Leverage and asymmetric volatility : the firm-level evidence
Year of publication: |
September 2016
|
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Authors: | Ericsson, Jan ; Huang, Xiao ; Mazzotta, Stefano |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 1-21
|
Subject: | Financial leverage | Stock volatility | Panel data | Vector autoregression | Volatilität | Volatility | Kapitalstruktur | Capital structure | Börsenkurs | Share price | Schätzung | Estimation | VAR-Modell | VAR model | Panel | Panel study | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
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