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Bo Young Chang

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/

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bo Young Chang, 2023. "Estimating the Slope of the Demand Function at Auctions for Government of Canada Bonds," Discussion Papers 2023-12, Bank of Canada.
  2. 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.
  3. 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.
  4. Bo Young Chang & Greg Orosi, 2016. "Equity Option-Implied Probability of Default and Equity Recovery Rate," Staff Working Papers 16-58, Bank of Canada.
  5. 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.
  6. 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.
  7. Bo-Young Chang & Peter Christoffersen & Kris Jacobs & Gregory Vainberg, 2009. "Option-Implied Measures of Equity Risk," CIRANO Working Papers 2009s-33, CIRANO.

Articles

  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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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-RMG: Risk Management (3) 2009-08-30 2016-12-18 2020-05-04
  2. NEP-CFN: Corporate Finance (2) 2016-12-18 2020-05-04
  3. NEP-BAN: Banking (1) 2013-11-09
  4. NEP-BEC: Business Economics (1) 2009-08-30
  5. NEP-CBA: Central Banking (1) 2013-11-09
  6. NEP-DES: Economic Design (1) 2023-07-17
  7. NEP-ETS: Econometric Time Series (1) 2011-12-19
  8. NEP-FOR: Forecasting (1) 2011-12-19
  9. NEP-MAC: Macroeconomics (1) 2013-11-09
  10. NEP-MON: Monetary Economics (1) 2013-11-09
  11. NEP-ORE: Operations Research (1) 2011-12-19
  12. NEP-UPT: Utility Models and Prospect Theory (1) 2009-08-30

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