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~subject:"Share price"
~subject:"Aktienmarkt"
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Search: subject:"Leverage Effect"
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Share price
Aktienmarkt
Volatility
185
Volatilität
185
Leverage effect
177
leverage effect
162
Capital income
127
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127
ARCH-Modell
110
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106
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realized volatility
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volatility
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Aboura, Sofiane
4
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2
Chevallier, Julien
2
Hugonnier, Julien
2
Khan, Faisal
2
Khan, Hashim
2
Lilla, Francesca
2
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2
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2
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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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Chen, Hong-Min
1
Chen, Liyuan
1
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1
Choi, Jaewon
1
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1
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Journal of financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Economic modelling
4
Global business review
3
International journal of economics and finance
3
International review of financial analysis
3
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2
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2
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2
Journal of international financial markets, institutions & money
2
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2
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1
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Asia-Pacific journal of financial studies
1
Asia-Pacific journal of management research and innovation : APJMRI
1
CBN journal of applied statistics
1
Cogent economics & finance
1
Decision
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1
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1
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1
Global economy journal : GEJ
1
International journal of business and economics research : IJBER
1
International journal of corporate finance and accounting : IJCFA ; an international publication of the Information Resources Management Association
1
International journal of economics, finance and management sciences : IJEFM
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
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ECONIS (ZBW)
89
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1
Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model
Liu, Xiaoxing
;
Shehzad, Khurram
- In:
Journal of applied economics
26
(
2023
)
1
,
pp. 1-24
index spillovers the volatility of the FTSE 100 index. The study revealed a
leverage
effect
for the day-wise return of the S …
Persistent link: https://www.econbiz.de/10014516096
Saved in:
2
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:
3
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:
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
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
Saved in:
6
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:
7
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:
8
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
9
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:
10
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
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