Why does bad news increase volatility and decrease leverage? (Q413491)
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scientific article; zbMATH DE number 6031138
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| English | Why does bad news increase volatility and decrease leverage? |
scientific article; zbMATH DE number 6031138 |
Statements
Why does bad news increase volatility and decrease leverage? (English)
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7 May 2012
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collateral
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endogenous leverage
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VaR
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volatility
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volatility smile
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0.72254217
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0.71217245
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0.70354754
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0.6967584
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0.6967361
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0.6939645
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0.6916757
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