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 2 5 78
Asymmetric and negative return-volatility relationship: the case of the VKOSPI 0 0 0 13 1 1 1 78
Forecasting the Term Structure of Implied Volatilities 0 1 2 3 1 2 3 5
Non-parametric Tests for the Martingale Restriction: A New Approach 0 0 0 6 0 2 4 69
The Number of State Variables for CDS Pricing 0 0 0 0 0 0 5 93
Total Working Papers 0 1 2 30 3 7 18 323
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 4 98
A note on why doesn't the choice of performance measure matter? 0 0 0 17 0 0 1 77
Are there gains from using information over the surface of implied volatilities? 0 0 0 6 1 2 3 21
CDS Inferred Stock Volatility 0 0 2 17 0 0 3 54
Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange 0 0 3 4 0 0 4 8
Firm fundamentals and the cross-section of implied volatility shapes 0 0 0 1 1 1 3 13
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 0 52
Natural disasters and CSR: Evidence from China 1 1 2 16 3 3 13 74
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES 0 0 0 7 0 2 3 40
Sell in May and Go Away: Evidence from China 0 0 2 37 0 0 3 156
Sovereign Credit Spread Spillovers in Asia 0 0 0 1 0 0 1 32
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components 0 0 1 34 2 2 6 138
The information content of CDS implied volatility and associated trading strategies 0 0 1 9 0 0 2 18
Volatility and jump risk in option returns 0 0 0 8 1 3 4 40
Volatility information difference between CDS, options, and the cross section of options returns 0 0 0 6 2 3 3 21
Total Journal Articles 1 1 11 191 10 17 53 872

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Statistics updated 2025-12-06