Essays about: "Christoffer Dahlvid"

Found 1 essay containing the words Christoffer Dahlvid.

  1. 1. The Leverage Effect - Uncovering the true nature of U.S. asymmetric volatility

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Christoffer Dahlvid; Per Granberg; [2017]
    Keywords : Leverage effect; asymmetric volatlity; firm specific variables; volatility; GJR-GARCH; EGARCH; panel data; Business and Economics;

    Abstract : The topic of this thesis is the leverage effect i.e. asymmetric volatility. The leverage effect describes the negative relationship between asset value and volatility. READ MORE