Financial Volatility and the Leverage Effect : A study of the Swedish Stock Exchange
In today’s financial markets, volatility is a fundamental concept in regards of the risk assessmentof assets and instruments. Financial volatility is commonly used to measure the quantitativeaspects of risk and is given a significant amount of attention in past literature and research. Theleverage e...
Main Authors: | , |
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Format: | Others |
Language: | English |
Published: |
KTH, Industriell ekonomi och organisation (Inst.)
2018
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Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-244827 |