Travail de recherche/Working paper
Titre:
  • Leverage as a Predictor for Real Activity and Volatility
Auteur:Kollmann, Robert; Zeugner, Stefan
Statut de publication:Publié, 2011-04
series:ECARES Working Papers, ECARES 2011-009
Sujet CREF:Economie
Sujet JEL:Business Fluctuations; Cycles
Prices, Business Fluctuations, and Cycles: Forecasting and Simulation
Forecasting and Other Model Applications
Financial Institutions and Services: General
Volumes/pages:30 p.
Mots-clés:Leverage
Financial crisis
Forecasts
Real activity
Volatility
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/85421