Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Hans Byström
| Year of publication: |
2015
|
|---|---|
| Authors: | Byström, Hans N. E. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 8, p. 753-775
|
| Subject: | credit default swaps | implied volatility | CreditGrades | VIX | fear gauge | long-term forecast | Volatilität | Volatility | Kreditderivat | Credit derivative | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011392648