Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges
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- Byström, Hans, 2014. "Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges," Working Papers 2014:34, Lund University, Department of Economics.
References listed on IDEAS
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- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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