WebRoméo Tédongap Professeur de finance à ESSEC Business School, Roméo a plus de dix ans d'expérience dans les domaines de la recherche, de l'enseignement, de la gestion de programmes ainsi que dans la supervision de thèses. … WebRoméo Tédongap In an intertemporal equilibrium asset pricing model featuring disappointment aversion and changing macroeconomic uncertainty, we show that besides the market return and market...
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WebBruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xi, 2024. "Variance Premium, Downside Risk and Expected Stock Returns," Staff Working Papers 17-58, Bank of Canada. Bruno Feunou & Cédric Okou, 2024. "Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models," Staff Working Papers 17-55, Bank of Canada. WebMay 6, 2024 · Bruno Feunou, Mohammad R. Jahan-Parvar, Roméo Tédongap Economics 2011 We propose a new methodology for modeling and estimating time-varying downside risk and upside uncertainty in equity returns and for assessment of risk--return trade-off in financial markets. Using… 92 the outfit kino hamburg
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Weband Romeo Tedongap. European Journal of Finance, Volume 22, Issue 13, pp. 1237-1271. 14. “Equity Premium and the Maturity Structure of Uncertainty,” 2014, with Jean-Sebastien Fontaine, Abderahim Taamouti and Romeo Tedongap. Review of Finance 18 (1): 219-269. Go to table of contents for this volume/issue WebJun 1, 2010 · Patrick Augustin, Roméo Tédongap Economics Journal of Financial and Quantitative Analysis 1 April 2016 Abstract We provide new empirical evidence that U.S. expected growth and consumption volatility are closely related to the strong comovement in sovereign spreads. We rationalize these findings in an… Expand 70 6 PDF View on … WebRoméo Tédongap - hhs.se - Stockholm School of Economics Roméo Tédongap I am currently Full Professor at the ESSEC Business School Paris-Singapore where I started as … shun alton\u0027s angle knives