Volatility information difference between CDS, options, and the cross section of options returns (Q4957262)
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scientific article; zbMATH DE number 7390955
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Volatility information difference between CDS, options, and the cross section of options returns |
scientific article; zbMATH DE number 7390955 |
Statements
Volatility information difference between CDS, options, and the cross section of options returns (English)
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3 September 2021
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implied volatility
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CDS
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equity returns
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equity option
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0.7540488839149475
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0.7319594621658325
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0.7217456698417664
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0.7145155668258667
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0.7094973921775818
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