Follow
Bo Young Chang
Title
Cited by
Cited by
Year
Market skewness risk and the cross section of stock returns
BY Chang, P Christoffersen, K Jacobs
Journal of Financial Economics 107 (1), 46-68, 2013
5332013
Option-implied measures of equity risk
BY Chang, P Christoffersen, K Jacobs, G Vainberg
Review of Finance 16 (2), 385-428, 2012
2352012
Forecasting with option-implied information
P Christoffersen, K Jacobs, BY Chang
Handbook of economic forecasting 2, 581-656, 2013
1132013
Monitoring Shadow Banking in Canada: A Hybrid Approach
BY Chang, M Januska, G Kumar, A Usche
Bank of Canada Financial System Review, 23-37, 2016
112016
Measuring uncertainty in monetary policy using realized and implied volatility
BY Chang, B Feunou
Bank of Canada Review 2014 (Spring), 32-41, 2014
112014
Equity option implied probability of default and equity recovery rate
BY Chang, G Orosi
Journal of Futures Markets 37 (6), 599-613, 2017
92017
Market volatility, skewness, and kurtosis risks and the cross-section of stock returns
BY Chang, P Christoffersen, K Jacobs
Working Paper, McGill University, 2010
72010
Forecasting with Option Implied Information. Handbook of Economic Forecasting, edited by G. Elliott and A. Timmermann, Volume 2, Chapter 10, 581-656
P Christoffersen, K Jacobs, B Chang
Elsevier, 2013
62013
A simple method for extracting the probability of default from American put option prices
BY Chang, G Orosi
Journal of Futures Markets 40 (10), 1535-1547, 2020
22020
Forecasting with Option-Implied Information, Chapter 10 in Handbook of Economic Forecasting, Volume 2A, edited by Graham Elliott and Allan Timmermann
PF Christoffersen, K Jacobs, BY Chang
Elsevier, 2013
22013
K. Jacobs, and G. Vainberg, 2009, Option-implied measures of equity risk
BY Chang, P Christoffersen
working paper, 0
2
La surveillance du secteur bancaire parallèle au Canada: une approche hybride
BY Chang, M Januska, G Kumar, A Usche
Revue du système financier, 27-44, 2016
12016
The Role of International Financial Integration in Monetary Policy Transmission
JC Wu, Y Xie, J Zhang
National Bureau of Economic Research, 2024
2024
The Cost of the Government Bond Buyback and Switch Programs in Canada
BY Chang, J Yang, P Liu
Bank of Canada, 2018
2018
Remembering Peter Christoffersen (1967–2018)
BY Chang, K Jacobs, C Ornthanalai, S Figlewski
Journal of Derivatives 26 (1), 109-111, 2018
2018
Impact of Unconventional Monetary Policies on Interest Rate Uncertainty
BY Chang, B Feunou
2014
Three essays on option-implied risk measures and equity pricing
BY Chang
McGill University, 2011
2011
2009s-33-Option-Implied Measures of Equity Risk-Bo-Young Chang, Peter Christoffersen
BY Chang, P Christoffersen, K Jacobs, G Vainberg
CIRANO: Centre for Interuniversity Research and Analysis on Organizations, 2009
2009
The system can't perform the operation now. Try again later.
Articles 1–18