Bo Young Chang
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Bo Young |
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Chang |
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author of:
- Forecasting with Option Implied Information
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011)
by Peter Christoffersen & Kris Jacobs & Bo Young Chang
(ReDIF-paper, aah:create:2011-46) - Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility
Bank of Canada Review, Bank of Canada (2014)
by Bo Young Chang & Bruno Feunou
(ReDIF-article, bca:bcarev:v:2014:y:2014:i:spring14:p:32-41) - Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds
Discussion Papers, Bank of Canada (2023)
by Bo Young Chang
(ReDIF-paper, bca:bocadp:23-12) - Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility
Staff Working Papers, Bank of Canada (2013)
by Bo Young Chang & Bruno Feunou
(ReDIF-paper, bca:bocawp:13-37) - Equity Option-Implied Probability of Default and Equity Recovery Rate
Staff Working Papers, Bank of Canada (2016)
by Bo Young Chang & Greg Orosi
(ReDIF-paper, bca:bocawp:16-58) - A Simple Method for Extracting the Probability of Default from American Put Option Prices
Staff Working Papers, Bank of Canada (2020)
by Bo Young Chang & Greg Orosi
(ReDIF-paper, bca:bocawp:20-15) - The Cost of the Government Bond Buyback and Switch Programs in Canada
Staff Analytical Notes, Bank of Canada (2018)
by Bo Young Chang & Jun Yang & Parker Liu
(ReDIF-paper, bca:bocsan:18-41) - Option-Implied Measures of Equity Risk
CIRANO Working Papers, CIRANO (2009)
by Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg
(ReDIF-paper, cir:cirwor:2009s-33) - Market skewness risk and the cross section of stock returns
Journal of Financial Economics, Elsevier (2013)
by Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris
(ReDIF-article, eee:jfinec:v:107:y:2013:i:1:p:46-68) - Option-Implied Measures of Equity Risk
Review of Finance, European Finance Association (2011)
by Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg
(ReDIF-article, oup:revfin:v:16:y:2011:i:2:p:385-428)