Dominique Toupin

Bishop’s University - Williams School of Business

Assistant Professor of Finance

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

574

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (4)

The Sum of All Fears: Forecasting International Returns using Option-implied Risk Measures

Number of pages: 46 Posted: 28 Dec 2017 Last Revised: 04 Mar 2020
Marie-Hélène Gagnon, Gabriel Power and Dominique Toupin
Université Laval - Faculté d'Administration, Université Laval - Département de Finance et Assurance and Bishop’s University - Williams School of Business
Downloads 251 (155,398)

Abstract:

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Options, risk-neutral distribution, variance risk premium, return predictability, predictive regressions, international stock market returns, generalized riskiness, higher-order moments, skewness

Forecasting International Index Returns Using Option-Implied Variables

CRREP working paper serie 2018-07
Number of pages: 47 Posted: 10 Jul 2018
Marie-Hélène Gagnon, Gabriel Power and Dominique Toupin
Université Laval - Faculté d'Administration, Université Laval - Département de Finance et Assurance and Bishop’s University - Williams School of Business
Downloads 52 (484,798)

Abstract:

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Options, risk-neutral distribution, variance risk premium, return predictability, predictive regressions, international stock market returns, Foster-Hart riskiness, higher-order moments,

2.

Forecasting Market Index Volatility Using Ross-Recovered Distributions

Number of pages: 48 Posted: 26 Oct 2018 Last Revised: 31 Mar 2020
Marie-Hélène Gagnon, Gabriel Power and Dominique Toupin
Université Laval - Faculté d'Administration, Université Laval - Département de Finance et Assurance and Bishop’s University - Williams School of Business
Downloads 161 (233,614)
Citation 1

Abstract:

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ross recovery; risk-neutral; volatility; forecast; options; international

3.

Ross Recovery and the Contemporaneous Pricing Kernel

Number of pages: 34 Posted: 10 Aug 2021
Marie-Hélène Gagnon, Gabriel Power and Dominique Toupin
Université Laval - Faculté d'Administration, Université Laval - Département de Finance et Assurance and Bishop’s University - Williams School of Business
Downloads 55 (465,071)

Abstract:

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pricing kernel; Ross recovery; risk-neutral; options

4.

International Stock Market Cointegration Under the Risk-Neutral Measure

Number of pages: 35 Posted: 29 Jul 2016
Marie-Hélène Gagnon, Gabriel Power and Dominique Toupin
Université Laval - Faculté d'Administration, Université Laval - Département de Finance et Assurance and Bishop’s University - Williams School of Business
Downloads 55 (465,071)
Citation 3

Abstract:

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financial markets cointegration, financial integration, option-implied distribution