Volatility information difference between CDS, options, and the cross section of options returns
Biao Guo, Yukun Shi and Yaofei Xu
| Year of publication: |
2020
|
|---|---|
| Authors: | Guo, Biao ; Shi, Yukun ; Xu, Yaofei |
| Subject: | CDS | Equity option | Equity returns | Implied volatility | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Kreditderivat | Credit derivative | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Aktienoption | Stock option |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1814018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012313548