Biao Guo

Renmin University of China

Room B906

Xianjin Building

Beijing, Beijing 100872

China

SCHOLARLY PAPERS

5

DOWNLOADS

510

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes between the China Financial Futures Exchange and the Singapore Exchange

Emerging Markets Finance and Trade, Forthcoming
Number of pages: 26 Posted: 18 Mar 2012 Last Revised: 25 Dec 2012
Qian Han, DooJin Ryu, Biao Guo and Maonan Liu
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Independent, Renmin University of China and Independent
Downloads 201 (165,474)

Abstract:

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2.

Firm Fundamentals and the Cross Section of Implied Volatility Shapes

Number of pages: 45 Posted: 23 Jul 2020
Ding Chen, Biao Guo and Guofu Zhou
University of Sussex Business School, Renmin University of China and Washington University in St. Louis - John M. Olin Business School
Downloads 181 (182,033)

Abstract:

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option implied volatility; volatility skew; firm fundamentals; option puzzle

3.

Is the KOSPI 200 Options Market Efficient? A Nonparametric Tests of the Martingale Restriction

Forthcoming in Journal of Futures Markets
Number of pages: 26 Posted: 18 Mar 2012 Last Revised: 16 Apr 2012
Qian Han, Biao Guo and DooJin Ryu
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Renmin University of China and Independent
Downloads 88 (313,811)

Abstract:

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Martingale Restriction, Nonparametric Test, Arbitrage, Risk-Neutral Density, KOSPI 200 Options

4.

Macro Factors in Corporate Bond Credit and Liquidity Spreads

Number of pages: 53 Posted: 08 Jan 2019
Biao Guo and songtao wang
Renmin University of China and Shanghai Jiao Tong University (SJTU)
Downloads 40 (461,966)

Abstract:

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Affine Models, Credit Default Swaps, Macroeconomic Variables, Credit Risk, Liquidity

5.

Sovereign Credit Spread, International Influence and Country Governance

Posted: 26 Mar 2014
Biao Guo, Kai Dai and David Newton
Renmin University of China, Nottingham University Business School and University of Bath - School of Management

Abstract:

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credit default swap; sovereign credit risk; latent factor; tail dependence