Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects (Forthcoming JBES)
The study analyzes the link between implied equity volatility and corporate bond spreads during financial crises using statistical methods.
Featured in No. 93 on 16 Apr 2025 · · 0 citations today
- Released
- 1 Mar 2024
- First featured
- No. 93 · 16 Apr 2025
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- SSRN 5213881
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