The impact of stock market volatility on corporate bond credit spreads
Year of publication: |
2004
|
---|---|
Authors: | Bewley, Ronald ; Rees, David ; Berg, Paul |
Published in: |
Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 64.2004, 3, p. 363-372
|
Publisher: |
Elsevier |
Subject: | Forecasting | GARCH | Implied volatility | VAR |
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