---
title: Volatility Predictions in Credit Markets
url: https://www.ml-quant.com/papers/ssrn/5130271/
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 5130271
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5130271
featured: 2025-02-19
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Predictions in Credit Markets

The research presents a predictive causality network among corporate bond issuers to aid proactive portfolio management and diversification analysis.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5130271
- Identifier: SSRN 5130271
- Released: 2025-02-10
- First featured: Quant Letter No. 85 (2025-02-19): https://www.ml-quant.com/issues/2025-02-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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