Credit-Implied Volatility
Year of publication: |
2019
|
---|---|
Authors: | Kelly, Bryan T. |
Other Persons: | Manzo, Gerardo (contributor) ; Palhares, Diogo (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2576292 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Relationship between output volatility and output in OECD countries revisited
Ekinci, Aykut, (2022)
-
Zanatto, Cássio, (2023)
-
Business cycle synchronization of the euro area with the new and negotiating member countries
Savva, Christos S., (2010)
- More ...
-
Modeling Corporate Bond Returns
Kelly, Bryan T., (2021)
-
Modeling corporate bond returns
Kelly, Bryan T., (2023)
-
The Impact of Sovereign Shocks
Manzo, Gerardo, (2018)
- More ...