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 0 0 1 55
Equity Option-Implied Probability of Default and Equity Recovery Rate 0 0 1 29 0 1 4 64
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds 0 1 1 2 1 3 7 10
Forecasting with Option Implied Information 2 2 3 172 3 5 11 380
Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility 0 0 2 87 0 1 6 198
Option-Implied Measures of Equity Risk 0 0 5 166 1 1 8 338
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 1 2 2 0 2 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 2 4 15 482 5 13 45 1,127


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 6 413 1 3 20 1,133
Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility 0 0 3 41 0 0 5 165
Option-Implied Measures of Equity Risk 0 0 2 78 4 5 11 219
Total Journal Articles 0 2 11 532 5 8 36 1,517


Statistics updated 2025-07-04