Ambiguity, Volatility, and Credit Risk

Citations

Cited by:

1. Chen, Steven Shu-Hsiu, 2024. "Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds," Finance Research Letters, Elsevier, vol. 69(PB).
2. Costola, Michele & Vozian, Katia, 2025. "Pricing climate transition risk: Evidence from European corporate CDS," Energy Economics, Elsevier, vol. 143(C).
3. Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2025. "Global foreign exchange volatility, ambiguity, and currency carry trades," Journal of Banking & Finance, Elsevier, vol. 178(C).
4. Li, Yinan & Liu, Qiang & Guo, Shuxin, 2025. "Ambiguity and stock price crash risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
5. Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken), 2021. "Corporate social responsibility and the term structure of CDS spreads," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
6. Fu, Ruonan, 2025. "Essays on Ambiguity, Market Incompleteness, and Asset Pricing," Other publications TiSEM 5aac93d9-052e-4db2-a7e7-9, Tilburg University, School of Economics and Management.
7. Takao Asano & Xiaojing Cai & Ryuta Sakemoto, 2023. "Time-varying ambiguity shocks and business cycles," KIER Working Papers 1094, Kyoto University, Institute of Economic Research.
8. Tao Lu & Lihong Zhang & Xiaoquan (Michael) Zhang & Zhenling Zhao, 2025. "Beyond Risk: A Measure of Distribution Uncertainty," Information Systems Research, INFORMS, vol. 36(2), pages 944-961, June.
9. Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, vol. 70(PB).
   • Ugolini, Andrea & Reboredo, Juan Carlos & Ojea-Ferreiro, Javier, "undated". "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," FEEM Working Papers 330720, Fondazione Eni Enrico Mattei (FEEM).
   • Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Working Papers 2023.04, Fondazione Eni Enrico Mattei.
   • Andrea Ugolini & Juan C. Reboredo & Javier Ojea Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Staff Working Papers 23-38, Bank of Canada.
   • Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Working Papers 509, University of Milano-Bicocca, Department of Economics.
10. Czech, Robert, 2021. "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, vol. 48(C).
    • Robert Czech, 2019. "Credit default swaps and corporate bond trading," Bank of England Staff Working Paper series 810, Bank of England.
11. Duong, Huu Nhan & Kalev, Petko S. & Kalimipalli, Madhu & Trivedi, Saurabh, 2025. "Do firms benefit from carbon risk management? Evidence from the credit default swaps market," Journal of Corporate Finance, Elsevier, vol. 94(C).
12. repec:osf:socarx:ewunv_v1 is not listed on IDEAS
13. Wagner, Moritz & Wei, Xiaopeng, 2024. "Ambiguous investor sentiment," Finance Research Letters, Elsevier, vol. 67(PA).
14. Hasan, Iftekhar & Marra, Miriam & To, Thomas Y. & Wu, Eliza & Zhang, Gaiyan, 2023. "COVID-19 Pandemic and Global Corporate CDS Spreads," Journal of Banking & Finance, Elsevier, vol. 147(C).
15. Lee, Geul & Chen, Jing & Ryu, Doojin, 2026. "Effectiveness of domain stabilization: A broader perspective," International Review of Economics & Finance, Elsevier, vol. 105(C).
16. Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024. "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, vol. 65(C).
17. Qiang Chen & Yu Han & Ying Huang, 2024. "Market‐wide overconfidence and stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(1), pages 3-26, January.
18. Ayoub, Mahmoud & Qadan, Mahmoud, 2024. "Ambiguity and risk in the oil market," Economic Modelling, Elsevier, vol. 132(C).
19. Fu, Ruonan & Melenberg, Bertrand & Schweizer, Nikolaus, 2023. "Comment on “A theoretical foundation of ambiguity measurement” [J. Econ. Theory 187 (2020) 105001]," Journal of Economic Theory, Elsevier, vol. 207(C).
20. Yehuda Izhakian & David Yermack & Jaime F. Zender, 2022. "Ambiguity and the Tradeoff Theory of Capital Structure," Management Science, INFORMS, vol. 68(6), pages 4090-4111, June.
21. Massari, Filippo & Newton, Jonathan, 2020. "When does ambiguity fade away?," Economics Letters, Elsevier, vol. 194(C).
22. Joon Woo Bae & Frederico Belo & Jun Li & Xiaoji Lin & Xiaofei Zhao, 2023. "The Opposing Effects of Complexity and Information Content on Uncertainty Dynamics: Evidence from 10-K Filings," Management Science, INFORMS, vol. 69(10), pages 6313-6332, October.
23. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs," SocArXiv ud7yw, Center for Open Science.
24. repec:osf:socarx:ud7yw_v1 is not listed on IDEAS
25. Chen, Qiang & Han, Yu, 2023. "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, vol. 64(C).
26. Ben-Rephael, Azi & Cookson, J. Anthony & izhakian, yehuda, 2022. "Trading, Ambiguity and Information in the Options Market," SocArXiv ewunv, Center for Open Science.
27. Oh, Byungmin & Park, Haerang & Joe, Denis Yongmin, 2024. "Determinants of credit default swap spread changes: The sell-side perspective," Finance Research Letters, Elsevier, vol. 61(C).
28. Shust, Efrat, 2024. "The ambiguous December," Finance Research Letters, Elsevier, vol. 61(C).