, Romeo
Stockholm School of Economics
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01 May 11
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Last Revised:
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26 Jun 12
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298
(48,567)
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realized variance, realized semivariance, stock market return predictability, asymmetric realized volatility, variance risk premium, high-frequency data, equilibrium asset pricing
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2.
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Feunou, Bruno
Bank of Canada Fontaine, Jean-Sebastien
Bank of Canada Tedongap, Romeo
Stockholm School of Economics
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17 Nov 08
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Last Revised:
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04 Jan 12
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287
(50,703)
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1
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Option Prices, Skewness, Volatility Spread, Risk Premium
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3.
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Feunou, Bruno
Bank of Canada Jahan-Parvar, Mohammad R.
Federal Reserve Board Tedongap, Romeo
Stockholm School of Economics
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09 Mar 10
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Last Revised:
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07 Jan 13
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260
(56,695)
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4
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Binormal distribution, Downside risk, Intertemporal CAPM, GARCH, Relative downside volatility, Risk-return trade-off, Upside uncertainty.
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4.
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Tedongap, Romeo
Stockholm School of Economics
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03 May 07
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Last Revised:
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30 Apr 10
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209
(71,444)
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3
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Equilibrium Asset Pricing, Level Risk, Volatility Risk, GARCH, GMM
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5.
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Feunou, Bruno
Bank of Canada Fontaine, Jean-Sebastien
Bank of Canada Taamouti, Abderrahim
Universidad Carlos III de Madrid Tedongap, Romeo
Stockholm School of Economics
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15 Feb 11
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Last Revised:
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03 Jan 13
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200
(74,726)
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2
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Equity Premium, Variance Premium, Risk-neutral Variance, Term Structure of Variance, Long-Run Risk
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6.
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Garcia, René
EDHEC Business School Meddahi, Nour
Imperial College Business School Tedongap, Romeo
Stockholm School of Economics
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185
(80,657)
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11
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Equilibrium Asset Pricing, Equity Premium, Risk-free Rate Puzzle, Predictability
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7.
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Feunou, Bruno
Bank of Canada Jahan-Parvar, Mohammad R.
Federal Reserve Board Tedongap, Romeo
Stockholm School of Economics
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09 Mar 07
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Last Revised:
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31 Dec 11
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166
(89,268)
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Conditional skewness, Downside risk, Mincer-Zarnowitz regression, Realized skewness
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8.
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Feunou, Bruno
Bank of Canada Tedongap, Romeo
Stockholm School of Economics
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19 Mar 08
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Last Revised:
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29 Oct 12
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147
(99,603)
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Discrete Time, Affine Model, Conditional Skewness, GMM, Option Pricing
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9.
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Augustin, Patrick
Stockholm School of Economics Tedongap, Romeo
Stockholm School of Economics
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23 Nov 10
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Last Revised:
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07 Jan 12
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133
(108,470)
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2
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Credit Default Swap Spreads, Default Risk, Equilibrium Asset Pricing, Generalized Disappointment aversion, Markov Chain, Sovereign Debt, Term structure
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10.
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Bonomo, Marco
EPGE - Getulio Vargas Foundation Garcia, René
EDHEC Business School Meddahi, Nour
Imperial College Business School Tedongap, Romeo
Stockholm School of Economics
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117
(120,310)
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1
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disappointment aversion, long-run risk, equity premium, asset returns, predictability, equilibrium Asset Pricing, risk-free rate puzzle
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11.
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Farago, Adam
Stockholm School of Economics - Department of Finance Tedongap, Romeo
Stockholm School of Economics
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59
(185,236)
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Generalized Disappointment Aversion, Option Payoffs, Downside Risks, Cross-Section
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Records 1 -
11
of 11 matches
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