The leverage effect and the basket-index put spread
Jennie Bai, Robert S. Goldstein, Fan Yang
| Year of publication: |
2019
|
|---|---|
| Authors: | Bai, Jennie ; Goldstein, Robert S. ; Yang, Fan |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 131.2019, 1, p. 186-205
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| Subject: | Credit spread | Leverage effect | Option price | Volatility | Volatilität | Zinsstruktur | Yield curve | Derivat | Derivative | Kapitalstruktur | Capital structure | Kapitaleinkommen | Capital income | Kreditrisiko | Credit risk | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Unternehmensanleihe | Corporate bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2018.07.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012130889