On Asymmetric Volatility in Equity Markets
Language: en
Pages: 246

On Asymmetric Volatility in Equity Markets

Authors: Guojun Wu
Categories: Investments
Type: BOOK - Published: 1998 - Publisher:

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Asymmetric Volatility and Risk in Equity Markets
Language: en
Pages: 76

Asymmetric Volatility and Risk in Equity Markets

Authors: Geert Bekaert
Categories: Investments
Type: BOOK - Published: 1997 - Publisher:

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It appears that volatility in equity markets is asymmetric: returns and conditional volatility are negatively correlated. We provide a unified framework to simu
Asymmetric Volatility in Equity Markets Around the World
Language: en
Pages: 31

Asymmetric Volatility in Equity Markets Around the World

Authors: Jone Horpestad
Categories:
Type: BOOK - Published: 2018 - Publisher:

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The observation that price declines usually lead to volatility increases is known as the asymmetric volatility effect and has become a stylized fact about the f
Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices
Language: en
Pages: 62

Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices

Authors: Sofiane Aboura
Categories:
Type: BOOK - Published: 2015 - Publisher:

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Asymmetric volatility in equity markets has been widely documented in finance, where two competing explanations, as considered in Bekaert and Wu (2000), are the
International Spillovers and Volatility Asymmetries
Language: en
Pages: 32

International Spillovers and Volatility Asymmetries

Authors: Kee-hong Bae
Categories: Investments, Foreign
Type: BOOK - Published: 1993 - Publisher:

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