Does the financial leverage effect depend on volatility regimes?
Year of publication: |
2021
|
---|---|
Authors: | Chon, Sora ; Kim, Jaeho |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-7
|
Subject: | Leverage effect | Regime switching | Stochastic volatility | Volatilität | Volatility | Kapitalstruktur | Capital structure | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain |
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