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 9 63
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 0 29 4 5 11 74
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 0 1 2 2 24 28 35
Forecasting with Option Implied Information 0 0 3 173 12 51 66 439
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 1 2 89 6 10 18 215
Option-Implied Measures of Equity Risk 0 0 1 166 4 8 12 348
Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution 0 0 0 0 3 5 5 5
Stress testing central counterparties for resolution planning 0 0 2 2 6 8 13 13
The Cost of the Government Bond Buyback and Switch Programs in Canada 0 0 0 11 2 6 7 84
Total Working Papers 0 1 10 486 40 122 169 1,276


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 4 6 417 5 14 23 1,150
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 1 42 2 4 6 171
Option-Implied Measures of Equity Risk 1 1 1 79 5 8 16 229
Total Journal Articles 1 5 8 538 12 26 45 1,550


Statistics updated 2026-02-12