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 3 5 21 94
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 3 4 9 86
Forecasting the Term Structure of Implied Volatilities 0 1 3 4 0 3 10 12
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 3 3 8 75
The Number of State Variables for CDS Pricing 0 0 0 0 4 9 11 104
Total Working Papers 0 1 3 31 13 24 59 371
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 1 1 6 101
A note on why doesn't the choice of performance measure matter? 0 0 0 17 0 2 4 80
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 1 1 7 25
CDS Inferred Stock Volatility 0 0 3 18 2 5 10 61
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 0 0 0 4 1 1 5 13
Firm fundamentals and the cross-section of implied volatility shapes 0 0 0 1 0 0 8 18
How Important is a Non‐Default Factor for CDS Valuation? 0 0 0 6 2 5 7 37
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction 0 0 0 0 4 5 9 61
Natural disasters and CSR: Evidence from China 0 0 1 16 7 12 22 90
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 3 3 10 47
Sell in May and Go Away: Evidence from China 0 0 2 37 8 9 14 168
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 2 5 15 46
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 0 2 35 3 4 16 149
The information content of CDS implied volatility and associated trading strategies 0 0 0 9 3 6 10 27
Volatility and jump risk in option returns 0 0 0 8 1 3 7 44
Volatility information difference between CDS, options, and the cross section of options returns 0 0 0 6 0 0 4 22
Total Journal Articles 0 0 8 193 38 62 154 989

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Statistics updated 2026-05-06