How does systematic risk impact stocks ? A study on the French financial market

Hayette Gatfaoui

Working Papers from HAL

Keywords: call pricing; granger causality; implied volatility; leptokurtic; systematic risk; prix d'appel; causalité de Granger; volatilité implicite; leptokurtique; risque systématique (search for similar items in EconPapers)
Date: 2005
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Published in 2005

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Working Paper: How Does Systematic Risk Impact Stocks? A Study on the French Financial Market (2007)
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