Work

The Joint Behavior of Credit Spreads, Stock Options and Equity Returns When Investors Disagree

Year: 2008

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1101517

Authors: Andrea Buraschi, Fabio Trojani, Andrea Vedolin

Institutions: Centre for Economic Policy Research, Imperial College London, University of Geneva, Swiss Finance Institute, University of Turin, Boston University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3167235191

Cites: 97

Cited by: 28

Related to: 10