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Publications by Bent Jesper Christensen

The Impact of Financial Crises on the Risk–return Tradeoff and the Leverage Effect

Economic Modelling

English

Long Memory in Stock Market Volatility and the Volatility-In-Mean Effect: The FIEGARCH-M Model

SSRN Electronic Journal

English

Related publications

Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Tradeoff

SSRN Electronic Journal

English

Volatility Risk and Stock Return Predictability on Global Financial Crises

SSRN Electronic Journal

English

Extreme Risk, Excess Return and Leverage: The LP Formula

SSRN Electronic Journal

English

The Impact of Investor Sentiment on the 'Leverage Effect'

International Econometric Review

English

The Evolution of Eusociality: No Risk‐return Tradeoff but the Ecology Matters

Ecology Letters

English

The Impact of Financial Leverage on Accrual-Based and Real Earnings Management

International Journal of Academic Research in Accounting, Finance and Management Sciences

English

The Impact of the Global Commodity and Financial Crises on Poverty in Vietnam

Journal of Globalization and Development

English

New Evidence on the Impact of Financial Crises in Advanced Countries

English

The Impact of Monetary Policy on Exchange Rates During Financial Crises

SSRN Electronic Journal

English