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SSRNDerivatives & Volatility

Credit Rating Agencies & Options Market

A study reveals that credit rating agencies' predictive abilities improve with increased options trading volume, leading to more accurate credit risk assessments.

Featured in No. 34 on 23 Jan 2024 ·

Released
13 Feb 2023
First featured
No. 34 · 23 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4701505

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

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