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 2 56
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 1 29 1 1 4 65
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 1 2 1 2 6 11
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 2 2 6 200
Option-Implied Measures of Equity Risk 0 0 4 166 0 2 8 339
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 0 2 2 0 0 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 2 14 482 5 11 44 1,133


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 4 413 0 4 21 1,136
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 2 41 0 0 4 165
Option-Implied Measures of Equity Risk 0 0 2 78 1 5 11 220
Total Journal Articles 0 0 8 532 1 9 36 1,521


Statistics updated 2025-09-05