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 0 0 3 73
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 0 0 6 77
Forecasting the Term Structure of Implied Volatilities 0 0 0 1 0 0 0 2
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 0 1 3 67
The Number of State Variables for CDS Pricing 0 0 0 0 0 0 13 93
Total Working Papers 0 0 0 28 0 1 25 312
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 1 2 95
A note on why doesn't the choice of performance measure matter? 0 0 0 17 0 0 1 76
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 0 1 18
CDS Inferred Stock Volatility 0 0 1 15 0 0 2 51
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 0 2 4 4 0 3 6 8
Firm fundamentals and the cross-section of implied volatility shapes 0 0 0 1 0 0 4 10
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 5 15 2 4 18 68
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 0 0 1 37
Sell in May and Go Away: Evidence from China 0 0 1 35 1 1 4 154
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 0 0 1 31
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 0 2 33 0 1 6 133
The information content of CDS implied volatility and associated trading strategies 0 0 1 9 0 0 4 17
Volatility and jump risk in option returns 0 0 0 8 0 0 3 37
Volatility information difference between CDS, options, and the cross section of options returns 0 0 1 6 0 0 1 18
Total Journal Articles 0 2 15 185 3 10 55 835

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Statistics updated 2025-05-12