Access Statistics for Biao Guo

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 Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange 0 0 0 8 1 3 5 76
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 0 0 1 77
Forecasting the Term Structure of Implied Volatilities 1 1 1 2 1 1 1 3
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 0 0 2 67
The Number of State Variables for CDS Pricing 0 0 0 0 0 0 9 93
Total Working Papers 1 1 1 29 2 4 18 316
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange 0 0 0 22 0 2 3 97
A note on why doesn't the choice of performance measure matter? 0 0 0 17 1 1 2 77
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 1 1 19
CDS Inferred Stock Volatility 1 1 3 17 1 2 4 54
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 0 0 3 4 0 0 5 8
Firm fundamentals and the cross-section of implied volatility shapes 0 0 0 1 0 0 5 12
How Important is a Non‐Default Factor for CDS Valuation? 0 0 0 6 0 0 0 30
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction 0 0 0 0 0 0 1 52
Natural disasters and CSR: Evidence from China 0 0 2 15 0 0 15 71
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 0 1 2 38
Sell in May and Go Away: Evidence from China 1 1 2 37 1 1 3 156
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 0 1 1 32
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 1 2 34 0 1 7 136
The information content of CDS implied volatility and associated trading strategies 0 0 1 9 1 1 5 18
Volatility and jump risk in option returns 0 0 0 8 0 0 2 37
Volatility information difference between CDS, options, and the cross section of options returns 0 0 0 6 0 0 0 18
Total Journal Articles 2 3 13 190 4 11 56 855

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05