Volatility information difference between CDS, options, and the cross section of options returns

Biao Guo, Yukun Shi*, Yaofei Xu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Volatility information difference between CDS, options, and the cross section of options returns'. Together they form a unique fingerprint.

Economics, Econometrics and Finance