Stock Return Expectations in the Credit Market
Year of publication: |
2016
|
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Authors: | Byström, Hans |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | stock market | credit default swap | implied volatility | CreditGrades | return expectations |
Series: | Working Paper ; 2016:26 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 875696139 [GVK] hdl:10419/260198 [Handle] RePEc:hhs:lunewp:2016_026 [RePEc] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General |
Source: |
-
Stock return expectations in the credit market
Byström, Hans N. E., (2018)
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Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
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Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
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