Do changes in the implied volatility of stock options predict future changes in CDS spreads? - Hong, Changsoo; Park, Yuen Jung (Seonmul yeongu (Online), 2025)
Keywords: Bond markets; CDS; Corporate bonds; Credit default swaps; Credit risk; Default; Default risk; Economic crisis; Implied volatility; Investigations; Options markets; Predictive analytics; Put & call options; Rates of return; Regression analysis; Stock option; Stock options; Variables; Volatility; 경영학; United States--US; G12; CDS; G14; Implied volatility; Default risk; Stock option