Economic uncertainty, disagreement, and credit markets
Year of publication: |
2014
|
---|---|
Authors: | Buraschi, Andrea ; Trojani, Fabio ; Vedolin, Andrea |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 60.2014, 5, p. 1281-1296
|
Subject: | credit risk | credit spreads | heterogeneous beliefs | uncertainty | Theorie | Theory | Tourismusregion | Tourism destination | Kreditrisiko | Credit risk | Risiko | Risk | Kreditmarkt | Credit market | Zinsstruktur | Yield curve |
-
Management efficiency uncertainty and its implications for bondholders
Chen, Tsung-Kang, (2023)
-
Financial regulation policy uncertainty and credit spreads in the US
Nodari, Gabriela, (2014)
-
Fundamentals, real-time uncertainty and CDS index spreads
Audzeyeva, Alena, (2023)
- More ...
-
When Uncertainty Blows in the Orchard: Comovementand the Equilibrium Volatility Risk Premia
Buraschi, Andrea, (2010)
-
The Joint Behavior of Credit Spreads, Stock Optionsand Equity Returns when Investors Disagree
Buraschi, Andrea, (2008)
-
When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia
Buraschi, Andrea, (2014)
- More ...