Results 11 to 20 of about 22,228 (264)
Sobre la volatilidad de la curva de rendimientos del mercado colombiano de deuda pública
Ecos de Economía, 2018 En este trabajo se estima la volatilidad de la estructura temporal de las tasas de interés (ETTI) del mercado colombiano de deuda pública y se explica su relación con los fundamentales macroeconómicos. A partir del modelo paramétrico propuesto por Nelson
José Miguel Sánchez +1 more
doaj +1 more source
Time-varying properties of asymmetric volatility and multifractality in Bitcoin.
PLoS ONE, 2021 This study investigates the volatility of daily Bitcoin returns and multifractal properties of the Bitcoin market by employing the rolling window method and examines relationships between the volatility asymmetry and market efficiency.
Tetsuya Takaishi
doaj +1 more source
Fuzzy Estimation of the Character of the Securities Market
Vestnik MGIMO-Universiteta, 2015 To make the right decisions regarding the purchase or sale of financial assets the definition of the nature of the securities market is required.
G. Y. Ratushnyak, A. G. Sukhanova
doaj +1 more source
Comparative Economic Research, 2023 Volatility spillover informs whether the information in one market impacts the information in another. This paper examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from February 2013
Tariq Aziz
doaj +1 more source
MODELING THE ADDITIONAL TAXATION IMPACT ON THE FINANCIAL INSTRUMENTS PRICING
Вестник университета, 2018 The tax on financial transactions as an instrument to restrict the level of speculative trading has considered. A mathematical model in which one of the factors influenced on a financial instrument price is the tax rate on financial transactions, - has ...
S. Kamalov
doaj +1 more source
Macroeconomic Volatility and Stock Market Volatility, World-Wide [PDF]
SSRN Electronic Journal, 2008 Notwithstanding its impressive contributions to empirical financial economics, there remains a significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross section of stock markets.
Francis X. Diebold, Kamil Yilmaz
openaire +4 more sources
New Medit, 2019 Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries.
Behzad Fakari Sardahaie +2 more
doaj +1 more source
The Effect of Gold Coin Futures on the Spot Market Volatility in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 After the unprecedented volatility of gold coin prices over the past years in Iran, there has been a growing concern among academic and policy makers about the potential role of gold coin futures contract in this regard.
Ahmad Mohammadi, Zeinab Savari
doaj +1 more source
Stock Market Volatility and Learning [PDF]
SSRN Electronic Journal, 2008 ABSTRACT We show that consumption‐based asset pricing models with time‐separable preferences generate realistic amounts of stock price volatility if one allows for small deviations from rational expectations. Rational investors with subjective beliefs about price behavior optimally learn from past price observations.
KLAUS ADAM +2 more
openaire +13 more sources
Capturing the month of the year effect in the Indian stock market using GARCH models [PDF]
Vilakshan (XIMB Journal of Management)Purpose – In the research of stock market efficiency, it is argued that the stock market moves randomly and absorbs all the available information. As a result, it is quite impossible to make predictions about the possible future movement by the investors.
Pramath Nath Acharya +2 more
doaj +1 more source