P-ISSN 1063-343X
E-ISSN 2576-3458
Vol. 29, Issue 2, 2025November 01, 2025 EDT
ccby-sa-4.0
Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects
Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects
McAlley, Eric, and Carolyne Soper. 2025. “Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects.” Journal of Business and Economic Studies 29 (2): 1–19.