Work

Equity volatility, bond yields, and yield spreads

Year: 2011

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20521

Authors: Daniel Jubinski, Amy F. Lipton

Institution: Saint Joseph's University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2108626801

FWCI: 1.778

Cites: 43

Cited by: 31

Related to: 10