Implied Volatility Changes and Corporate Bond Returns

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Serval ID
serval:BIB_229800962AAB
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Implied Volatility Changes and Corporate Bond Returns
Journal
Management Science
Author(s)
Cao Jie, Goyal Amit, Xiao Xiao, Zhan Xintong
ISSN
0025-1909
1526-5501
Publication state
Published
Issued date
03/2023
Peer-reviewed
Oui
Volume
69
Number
3
Pages
1375-1397
Language
english
Keywords
Management Science and Operations Research, Strategy and Management
OAI-PMH
oai:serval.unil.ch:BIB_229800962AAB
DOI
10.1287/mnsc.2022.4379
Web of science
000827158800001
Create date
07/12/2023 17:25
Last modification date
08/12/2023 8:05
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