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P-ISSN 1063-343X
E-ISSN 2576-3458
Original Research
Vol. 29, Issue 2, 2025November 01, 2025 EDT

Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects

Eric McAlley, Carolyne Soper,
Market RiskVolatilitySetarFed FundsVIXSpreads
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Photo by Austin Distel on Unsplash

Articles in Vol. 29, Issue 2, 2025

Vol. 29, Issue 2, 2025
  • Table of Contents - Volume 29 Issue 2
    Timothy Haase
  • In This Issue - Volume 29 Issue 2
    Alexandre Olbrecht
  • Investigating the VIX Index Relationship with High Yield & Investment Grade Bond Spreads: Exploring Structural Breaks & Threshold Effects
    Eric McAlleyCarolyne Soper
  • Credit Risk Premium Dynamics of P2P Lending: Do Small Business Owners Pay More?
    Wei HeQian Wang
  • From Environmental Concerns to Market Moves: How Environmental Awareness Shapes Cryptocurrency Returns?
    Bill HuChang LiuRachel WashamLi Zeng
  • Regional Bank Stock Reactions to Using Held-to-Maturity Securities
    William TrainorSon WilsonKevin Kilgore
JBES
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.
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