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 1 1 1 55
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 1 29 0 1 3 63
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 6 170 2 3 15 375
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 5 87 0 0 12 197
Option-Implied Measures of Equity Risk 1 1 5 166 1 2 7 337
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 1 3 11 1 3 9 78
Total Working Papers 1 2 20 477 5 10 51 1,112


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 2 9 411 2 9 29 1,129
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 41 0 1 7 165
Option-Implied Measures of Equity Risk 0 1 2 78 0 3 6 213
Total Journal Articles 0 3 14 530 2 13 42 1,507


Statistics updated 2025-03-03