Graph and download economic data for ICE BofA AA US Corporate Index Option-Adjusted Spread (BAMLC0A2CAA) from 1996-12-31 to 2024-12-03 about AA, option-adjusted spread, corporate, and USA.
Contains several data files with processed SPX options prices, volatility, and other information. Also contains a file with code used to generate results from manuscript. The code needs minor modifica
