Volatility morphology of asset value and credit spread puzzle
Xiao Hu, Xinming Tian and Kuitai Wang
| Year of publication: |
2021
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|---|---|
| Authors: | Hu, Xiao ; Tian, Xinming ; Wang, Kuitai |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 3, p. 1-16
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| Subject: | Bond market | credit spread puzzle | Merton model | monetary policy | volatility morphology | Zinsstruktur | Yield curve | Volatilität | Volatility | Unternehmensanleihe | Corporate bond | Kreditrisiko | Credit risk | Geldpolitik | Monetary policy | Rentenmarkt | Risikoprämie | Risk premium | Theorie | Theory | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632142007X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655039