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SSRNDerivatives & Volatility

Credit Ratings and Bond Volatility: Early Evidence from the Introduction of Credit Ratings

Early Evidence: The study reveals that the introduction of credit ratings in the early 20th century reduced bond volatility.

Featured in No. 13 on 24 Aug 2023 · 2 days after release · 0 citations today

Released
22 Aug 2023
First featured
No. 13 · 24 Aug 2023
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4547988

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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