Add to ORKGWe appreciate comments from UCLA seminar participants. As this research is preliminary please do not quote or distribute without the author’s permission. *Contact Geske by mail a
This paper investigates the relationship between the macroeconomic variables, leverage and the stoc...
Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014.This study presents the analytical e...
The "leverage effect" refers to the well-established relationship between stock returns and both imp...
We define a simple and tractable method for adding the Leverage effect in general volatility predict...
This paper explores the link between the leverage of the US financial sector, of households and of n...
Published in Journal of Econometrics, Volume 127, Issue 2, August 2005, Pages 165-178. DOI: 10.1016/...
This paper explores the link between the leverage of the US financial sector, of households and non-...
The authors thank the participants to the following conferences: CFE 2013 in London, FEBS 2014 hoste...
The effect of leverage on risk was examined. A method of measuring and accounting for the effect of ...
This paper attempts to contribute to existing knowledge through an explicit threefold purpose. Initi...
The effect of leverage on risk was examined. A method of measuring and accounting for the effect of ...
The relative statistical and economic signi\u85cance of the leverage and feedback e¤ects on \u85rm l...
We propose a new model of volatility where financial leverage amplifies equity volatility by what we...
This thesis aims to shed some light on, and hopefully add to the economic puzzle that is the relatio...
This paper studies the characteristics of firm level equity volatility. There is a lack of consensus...
This paper investigates the relationship between the macroeconomic variables, leverage and the stoc...
Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014.This study presents the analytical e...
The "leverage effect" refers to the well-established relationship between stock returns and both imp...
We define a simple and tractable method for adding the Leverage effect in general volatility predict...
This paper explores the link between the leverage of the US financial sector, of households and of n...
Published in Journal of Econometrics, Volume 127, Issue 2, August 2005, Pages 165-178. DOI: 10.1016/...
This paper explores the link between the leverage of the US financial sector, of households and non-...
The authors thank the participants to the following conferences: CFE 2013 in London, FEBS 2014 hoste...
The effect of leverage on risk was examined. A method of measuring and accounting for the effect of ...
This paper attempts to contribute to existing knowledge through an explicit threefold purpose. Initi...
The effect of leverage on risk was examined. A method of measuring and accounting for the effect of ...
The relative statistical and economic signi\u85cance of the leverage and feedback e¤ects on \u85rm l...
We propose a new model of volatility where financial leverage amplifies equity volatility by what we...
This thesis aims to shed some light on, and hopefully add to the economic puzzle that is the relatio...
This paper studies the characteristics of firm level equity volatility. There is a lack of consensus...
This paper investigates the relationship between the macroeconomic variables, leverage and the stoc...
Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2014.This study presents the analytical e...
The "leverage effect" refers to the well-established relationship between stock returns and both imp...