Bo Young Chang
Bo Young Chang
確認したメール アドレス: bankofcanada.ca - ホームページ
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引用先
引用先
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
4012013
Option-implied measures of equity risk
BY Chang, P Christoffersen, K Jacobs, G Vainberg
Review of Finance 16 (2), 385-428, 2012
1872012
Forecasting with option-implied information
P Christoffersen, K Jacobs, BY Chang
Handbook of economic forecasting 2, 581-656, 2013
812013
The productivity slowdown in Canada: An ICT phenomenon?
J Mollins, P St-Amant
Bank of Canada Staff Working Paper, 2019
13*2019
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
72016
Market volatility, skewness, and kurtosis risks and the cross-section of stock returns
BY Chang, P Christoffersen, K Jacobs
Skewness, and Kurtosis Risks and the Cross-Section of Stock Returns (March …, 2009
72009
Equity option implied probability of default and equity recovery rate
BY Chang, G Orosi
Journal of Futures Markets 37 (6), 599-613, 2017
62017
Measuring uncertainty in monetary policy using realized and implied volatility
BY Chang, B Feunou
Bank of Canada Review 2014 (Spring), 32-41, 2014
62014
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
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, & Vainberg, G., 2009. Option-implied measures of equity risk
BY Chang, P Christoffersen
Working Paper, McGill University, 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
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
2020
Remembering Peter Christoffersen (1967–2018)
BY Chang, K Jacobs, C Ornthanalai, S Figlewski
The 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
2011
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論文 1–16