//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
The leverage effect puzzle rev...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
734,151
Theory
719,241
Welt
46,661
Schätzung
45,869
World
45,851
Estimation
44,916
Finanzmarkt
44,478
Volatility
44,025
Volatilität
43,761
Financial market
43,742
USA
43,075
United States
41,321
Kapitaleinkommen
41,254
Capital income
41,156
Börsenkurs
31,441
Portfolio-Management
31,397
Portfolio selection
31,164
Share price
31,104
Risiko
30,978
Risk
30,826
Geldpolitik
29,026
Monetary policy
28,048
Deutschland
27,241
Germany
25,427
Prognoseverfahren
22,537
Forecasting model
22,230
Wirtschaftswachstum
20,614
Economic growth
19,936
Mathematische Optimierung
19,788
Mathematical programming
19,681
Zeitreihenanalyse
17,230
Time series analysis
16,810
Capital structure
16,043
Kapitalstruktur
15,842
EU-Staaten
15,246
Aktienmarkt
15,202
CAPM
15,109
Stock market
15,013
EU countries
14,818
Finanzkrise
14,717
more ...
less ...
Online availability
All
Free
267,834
Undetermined
132,010
CC license
8,193
Type of publication
All
Book / Working Paper
446,403
Article
405,626
Journal
2,359
Other
201
Database
5
Type of publication (narrower categories)
All
Article in journal
327,603
Aufsatz in Zeitschrift
327,603
Working Paper
152,916
Graue Literatur
150,571
Non-commercial literature
150,571
Arbeitspapier
139,606
Aufsatz im Buch
57,028
Book section
57,028
Hochschulschrift
31,505
Thesis
26,714
Collection of articles of several authors
15,021
Sammelwerk
15,021
Bibliografie enthalten
11,263
Bibliography included
11,263
Lehrbuch
10,255
Textbook
9,149
Aufsatzsammlung
8,238
Konferenzschrift
6,556
Collection of articles written by one author
4,288
Sammlung
4,288
Conference proceedings
3,892
Rezension
3,796
Systematic review
2,809
Übersichtsarbeit
2,809
Conference paper
2,609
Konferenzbeitrag
2,609
Glossar enthalten
1,735
Glossary included
1,735
Amtsdruckschrift
1,556
Government document
1,556
Case study
1,390
Fallstudie
1,390
Festschrift
1,301
Reprint
1,250
Handbook
1,120
Handbuch
1,120
Mehrbändiges Werk
1,040
Multi-volume publication
1,040
Bibliografie
1,001
Article
935
more ...
less ...
Language
All
English
757,752
German
66,183
French
8,128
Undetermined
7,158
Spanish
4,920
Italian
4,269
Polish
2,077
Russian
1,739
Portuguese
1,152
Dutch
784
Hungarian
323
Czech
257
Danish
257
Swedish
227
Norwegian
188
Croatian
179
Ukrainian
105
Finnish
100
Bulgarian
96
Slovak
80
Romanian
77
Serbian
77
Slovenian
54
Chinese
29
Turkish
26
Lithuanian
24
Macedonian
18
Japanese
16
Indonesian
10
Afrikaans
9
Arabic
9
Valencian
9
Modern Greek (1453-)
9
Albanian
9
Estonian
8
Galician
7
Korean
7
Latin
4
Azerbaijani
2
Bosnian
2
more ...
less ...
Author
All
Nijkamp, Peter
638
McAleer, Michael
593
Acemoglu, Daron
577
Caporale, Guglielmo Maria
575
Stiglitz, Joseph E.
549
Aizenman, Joshua
509
Gupta, Rangan
504
Pesaran, M. Hashem
494
Güth, Werner
481
Gersbach, Hans
474
Härdle, Wolfgang
469
Snower, Dennis J.
467
Stark, Oded
466
Pestieau, Pierre
463
Creedy, John
424
Batabyal, Amitrajeet A.
410
Koskela, Erkki
404
Heckman, James J.
401
Helpman, Elhanan
398
Razin, Asaf
384
Frey, Bruno S.
380
Phillips, Peter C. B.
380
Fabozzi, Frank J.
375
Cremer, Helmuth
371
Zenou, Yves
369
Kaplow, Louis
364
Svensson, Lars E. O.
362
Diebold, Francis X.
360
Broll, Udo
347
Caballero, Ricardo J.
346
Franses, Philip Hans
343
Shleifer, Andrei
341
Aghion, Philippe
334
Shavell, Steven
334
Ploeg, Frederick van der
328
Thisse, Jacques-François
327
Buiter, Willem H.
323
Konrad, Kai A.
323
Woodford, Michael
322
Tirole, Jean
319
more ...
less ...
