Risk Shocks and Business Cycles: Evidence from Credit Options
Options on the CDX index can predict short-term economic downturns by indicating changes in credit risk premia and shifts in credit market conditions.
Featured in No. 37 on 14 Feb 2024 · 5 days after release · 0 citations today
- Released
- 9 Feb 2024
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- No. 37 · 14 Feb 2024
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- SSRN 4721719
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