Bo Young Chang
|First Name:||Bo Young|
|[This author has chosen not to make the email address public]|
Bank of CanadaOttawa, Canada
RePEc:edi:bocgvca (more details at EDIRC)
Research outputJump to: Working papers Articles
- Bo Young Chang & Greg Orosi, 2020. "A Simple Method for Extracting the Probability of Default from American Put Option Prices," Staff Working Papers 20-15, Bank of Canada.
- Bo Young Chang & Jun Yang & Parker Liu, 2018. "The Cost of the Government Bond Buyback and Switch Programs in Canada," Staff Analytical Notes 2018-41, Bank of Canada.
- Bo Young Chang & Greg Orosi, 2016. "Equity Option-Implied Probability of Default and Equity Recovery Rate," Staff Working Papers 16-58, Bank of Canada.
- Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Staff Working Papers 13-37, Bank of Canada.
- Peter Christoffersen & Kris Jacobs & Bo Young Chang, 2011. "Forecasting with Option Implied Information," CREATES Research Papers 2011-46, Department of Economics and Business Economics, Aarhus University.
- Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO.
- Bo Young Chang & Bruno Feunou, 2014. "Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility," Bank of Canada Review, Bank of Canada, vol. 2014(Spring), pages 32-41.
- Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2013.
"Market skewness risk and the cross section of stock returns,"
Journal of Financial Economics, Elsevier, vol. 107(1), pages 46-68.
- Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2010. "Market Skewness Risk and the Cross-Section of Stock Returns," Working Papers 11-18, University of Pennsylvania, Wharton School, Weiss Center.
- Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2011. "Option-Implied Measures of Equity Risk," Review of Finance, European Finance Association, vol. 16(2), pages 385-428.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
- NEP-RMG: Risk Management (3) 2009-08-30 2016-12-18 2020-05-04
- NEP-CFN: Corporate Finance (2) 2016-12-18 2020-05-04
- NEP-BAN: Banking (1) 2013-11-09
- NEP-BEC: Business Economics (1) 2009-08-30
- NEP-CBA: Central Banking (1) 2013-11-09
- NEP-ETS: Econometric Time Series (1) 2011-12-19
- NEP-FOR: Forecasting (1) 2011-12-19
- NEP-MAC: Macroeconomics (1) 2013-11-09
- NEP-MON: Monetary Economics (1) 2013-11-09
- NEP-ORE: Operations Research (1) 2011-12-19
- NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-30
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