Credit Spread Changes and Equity Volatility: Evidence from Daily Data Article

Hibbert, Ann, Pavlova, Ivelina, Barber, Joel et al. (2011). Credit Spread Changes and Equity Volatility: Evidence from Daily Data . FINANCIAL REVIEW, 46(3), 357-383. 10.1111/j.1540-6288.2011.00304.x

cited authors

  • Hibbert, Ann; Pavlova, Ivelina; Barber, Joel; Dandapani, Krishnan

publication date

  • August 1, 2011

published in

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences
  • corporate bonds
  • volatility
  • yield spread

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 357

end page

  • 383

volume

  • 46

issue

  • 3