Sentence examples for leverage effects from inspiring English sources

Mrs. Lagarde told reporters that Paris and Washington agreed on many principles on rules for banks' capital requirements, even though there were still "some points of disagreement on the leverage effects and their limits as they are applied or will be applied".

We found that the BUX stock return series exhibits leverage effects.

For IBM stock prices, however, the models with leverage effects performed better than GARCH 1, 1).

The empirical application also prompts to the existence of possible time-varying leverage effects.

In addition, we allow for leverage effects and we introduce separate risk pricing for the volatility components.

On the other hand, we showed that statistical GARCH-class models can identify the presence of leverage effects, and react to the good and bad news.

Together, European metropolises represent a very substantial public procurement market of about €10bn per year and this has a leverage effect on the private sector that very often aligns its own requirements with the public sector.

We found little evidence for a leverage effect (leverage = zero).

This building has a leverage effect on Asian economies.

The correct leverage effect in Mr. Lenzner's example is understated by a factor of 10.

The correct leverage effect in the example is understated by a factor of 10.