Results 91 to 100 of about 380,620 (306)
SOURCES OF VOLATILITY IN STOCK AND CURRENCY MARKETS: A Panel Data Analysis of European Countries [PDF]
Pakistan Journal of Applied Economics, 2020 Volatility in financial markets is a highly explored area of research for the last few decades. Possible reasons for high concentration on the markets are its unexplained and unexplored sources.
Muhammad JAMIL
doaj
Stock Market Volatility: Examining North America, Europe and Asia [PDF]
An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable
Gamini Premaratne, Lakshmi Bala
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Fluorinated Carnitine Derivatives as Tools to Visualise Carnitine Transport and Metabolism
Advanced Science, EarlyView.Fluorinated carnitines, fluoromethyl carnitine (FMC) and [18F]fluoromethyl carnitine ([18F]FMC), are synthesised and established as powerful probes to interrogate carnitine biology. The multimodal detection facilitated by fluorine labelling, including 19F NMR, mass spectrometry, and positron emission tomography imaging, allowed for visualisation of ...
Richard S. Edwards +8 more
wiley +1 more source
Market volatility and skewness risks in China
International Review of Economics & FinanceWe examine the pricing of the risk-neutral market volatility and skewness risks in the cross-section of stocks in China. We find that stocks with high exposures to innovations in volatility or skewness exhibit low expected returns.
Fang Zhen
doaj +1 more source
PENGARUH KONTRAK FUTURES INDEKS TERHADAP VOLATILITAS UNDERLYING SPOT MARKET DI INDONESIA
Jurnal Manajemen, 2017 There were some contradictory between the impacts of futures contract to the volatility of underlying asset. In the one side, some researches concluded that futures transaction affect to underlying asset volatility, but in the other side said the future ...
Sukmawati Sukamulja, Sony Fidanti
doaj +1 more source
Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices. [PDF]
Asymmetric volatility in equity markets has been widely documented in finance, where two competing explanations, as considered in Bekaert and Wu (2000), are the financial leverage and the volatility feedback hypothesis. We explicitly test for the role of
Aboura, Sofiane, Wagner, Niklas
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The volatility spillover from the market to disaggregated industry stocks: the case for the US and UK [PDF]
, 2009 This article empirically investigates the volatility spillover of stock returns from the market to disaggregated industry sectors. Seventeen sectors from the US and UK stock markets are estimated by the GARCH technique based on daily data from 1973 to ...
Moore, T
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Advanced Science, EarlyView.This study presents S‐coordinated Cu single‐atom nanozymes (Cu/CNS) fabricated via mild photocatalytic self‐assembly strategy. The nanozyme exhibits exceptional multi‐enzyme activity and near‐perfect antimicrobial efficacy. Incorporated into chitosan‐gelatin film, it enables pH‐responsive, broad‐spectrum fruit preservation, more than doubling the shelf‐
Chuanlong Men +7 more
wiley +1 more source
Iran's Exchange Market in Five Episodes: Bayesian Estimation of Systematic Risk with MCMC Method [PDF]
Mathematics and Modeling in FinanceThis paper estimates systematic risk in Iran’s foreign exchange market using a stochastic volatility model, analyzing five distinct episodes shaped by varying economic and political conditions. By tracing the evolution of volatility dynamics across these
Amir Mohsen Moradi +2 more
doaj +1 more source
Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions [PDF]
This paper investigates whether the risk-return relation varies, depending on changing market volatility and up/down market conditions. Three market regimes based on the level of conditional volatility of market returns are specified - 'low', 'neutral ...
Don U.A. Galagedera, Robert Faff
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