Volatility asymmetry and leverage: Some U.S. evidence

Emawtee Bissoondoyal-Bheenick, Robert Darren Brooks

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Original languageEnglish
Title of host publicationThe Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets
EditorsGreg N Gregoriou, Christian Hoppe, Carsten S Wehn
Place of PublicationUSA
PublisherMcGraw-Hill Education
Pages115 - 123
Number of pages9
Edition1st
ISBN (Print)9780071663700
Publication statusPublished - 2010

Cite this

Bissoondoyal-Bheenick, E., & Brooks, R. D. (2010). Volatility asymmetry and leverage: Some U.S. evidence. In G. N. Gregoriou, C. Hoppe, & C. S. Wehn (Eds.), The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets (1st ed., pp. 115 - 123). USA: McGraw-Hill Education.
Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert Darren. / Volatility asymmetry and leverage: Some U.S. evidence. The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. editor / Greg N Gregoriou ; Christian Hoppe ; Carsten S Wehn. 1st. ed. USA : McGraw-Hill Education, 2010. pp. 115 - 123
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Bissoondoyal-Bheenick, E & Brooks, RD 2010, Volatility asymmetry and leverage: Some U.S. evidence. in GN Gregoriou, C Hoppe & CS Wehn (eds), The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. 1st edn, McGraw-Hill Education, USA, pp. 115 - 123.

Volatility asymmetry and leverage: Some U.S. evidence. / Bissoondoyal-Bheenick, Emawtee; Brooks, Robert Darren.

The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. ed. / Greg N Gregoriou; Christian Hoppe; Carsten S Wehn. 1st. ed. USA : McGraw-Hill Education, 2010. p. 115 - 123.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

TY - CHAP

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PY - 2010

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M3 - Chapter (Book)

SN - 9780071663700

SP - 115

EP - 123

BT - The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

A2 - Gregoriou, Greg N

A2 - Hoppe, Christian

A2 - Wehn, Carsten S

PB - McGraw-Hill Education

CY - USA

ER -

Bissoondoyal-Bheenick E, Brooks RD. Volatility asymmetry and leverage: Some U.S. evidence. In Gregoriou GN, Hoppe C, Wehn CS, editors, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. 1st ed. USA: McGraw-Hill Education. 2010. p. 115 - 123