of the marginal species. As we show in the two-species homogenous model, increased volatility raises biodiversity value …

leverage, volatility and the riskless interest rate. We find that estimated coefficients for these variables are consistent … premia is approximately 23%. Volatility and leverage by themselves also have substantial explanatory power for credit default … data. We therefore conclude that leverage, volatility and the riskfree rate are important determinants of credit default …

much interrelated, and we explore the relationships in detail. Among other things, we show that: (1) Volatility dependence … overwhelming evidence of volatility dependence. (2) The standard finding of little or no conditional mean dependence is entirely … consistent with a significant degree of sign dependence and volatility dependence. In particular, sign dependence does not imply …

/valeur marchande des actions sur les rendements des actions canadiennes. Il présente une estimation des primes de risque associées à … estimation des primes de risque associées à chacune de ces anomalies de marché. Les résultats confirment la très grande …