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
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