The impact of financial crises on the risk-return tradeoff and the leverage effect
Bent Jesper Christensen, Morten Ørregaard Nielsen, Jie Zhu
| Year of publication: |
September 2015
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| Authors: | Christensen, Bent Jesper ; Nielsen, Morten Ørregaard ; Zhu, Jie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 49.2015, p. 407-418
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| Subject: | FIEGARCH-M | Financial crises | Financial leverage | International markets | Long memory | Risk-return tradeoff | Stock returns | Volatility feedback | Volatilität | Volatility | Kapitaleinkommen | Capital income | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Kapitalstruktur | Capital structure | Risiko | Risk | Finanzmarkt | Financial market |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011439598