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Bo Young Chang
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Cited by
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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
5122013
Option-implied measures of equity risk
BY Chang, P Christoffersen, K Jacobs, G Vainberg
Review of Finance 16 (2), 385-428, 2012
2232012
Forecasting with option-implied information
P Christoffersen, K Jacobs, BY Chang
Handbook of economic forecasting 2, 581-656, 2013
1062013
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
102016
Measuring uncertainty in monetary policy using realized and implied volatility
BY Chang, B Feunou
Bank of Canada Review 2014 (Spring), 32-41, 2014
92014
Equity option implied probability of default and equity recovery rate
BY Chang, G Orosi
Journal of Futures Markets 37 (6), 599-613, 2017
82017
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
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
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
12020
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
Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds
BY Chang
Bank of Canada, 2023
2023
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
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
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Articles 1–18