Roméo TÉDONGAP
Roméo TÉDONGAP
ESSEC Business School Paris-Singapore
Verified email at essec.edu - Homepage
Title
Cited by
Cited by
Year
Generalized disappointment aversion, long-run volatility risk, and asset prices
M Bonomo, R Garcia, N Meddahi, R Tédongap
The Review of Financial Studies 24 (1), 82-122, 2011
128*2011
Modeling market downside volatility
B Feunou, MR Jahan-Parvar, R Tédongap
Review of Finance 17 (1), 443-481, 2013
882013
Real economic shocks and sovereign credit risk
P Augustin, R Tédongap
Journal of Financial and Quantitative Analysis, 541-587, 2016
74*2016
Downside risks and the cross-section of asset returns
A Farago, R Tédongap
Journal of Financial Economics 129 (1), 69-86, 2018
492018
Consumption volatility and the cross-section of stock returns
R Tédongap
Review of Finance 19 (1), 367-405, 2015
49*2015
A stochastic volatility model with conditional skewness
B Feunou, R Tédongap
Journal of Business & economic statistics 30 (4), 576-591, 2012
41*2012
Risk premium, variance premium, and the maturity structure of uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Review of Finance 18 (1), 219-269, 2014
402014
Which parametric model for conditional skewness?
B Feunou, MR Jahan-Parvar, R Tédongap
The European Journal of Finance 22 (13), 1237-1271, 2016
352016
Asymmetries and portfolio choice
M Dahlquist, A Farago, R Tédongap
The Review of Financial Studies 30 (2), 667-702, 2017
322017
The long and the short of the risk-return trade-off
M Bonomo, R Garcia, N Meddahi, R Tédongap
Journal of Econometrics 187 (2), 580-592, 2015
192015
Implied volatility and skewness surface
B Feunou, JS Fontaine, R Tédongap
Review of Derivatives Research 20 (2), 167-202, 2017
10*2017
Variance Premium, Downside Risk and Expected Stock Returns
B Feunou, R Lopez Aliouchkin, R Tédongap, L Xi
Bank of Canada, 2017
92017
Asymmetry matters: A high-frequency risk-reward trade-off
J Breckenfelder, R Tédongap
Available at SSRN 1828283, 2012
72012
Disappointment aversion, term structure, and predictability puzzles in bond markets
P Augustin, R Tédongap
Management Science, 2020
4*2020
The economic value of TIPS arbitrage mispricing
V Dedes, R Tédongap
Available at SSRN 3512853, 2018
22018
The Equity Premium and the Maturity Structure of Uncertainty
B Feunou, JS Fontaine, A Taamouti, R Tédongap
Working Paper, Stockholm School of Economics, 2011
22011
Loss uncertainty, gain uncertainty, and expected stock returns
B Feunou, R Lopez Aliouchkin, R Tédongap, L Xu
Roméo and Xu, Lai, Loss Uncertainty, Gain Uncertainty, and Expected Stock …, 2019
12019
Asset Pricing with Heterogeneous Agents: Estimation and Inference on International Stock Markets.
R Tédongap, J Tinang
2020
Downside Risk and the Cross-section of Corporate Bond Returns
P Augustin, LF Cong, R Lopez Aliouchkin, R Tédongap
Available at SSRN 3710533, 2020
2020
Can moments of consumption growth explain risk premium variation across international stock markets?
R Tédongap, J Tinang
2020
The system can't perform the operation now. Try again later.
Articles 1–20