//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Kapitalstruktur"
~subject:"Share price"
~subject:"volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Leverage Effect"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitalstruktur
Share price
volatility
Volatility
185
Volatilität
185
Leverage effect
177
leverage effect
162
Capital income
127
Kapitaleinkommen
127
ARCH-Modell
110
ARCH model
106
Theorie
80
Theory
77
Börsenkurs
70
Schätzung
60
Estimation
59
Leverage Effect
59
Aktienmarkt
51
Stock market
51
Capital structure
43
Prognoseverfahren
42
Forecasting model
41
Stochastischer Prozess
39
GARCH
38
Stochastic process
37
Zeitreihenanalyse
34
Time series analysis
33
EGARCH
29
Stochastic volatility
25
stochastic volatility
20
Estimation theory
19
Realized volatility
19
Schätztheorie
19
Financial market
18
Finanzmarkt
18
realized volatility
17
Correlation
16
Spillover effect
16
Spillover-Effekt
16
Markov chain
15
more ...
less ...
Online availability
All
Undetermined
61
Free
15
Type of publication
All
Article
97
Book / Working Paper
13
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
100
Undetermined
7
German
3
Author
All
Aboura, Sofiane
4
Chen, Jo-hui
3
Linton, Oliver
3
Nippel, Peter
3
Whang, Yoon-jae
3
Yen, Yu-min
3
Caiado, Jorge
2
Chevallier, Julien
2
Fukasawa, Masaaki
2
Huang, Xichen
2
Hugonnier, Julien
2
Lilla, Francesca
2
Narula, Isha
2
Prieto, Rodolfo
2
Smith, Geoffrey Peter
2
Xie, Shiqing
2
Adu, George
1
Al-Deehani, Talla
1
Alagidede, Paul
1
Albert, Luguterah
1
Alnamlah, Abdullah
1
Andriosopoulos, Kostas
1
Atoi, Ngozi V.
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
BOURI, Elie
1
BOUSSAADA, Amani
1
Bagnied, Mohsen
1
Bai, Jennie
1
Bal, Gnyana Ranjan
1
Banerjee, Snehal
1
Bauer, Christian
1
Baum, Christopher F.
1
Bayer, Emanuel
1
Bensoussan, Alain
1
Bernis, Guillaume
1
Bhunia, Amalendu
1
Bhuyan, Rafiq
1
Bollerslev, Tim
1
Bos, Charles S.
1
more ...
less ...
Institution
All
Judge Institute of Management Studies
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Published in...
All
Journal of financial economics
7
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
3
Energy economics
3
International journal of economics and finance
3
Journal of econometrics
3
Theoretical economics letters
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Global business & economics review
2
Global business review
2
International journal of theoretical and applied finance
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
The European journal of finance
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American journal of finance and accounting
1
Annals of economics and statistics
1
Applied Mathematical Finance
1
Asia-Pacific financial markets
1
Asia-Pacific journal of management research and innovation : APJMRI
1
CBN journal of applied statistics
1
Cogent economics & finance
1
Computational economics
1
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
1
Decision
1
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
Economic and political studies : EPS
1
Economic research
1
Economics letters
1
Emerging Markets Finance and Trade
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and Stochastics
1
Finance and stochastics
1
Global economy journal : GEJ
1
more ...
less ...
Source
All
ECONIS (ZBW)
102
RePEc
7
BASE
1
Showing
1
-
10
of
110
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha
;
Shamim, Mohd
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
Saved in:
2
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process
Bernis, Guillaume
;
Brignone, Riccardo
;
Scotti, Simone
; …
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 747-773
Persistent link: https://www.econbiz.de/10012616856
Saved in:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
4
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Estimation of
leverage
effect
: kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
6
Credit default swaps, the
leverage
effect
, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
7
The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
8
Inaccurate value at risk estimations : bad modeling or inappropriate data?
Vasileiou, Evangelos
- In:
Computational economics
59
(
2022
)
3
,
pp. 1155-1171
Persistent link: https://www.econbiz.de/10013169235
Saved in:
9
Investor sentiment and stock volatility : new evidence
Gong, Xue
;
Zhang, Weiguo
;
Wang, Junbo
;
Wang, Chao
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
Saved in:
10
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->