Credit‐Implied Equity Volatility—Long‐Term Forecasts and Alternative Fear Gauges

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|35|8|753-775

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.35, Iss.8, 2015-08, pp. : 753-775

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Abstract