Leverage vs. feedback : which effect drives the equity market during stress periods?
Year of publication: |
December 2015
|
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Authors: | Aboura, Sofiane |
Published in: |
Annals of economics and statistics. - Amiens : GENES, ISSN 2115-4430, ZDB-ID 2588293-4. - Vol. 119/120.2015, p. 269-288
|
Subject: | Risk Management | Volatility | Extreme Value Theory | Leverage Effect | Feedback Effect | Volatilität | Aktienmarkt | Stock market | Risikomanagement | Risk management | Kapitaleinkommen | Capital income | Kapitalstruktur | Capital structure |
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