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Bo Young Chang

This is information that was supplied by Bo Young Chang in registering through RePEc. If you are Bo Young Chang, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Bo Young
Middle Name:
Last Name:Chang
Suffix:
RePEc Short-ID:pch1425
[This author has chosen not to make the email address public]
http://www.bankofcanada.ca/profile/bo-young-chang/
Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)
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  1. 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.
  2. 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.
  3. Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO.
  1. 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.
  2. 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.
  3. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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.
  1. NEP-BAN: Banking (1) 2013-11-09. Author is listed
  2. NEP-BEC: Business Economics (1) 2009-08-30. Author is listed
  3. NEP-CBA: Central Banking (1) 2013-11-09. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2011-12-19. Author is listed
  5. NEP-FOR: Forecasting (1) 2011-12-19. Author is listed
  6. NEP-MAC: Macroeconomics (1) 2013-11-09. Author is listed
  7. NEP-MON: Monetary Economics (1) 2013-11-09. Author is listed
  8. NEP-ORE: Operations Research (1) 2011-12-19. Author is listed
  9. NEP-RMG: Risk Management (1) 2009-08-30. Author is listed
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-30. Author is listed

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