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 0 1 55
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 1 29 0 0 4 64
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 1 1 2 0 3 7 10
Forecasting with Option Implied Information 0 2 3 172 0 3 10 380
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 87 0 0 5 198
Option-Implied Measures of Equity Risk 0 0 5 166 1 2 9 339
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 2 2 0 2 4 4
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 1 11 0 0 4 78
Total Working Papers 0 4 15 482 1 10 44 1,128


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 0 1 5 413 3 5 22 1,136
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 5 11 219
Total Journal Articles 0 1 10 532 3 10 38 1,520


Statistics updated 2025-08-05