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.
Featured in No. 42 on 27 Mar 2024 ·
- Released
- 24 Jan 2024
- First featured
- No. 42 · 27 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4773515
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