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Tédongap, Roméo


 SSRN Author Rank: 11,532 by Downloads
 

Swedish House of Finance


 Drottninggatan 98
 111 60 Stockholm
 Sweden
 email address


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. Tédongap, Roméo's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,474
Total
Citations
36
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
Tédongap, Roméo
Swedish House of Finance
Posted:
01 May 11
Last Revised:
26 Jun 12
358
(49,931)
 

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
317
(57,839)
1

3.  
Modeling Market Downside Volatility | Show Abstract | Download This Paper |
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 (FRB)
Tédongap, Roméo
Swedish House of Finance
Posted:
09 Mar 10
Last Revised:
07 Jan 13
296
(62,483)
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
258
(72,523)
1

5.  
Consumption Volatility and the Cross-Section of Stock Returns | Show Abstract | Download This Paper |
Review of Finance, Forthcoming
Number of Pages in PDF File: 42
Tédongap, Roméo
Swedish House of Finance
Posted:
03 May 07
Last Revised:
11 Dec 13
225
(83,949)
3

6.  
Garcia, René
EDHEC Business School
Meddahi, Nour
Imperial College Business School
Tédongap, Roméo
Swedish House of Finance
Posted:
19 Mar 08
197
(95,958)
11

7.  
Which Parametric Model for Conditional Skewness? | Show Abstract | Download This Paper |
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 (FRB)
Tédongap, Roméo
Swedish House of Finance
Posted:
09 Mar 07
Last Revised:
11 Dec 13
197
(95,958)
 

8.  
Real Economic Shocks and Sovereign Credit Risk | Show Abstract | Download This Paper |
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
189
(99,722)
2

9.  
A Stochastic Volatility Model with Conditional Skewness | Show Abstract | Download This Paper |
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
155
(119,471)
1

10.  
Generalized Disappointment Aversion, Long-Run Volatility Risk and Asset Prices | Show Abstract | Download This Paper |
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
EDHEC Business School
Meddahi, Nour
Imperial College Business School
Tédongap, Roméo
Swedish House of Finance
Posted:
19 Feb 09
Last Revised:
13 Dec 13
136
(133,498)
12

11.  
Farago, Adam
Stockholm School of Economics - Department of Finance
Tédongap, Roméo
Swedish House of Finance
Posted:
23 Dec 12
110
(157,193)
 

12.  
Solving Models with Disappointment Aversion | Show Abstract | Download This Paper |
Swedish House of Finance Research Paper No. 14-14
Number of Pages in PDF File: 41
Augustin, Patrick
McGill University, Desautels Faculty of Management
Tédongap, Roméo
Swedish House of Finance
Posted:
29 Aug 14
Last Revised:
19 Sep 14
36
(283,418)
 


Records 1 - 12 of 12 matches
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