CDS inferred stock volatility
Year of publication: |
August 2016
|
---|---|
Authors: | Guo, Biao |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 8, p. 745-757
|
Subject: | Kreditderivat | Credit derivative | Optionsgeschäft | Option trading | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Theorie | Theory |
-
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun, (2019)
-
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao, (2020)
-
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl, (2016)
- More ...
-
The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components
Guo, Biao, (2014)
-
REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES
Guo, Biao, (2013)
-
Guo, Biao, (2013)
- More ...