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 0 0 12 67
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 0 29 0 6 17 81
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 0 2 0 1 27 37
Forecasting with Option Implied Information 1 1 3 175 2 7 78 458
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 2 4 91 1 10 28 226
Option-Implied Measures of Equity Risk 0 0 0 166 2 6 16 354
Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution 0 0 0 0 0 3 9 9
Stress testing central counterparties for resolution planning 0 0 1 3 0 3 14 18
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 0 11 0 2 12 90
Total Working Papers 1 3 9 491 5 38 213 1,340


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 2 6 419 5 8 32 1,165
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 2 10 175
Option-Implied Measures of Equity Risk 1 1 4 82 2 6 19 238
Total Journal Articles 2 3 11 543 7 16 61 1,578


Statistics updated 2026-07-10