Huang, Jing-zhi; Zhou, Hao - Federal Reserve Board (Board of Governors of the … - 2008
spreads and equity volatility, especially for investment grade names. This points to a potential role of time-varying asset …, especially for investment grade names. This points to a
potential role of time-varying asset volatility, a feature that is … investment grade names.
This points to a potential role of time-varying asset volatility, a feature that is missing in the …