Complex relationships among firm risk, asymmetric volatility, volatility skew, and the leverage effect

Keyphrases

• Accounting Principles 14%
• Accounting Risk 14%
• Asymmetric Volatility 100%
• Causal Feedback 14%
• Causal Nets 14%
• Collective Phenomena 14%
• Complex Systems Research 14%
• Cybernetics 42%
• Feedback Loop 14%
• Firm Risk 100%
• Firm Size 14%
• Heterogeneous Beliefs 14%
• Less Is More 14%
• Leverage Effect 100%
• Loop Analysis 14%
• Macro Level 14%
• Macro-level Analysis 14%
• Managerial Interpretation 14%
• Microscale Analysis 14%
• Model Complex 14%
• Multidisciplinary Methodology 14%
• Nonlinearity 14%
• Operational Risk 14%
• Risk Concept 14%
• Volatility Changes 14%
• Volatility Skew 100%

Social Sciences

• Cybernetics 33%
• Finance 11%
• Firm Size 11%
• Investors 11%
• Systems Research 11%
• Volatility 100%

Economics, Econometrics and Finance

• Finance 11%
• Firm Size 11%
• Investors 11%
• Nonlinearity 11%
• Volatility 100%