Implied volatility changes and corporate bond returns
Jie Cao, Amit Goyal, Xiao Xiao, Xintong Zhan
| Year of publication: |
2023
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|---|---|
| Authors: | Cao, Jie Jay ; Goyal, Amit ; Xiao, Xiao ; Zhan, Xintong |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 69.2023, 3, p. 1375-1397
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| Subject: | corporate bonds | default risk | implied volatility changes | information diffusion | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2022.4379 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014303771