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...

Full description

Bibliographic Details
Main Authors: Björklund, Thelma, Jonsson, Hedvig
Format: Others
Language:English
Published: KTH, Industriell ekonomi och organisation (Inst.) 2018
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-244827