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Material Type: Article
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The case for simple rules and limiting the safety netThe Cato journal, 2013-10, Vol.33 (3), p.485-489 [Peer Reviewed Journal]COPYRIGHT 2013 Cato Institute ;Copyright Cato Institute Fall 2013 ;ISSN: 0273-3072 ;EISSN: 1943-3468 ;CODEN: CAJODCFull text available |
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2 |
Material Type: Article
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Does the leverage effect affect the return distribution?arXiv.org, 2019-092019. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1909.08662Full text available |
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3 |
Material Type: Article
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Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility ModelsarXiv.org, 2016-112016. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1605.00230Full text available |
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Material Type: Article
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The way forward: incentives, not regulationsThe Cato journal, 2009, Vol.29 (1), p.201-207 [Peer Reviewed Journal]COPYRIGHT 2009 Cato Institute ;Copyright Cato Institute Winter 2009 ;ISSN: 0273-3072 ;EISSN: 1943-3468 ;CODEN: CAJODCFull text available |
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Material Type: Article
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The microstructural foundations of leverage effect and rough volatilityarXiv.org, 2016-092016. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1609.05177Full text available |
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6 |
Material Type: Article
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On the nature of financial leveragearXiv.org, 2012-062012. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.1009.2896Full text available |
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7 |
Material Type: Article
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Smile dynamics -- a theory of the implied leverage effectarXiv.org, 2008-092008. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;http://arxiv.org/licenses/nonexclusive-distrib/1.0 ;EISSN: 2331-8422 ;DOI: 10.48550/arxiv.0809.3375Full text available |