Institution
All
National Bureau of Economic Research
9,596
OECD
746
Edward Elgar Publishing
609
International Monetary Fund (IMF)
586
International Monetary Fund
479
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
336
European Commission / Joint Research Centre
332
Ekonomiska forskningsinstitutet <Stockholm>
297
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
291
Center for Economic Research <Tilburg>
286
Springer Fachmedien Wiesbaden
286
IGI Global
285
World Bank
279
European University Institute / Department of Economics
257
European Central Bank
190
Forschungsinstitut zur Zukunft der Arbeit
168
Internationaler Währungsfonds / Research Department
165
Centre for Economic Policy Research
160
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
157
C.E.P.R. Discussion Papers
146
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Organisation for Economic Co-operation and Development
120
European Parliament / Directorate-General for Internal Policies of the Union
117
Universitat Pompeu Fabra / Departament d'Economia i Empresa
110
University of Exeter / Department of Economics
110
Social Systems Research Institute
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Robert Schuman Centre for Advanced Studies
98
European Commission / Directorate-General for Economic and Financial Affairs
95
Federal Reserve System / Board of Governors
94
Internationaler Währungsfonds
94
Deutsche Forschungsgemeinschaft
93
Springer-Verlag GmbH
93
European Securities and Markets Authority
92
Federal Reserve Bank of St. Louis
89
Erasmus Research Institute of Management
88
Australian National University / Faculty of Economics and Commerce
86
Federal Reserve System / Division of Research and Statistics
84
Massachusetts Institute of Technology / Department of Economics
84
more ...
less ...
Published in...
All
NBER working paper series
9,314
NBER Working Paper
8,508
Working paper / National Bureau of Economic Research, Inc.
7,940
European journal of operational research : EJOR
6,170
Economics letters
5,979
Discussion paper / Centre for Economic Policy Research
5,091
CESifo working papers
4,412
Working paper
3,613
Journal of economic theory
2,930
The American economic review
2,748
Discussion paper / Tinbergen Institute
2,727
Journal of economic dynamics & control
2,701
Discussion paper series / IZA
2,678
Computers & operations research : and their applications to problems of world concern ; an international journal
2,589
Applied economics
2,572
Journal of banking & finance
2,509
International journal of production research
2,484
Journal of economic behavior & organization : JEBO
2,446
Economic modelling
2,434
Finance research letters
2,396
CESifo Working Paper
2,278
Discussion paper
2,246
Europäische Hochschulschriften / 5
2,246
The economic journal : the journal of the Royal Economic Society
2,236
European economic review : EER
2,183
SpringerLink / Bücher
2,132
Discussion papers / CEPR
2,108
Management science : journal of the Institute for Operations Research and the Management Sciences
2,018
Energy economics
2,010
Journal of econometrics
2,002
CESifo Working Paper Series
1,999
IMF working papers
1,958
IZA Discussion Paper
1,950
Applied economics letters
1,915
Journal of public economics
1,894
Games and economic behavior
1,851
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,798
International review of economics & finance : IREF
1,761
Discussion paper / Center for Economic Research, Tilburg University
1,743
Journal of monetary economics
1,672
more ...
less ...
Source
All
ECONIS (ZBW)
826,980
EconStor
14,700
RePEc
7,752
USB Cologne (EcoSocSci)
3,108
Other ZBW resources
600
BASE
495
OLC EcoSci
482
USB Cologne (business full texts)
289
ArchiDok
188
more ...
less ...
Showing
1
-
10
of
854,594
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
Saved in:
2
A stochastic
volatility
model with a general leverage specification
Catania, Leopoldo
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 678-689
Persistent link: https://www.econbiz.de/10013534044
Saved in:
3
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
4
The leverage effect puzzle under semi-nonparametric stochastic
volatility
models
Chen, Dachuan
;
Li, Chenxu
;
Tang, Cheng Yong
;
Yan, Jun
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 548-562
Persistent link: https://www.econbiz.de/10015053427
Saved in:
5
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:
6
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
7
Financial & investment strategies to captivate S&P 500
volatility
premium
Garefalakis, Alexandros
;
Alexopoulos, George
; …
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10011867193
Saved in:
8
Seasonality in perceived risk : a sentiment effect
Kaplanski, Guy
;
Levy, Haim
- In:
The quarterly journal of finance
7
(
2017
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011646576
Saved in:
9
Expected currency returns and
volatility
risk premia
Ornelas, José Renato Haas
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 206-234
Persistent link: https://www.econbiz.de/10012269179
Saved in:
10
Three essays in international finance and financial economics
Hu, Xiaoqiang
-
1994
Persistent link: https://www.econbiz.de/10000916084
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->