Concepedia

Roméo Tédongap

RT

Statistics

Publications

18

Citations

807

H-Index

13

Active since

2008

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

Bank of Canada

Stockholm School of Economics

Toulouse School of Economics

Universidad Carlos III de Madrid

Roméo Tédongap is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, finance, and economics.

ORCID

Top concepts

Publications per year

2008–2023

18

Publications

18

Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices

Marco Bonomo, René García, Nour Meddahi et al. · Review of Financial Studies · 2010 · 123 citations · Full text

Real Economic Shocks and Sovereign Credit Risk

Patrick Augustin, Roméo Tédongap · Journal of Financial and Quantitative Analysis · 2016 · 121 citations

, , +15

Modeling Market Downside Volatility

Bruno Feunou, Mohammad R. Jahan‐Parvar, Roméo Tédongap · European Finance Review · 2011 · 104 citations · Full text

Downside risks and the cross-section of asset returns

Ádám Faragó, Roméo Tédongap · Journal of Financial Economics · 2018 · 97 citations

, , +5

Asymmetries and Portfolio Choice

Magnus Dahlquist, Ádám Faragó, Roméo Tédongap · Review of Financial Studies · 2016 · 91 citations

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