---
title: Contagious Uncertainty: Credit VIX Effects
url: https://www.ml-quant.com/papers/ssrn/4773515/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4773515
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4773515
featured: 2024-03-27
citations: unknown
topic: Derivatives & Volatility
---


# Contagious Uncertainty: Credit VIX Effects

Credit VIX Effects: The study indicates that uncertainty in corporate credit risk, particularly for US investment-grade firms, significantly influences volatility in major asset classes and markets.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4773515
- Identifier: SSRN 4773515
- Released: 2024-01-24
- First featured: Quant Letter No. 42 (2024-03-27): https://www.ml-quant.com/issues/2024-03-27/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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