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Search: subject:"Leverage Effect"
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Share price
Volatility
185
Volatilität
185
Leverage effect
177
leverage effect
162
Capital income
127
Kapitaleinkommen
127
ARCH-Modell
110
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106
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80
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77
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70
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60
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59
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59
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51
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25
stochastic volatility
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Finanzmarkt
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realized volatility
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Spillover effect
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volatility
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Aboura, Sofiane
3
Chevallier, Julien
2
Hugonnier, Julien
2
Lilla, Francesca
2
Narula, Isha
2
Prieto, Rodolfo
2
Adu, George
1
Al-Deehani, Talla
1
Alagidede, Paul
1
Albert, Luguterah
1
Andriosopoulos, Kostas
1
Atoi, Ngozi V.
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Bagnied, Mohsen
1
Bal, Gnyana Ranjan
1
Banerjee, Snehal
1
Baum, Christopher F.
1
Bayer, Emanuel
1
Bernis, Guillaume
1
Bhunia, Amalendu
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dang Trung Kien
1
Deo, Malabika
1
Dritsaki, Chaido
1
El Euch, Omar
1
Elian, Mohammad I.
1
Fan, Jianqing
1
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Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
3
Energy economics
2
Finance research letters
2
Global business & economics review
2
Global business review
2
International journal of economics and finance
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
The European journal of finance
2
Theoretical economics letters
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American journal of finance and accounting
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
Decision
1
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
Economic and political studies : EPS
1
Economic research
1
Finance and stochastics
1
International journal of business and economics research : IJBER
1
International journal of financial services management : IJFSM
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of Chinese economic and business studies
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial management and analysis : international review of finance
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Mathematics and financial economics
1
Research in international business and finance
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ECONIS (ZBW)
67
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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
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:
4
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:
5
The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
6
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:
7
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:
8
The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility : an expanded APARCH model
Curto, José Dias
;
Serrasqueiro, Pedro
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341276
Saved in:
9
Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang
;
Zheng, Tingguo
- In:
Economic modelling
95
(
2021
),
pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
Saved in:
10
The role of the
leverage
effect
in the price discovery process of credit markets
Zimmermann, Paul
- In:
Journal of economic dynamics & control
122
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666134
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