Bo Young Chang : Citation Profile


Are you Bo Young Chang?

Bank of Canada

4

H index

3

i10 index

107

Citations

RESEARCH PRODUCTION:

3

Articles

3

Papers

RESEARCH ACTIVITY:

   5 years (2009 - 2014). See details.
   Cites by year: 21
   Journals where Bo Young Chang has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 2 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1425
   Updated: 2018-07-21    RAS profile: 2015-02-23    
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Relations with other researchers


Works with:

Feunou, Bruno (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bo Young Chang.

Is cited by:

Feunou, Bruno (6)

Christoffersen, Peter (6)

Sévi, Benoît (5)

Guidolin, Massimo (4)

Greenwood-Nimmo, Matthew (4)

Skiadopoulos, George (3)

Lambrinoudakis, Costas (2)

Maheu, John (2)

Jahan-Parvar, Mohammad (2)

Mendes, Rhys (2)

Pettenuzzo, Davide (2)

Cites to:

Christoffersen, Peter (9)

Christensen, Bent Jesper (7)

Fama, Eugene (7)

Doran, James (6)

Bollerslev, Tim (6)

Chernov, Mikhail (5)

Chen, Zhiwu (4)

Xing, Yuhang (4)

Harvey, Campbell (4)

Busch, Thomas (4)

Cao, Charles (4)

Main data


Where Bo Young Chang has published?


Recent works citing Bo Young Chang (2018 and 2017)


YearTitle of citing document
2018Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2018). Crisóstomo, Ricardo ; Couso, Lorena. In: Papers. RePEc:arx:papers:1801.08007.

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2017Variance Premium, Downside Risk and Expected Stock Returns. (2017). Feunou, Bruno ; Tedongap, Romeo ; Aliouchkin, Ricardo Lopez. In: Staff Working Papers. RePEc:bca:bocawp:17-58.

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2018Could a Higher Inflation Target Enhance Macroeconomic Stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; Labelle, Nicholas ; Dorich, Jose. In: Staff Working Papers. RePEc:bca:bocawp:18-17.

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2018Could a higher inflation target enhance macroeconomic stability?. (2018). Mendes, Rhys ; Lepetyuk, Vadym ; St-Pierre, Nicholas Labelle ; Dorich, Jose. In: BIS Working Papers. RePEc:bis:biswps:720.

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2017Skewness Preference and IPO Anomalies in China. (2017). Tang, Wei ; Xu, Liheng ; Wu, Tianhao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tang:wu:xu.

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2017More than a feeling: confidence, uncertainty and macroeconomic fluctuations. (2017). Stracca, Livio ; Nowzohour, Laura . In: Working Paper Series. RePEc:ecb:ecbwps:20172100.

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2018A new tight and general bound on return predictability. (2018). Potì, Valerio ; Poti, Valerio. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:140-145.

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2017Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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2017The market price of risk of the variance term structure. (2017). Dotsis, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:41-52.

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2018Monetary policy uncertainty and the market reaction to macroeconomic news. (2018). Stan, Raluca ; Kurov, Alexander . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:127-142.

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2018The skewness of commodity futures returns. (2018). Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:143-158.

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2017International volatility risk and Chinese stock return predictability. (2017). Jiang, Fuwei ; Chen, Jian ; Tu, Jun ; Liu, Yangshu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:183-203.

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2017Carry trade strategies based on option-implied information: Evidence from a cross-section of funding currencies. (2017). Chen, Shu-Hsiu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:1-20.

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2018The skewness of commodity futures returns. (2018). Fernandez-Perez, Adrian ; Miffre, Joelle ; Fuertes, Ana-Maria ; Frijns, Bart. In: Post-Print. RePEc:hal:journl:hal-01678744.

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2017How to Estimate Beta?. (2017). Hollstein, Fabian ; Simen, Chardin Wese ; Prokopczuk, Marcel. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-617.

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2017The Term Structure of Systematic and Idiosyncratic Risk. (2017). Hollstein, Fabian ; Simen, Chardin Wese ; Prokopczuk, Marcel. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-618.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017Assessment of Density Forecast for Energy Commodities in Post-Financialization Era. (2017). Deepak, Bisht ; Laha, A K. In: IIMA Working Papers. RePEc:iim:iimawp:14574.

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2017How does the underlying affect the risk-return profiles of structured products?. (2017). Cao, JI. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0281-9.

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2017Implied volatility and skewness surface. (2017). Feunou, Bruno ; Tedongap, Romeo ; Fontaine, Jean-Sebastien. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:2:d:10.1007_s11147-016-9127-x.

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2018Forecasting International Index Returns using Option-implied Variables. (2018). Gagnon, Marie-Helene ; Toupin, Dominique ; Power, Gabriel. In: Cahiers de recherche. RePEc:lvl:crrecr:1807.

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2017The mispricing of equity risk: behavioral and corporate leverage factors. (2017). ben Aissia, Dorsaf . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0041-z.

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2017What Is the Expected Return on a Stock?. (2017). Martin, Ian ; Wagner, Christian. In: 2017 Meeting Papers. RePEc:red:sed017:146.

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2018Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Chen, Cathy Yi-Hsuan ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Fengler, Matthias . In: Economics Working Paper Series. RePEc:usg:econwp:2018:08.

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Works by Bo Young Chang:


YearTitleTypeCited
2011Forecasting with Option Implied Information In: CREATES Research Papers.
[Full Text][Citation analysis]
paper18
2014Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility In: Bank of Canada Review.
[Full Text][Citation analysis]
article1
2013Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility In: Staff Working Papers.
[Full Text][Citation analysis]
paper6
2009Option-Implied Measures of Equity Risk In: CIRANO Working Papers.
[Full Text][Citation analysis]
paper25
2011Option-Implied Measures of Equity Risk.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2013Market skewness risk and the cross section of stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]
article57

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