Stock Return Expectations in the Credit Market
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- Byström, Hans, 2018. "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
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More about this item
Keywords
stock market; credit default swap; implied volatility; CreditGrades; return expectations;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2016-10-16 (Financial Markets)
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