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 12 17 90
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 1 5 6 83
Forecasting the Term Structure of Implied Volatilities 1 1 3 4 2 6 9 11
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 0 3 5 72
The Number of State Variables for CDS Pricing 0 0 0 0 4 6 6 99
Total Working Papers 1 1 3 31 8 32 43 355
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 6 100
A note on why doesn't the choice of performance measure matter? 0 0 0 17 1 2 3 79
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 3 6 24
CDS Inferred Stock Volatility 0 1 3 18 3 5 8 59
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 0 0 1 4 0 4 5 12
Firm fundamentals and the cross-section of implied volatility shapes 0 0 0 1 0 5 8 18
How Important is a Non‐Default Factor for CDS Valuation? 0 0 0 6 3 5 5 35
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction 0 0 0 0 1 5 5 57
Natural disasters and CSR: Evidence from China 0 0 1 16 3 7 15 81
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 0 4 7 44
Sell in May and Go Away: Evidence from China 0 0 2 37 0 3 6 159
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 2 11 12 43
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 1 2 35 1 8 13 146
The information content of CDS implied volatility and associated trading strategies 0 0 0 9 1 4 5 22
Volatility and jump risk in option returns 0 0 0 8 1 2 5 42
Volatility information difference between CDS, options, and the cross section of options returns 0 0 0 6 0 1 4 22
Total Journal Articles 0 2 9 193 16 71 113 943

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Statistics updated 2026-03-04