Leverage effect breakdowns and flight from risky assets (Q4683103)
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scientific article; zbMATH DE number 6939305
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Leverage effect breakdowns and flight from risky assets |
scientific article; zbMATH DE number 6939305 |
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Leverage effect breakdowns and flight from risky assets (English)
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19 September 2018
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asset allocation
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financial crises
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intertemporal portfolio choice
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implied volatilities
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leverage effects
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0.8419004
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0.81991374
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0.81747717
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0.8174532
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0.81675327
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0.8129978
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