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 11 67
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 0 29 2 3 19 84
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 0 2 1 1 27 38
Forecasting with Option Implied Information 0 1 3 175 6 10 86 466
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 4 91 0 2 27 227
Option-Implied Measures of Equity Risk 0 0 0 166 3 5 18 357
Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution 0 0 0 0 0 0 9 9
Stress testing central counterparties for resolution planning 0 0 1 3 1 1 15 19
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 0 11 0 1 13 91
Total Working Papers 0 1 9 491 13 23 225 1,358


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 7 420 2 8 32 1,168
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 0 0 10 175
Option-Implied Measures of Equity Risk 1 2 5 83 1 3 19 239
Total Journal Articles 1 4 13 545 3 11 61 1,582


Statistics updated 2026-09-10