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Balance sheet interlinkages and macro-financial risk analysis in the Euro area
Kavonius, Ilja Kristian; Castrén, Olli - 2009
leverage and asset volatility. We conclude that the bilateral cross-sector exposures in the euro area financial system … financial intermediaries playing a key role in the processes. High financial leverage and high asset volatility are found to …
Persistent link: https://www.econbiz.de/10003969268
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Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area
Castren, Olli - 2009
leverage and asset volatility. We conclude that the bilateral cross-sector exposures in the euro area financial system … financial intermediaries playing a key role in the processes. High financial leverage and high asset volatility are found to …
Persistent link: https://www.econbiz.de/10013153431
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Real options in a Ramsey style growth model
Dihle, Hanno - 2015
in a simple growth model by highlighting real option effects. We endogenize the drift rate of real option by connecting … sector and show the different implications of idiosyncratic and aggregate uncertainty on growth dynamics. …
Persistent link: https://www.econbiz.de/10011399007
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Is the growth potential of stock prices underestimated? : a real option approach
Levyne, Olivier; Heller, David - In: International journal of business 19 (2014) 4, pp. 336-360
Persistent link: https://www.econbiz.de/10010481879
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Commodity spread option pricing and the economic fundamentals of crack spreads
Kolpakov, Ilya - 2014
Persistent link: https://www.econbiz.de/10010516044
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Impacts of derivative markets on spot market volatility and their persistence
Fong, Lik; Han, Chulwoo - In: Applied economics 47 (2015) 22/24, pp. 2250-2258
Persistent link: https://www.econbiz.de/10010516655
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Volatility forecasting using financial statement information
Sridharan, Suhas A. - In: The accounting review : a publication of the American … 90 (2015) 5, pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
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At least-squares approach for estimating the volatility implied by option premia : overcoming smiles and frowns
Kensinger, John W. - In: Research in finance 31 (2015), pp. 173-185
Persistent link: https://www.econbiz.de/10011347423
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Option smiling when investors' estimates of asset volatility disagree
Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
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Are real options "real"? : isolating uncertainty from risk in real options analysis
So, Leh-Chyan - In: Annals of financial economics 9 (2014) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010489151