Webinar Video

CAFFE 1 - How integrated are credit and equity markets? Evidence from index options

CEPR Advanced Forum in Financial Economics - CAFFE Seminars

Pierre Collin-Dufresne (EPFL and CEPR) presenting the paper: "How integrated are credit and equity markets? Evidence from index options"

Joint with Benjamin Junge and Anders B. Trolle

Discussed by Hugues Langlois (HEC Paris)