Browsing Master's theses (SV-HH 2008-2017) by Subject "leverage"
Now showing items 1-3 of 3
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Event study on changes in capital structure and volatility
(Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06)The authors of this paper test whether the changes in the capital structure and more specifically the changes in Debt to Equity ratio can explain the changes in the implied volatility and realized volatility. In addition, ... -
Event study on changes in capital structure and volatility
(Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06-15)The authors of this paper test whether the changes in the capital structure and more specifically the changes in Debt to Equity ratio can explain the changes in the implied volatility and realized volatility. In addition, ... -
Leverage Effect in Equity Markets Around the World
(Masteroppgave/UIS-SV-HH/2017;, Master thesis, 2017-06)Equity indices are known to exhibit an asymmetric leverage effect, meaning that negative returns have a greater impact on volatility than positive returns of the same magnitude. We reevaluate the presence of leverage effect ...