Access Statistics for Bo Young Chang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Method for Extracting the Probability of Default from American Put Option Prices 0 0 0 13 0 1 1 55
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 1 29 1 1 4 64
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 0 1 0 0 4 7
Forecasting with Option Implied Information 0 0 4 170 2 4 13 377
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 87 1 1 7 198
Option-Implied Measures of Equity Risk 0 1 5 166 0 1 7 337
Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution 0 0 0 0 0 0 0 0
Stress testing central counterparties for resolution planning 0 1 1 1 0 2 2 2
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 1 11 0 1 5 78
Total Working Papers 0 2 14 478 4 11 43 1,118


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Market skewness risk and the cross section of stock returns 1 1 7 412 1 4 23 1,131
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 41 0 0 5 165
Option-Implied Measures of Equity Risk 0 0 2 78 0 1 6 214
Total Journal Articles 1 1 12 531 1 5 34 1,510


Statistics updated 2025-05-12