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 1 14 1 5 12 67
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 0 29 1 5 12 75
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 1 2 0 3 29 36
Forecasting with Option Implied Information 1 1 4 174 6 24 76 451
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 89 0 7 19 216
Option-Implied Measures of Equity Risk 0 0 0 166 0 4 11 348
Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution 0 0 0 0 0 4 6 6
Stress testing central counterparties for resolution planning 0 1 2 3 0 8 13 15
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 0 11 3 6 10 88
Total Working Papers 1 2 10 488 11 66 188 1,302


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 0 6 417 5 12 27 1,157
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 4 8 173
Option-Implied Measures of Equity Risk 1 3 3 81 2 8 18 232
Total Journal Articles 1 3 10 540 7 24 53 1,562


Statistics updated 2026-04-09