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 9 31 107
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 0 0 9 86
Forecasting the Term Structure of Implied Volatilities 0 0 2 4 0 0 11 14
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 1 1 9 76
The Number of State Variables for CDS Pricing 0 0 0 0 0 0 11 104
Total Working Papers 0 0 2 31 4 10 71 387
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 1 23 0 4 9 106
A note on why doesn't the choice of performance measure matter? 0 0 0 17 2 2 5 82
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 0 6 14 33
CDS Inferred Stock Volatility 0 0 1 18 0 2 9 63
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 1 1 1 5 1 1 6 14
Firm fundamentals and the cross-section of implied volatility shapes 0 1 1 2 1 5 11 23
How Important is a Non‐Default Factor for CDS Valuation? 0 0 0 6 0 1 8 38
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction 0 0 0 0 0 1 10 62
Natural disasters and CSR: Evidence from China 0 1 2 17 0 4 24 95
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 0 1 10 48
Sell in May and Go Away: Evidence from China 0 0 0 37 1 6 20 176
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 0 1 15 47
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 0 2 36 1 2 17 153
The information content of CDS implied volatility and associated trading strategies 1 1 1 10 2 4 14 32
Volatility and jump risk in option returns 1 1 1 9 2 2 9 46
Volatility information difference between CDS, options, and the cross section of options returns 0 0 0 6 0 0 4 22
Total Journal Articles 3 5 10 200 10 42 185 1,040

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Statistics updated 2026-09-10