Ambiguity Preference in Credit
Ambiguity preference variables can forecast credit asset comovements, with lower-rated US credit assets being more affected by ambiguity aversion.
Featured in No. 103 on 25 Jun 2025 · 48 days after release
- Released
- 8 May 2025
- First featured
- No. 103 · 25 Jun 2025
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- Identifier
- SSRN 5246313
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