Results 31 to 40 of about 178,821,162 (156)
Spillovers in the foreign exchange market a study of volatility and returns in emerging market currencies [PDF]
, 2012 Includes bibliographical references.This paper provides a rigorous investigation of spillover effects in exchange rate returns and volatility. It considers the construction of a spillover index for advanced and emerging market currencies including the ...
Vavli, Hakon
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Agricultural Commodity Trading: Is it Destabilizing Spot Markets?
Vikalpa, 2018 Executive Summary The future trading has been held responsible by certain political and interest groups of enhancing speculative trading activities and causing volatility in the spot market, thereby further spiralling up inflation.
C. P. Gupta, Sanjay Sehgal, Sahaj Wadhwa
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Quantitative Easing Program and Financial Market Volatility in Indonesia
JEJAK: Jurnal Ekonomi dan Kebijakan, 2017 This research aims to examine the impact of the USD money supply during and before quantitative easing program towards financial market volatility in Indonesia which is proxied by variance of financial market index such as IHSG, Gold Price in IDR, and ...
T. Muhd. Redha Vahlevi, Harjum Muharam
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Financial InnovationThe term spread is viewed as a leading indicator for predicting stock market volatility. The safe haven hypothesis argues that rising stock market volatility may increase the demand for Treasury-issued bonds, thereby lowering the term spread.
Haydory Akbar Ahmed
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Impact of Oil Price Shocks and Exchange Rate Volatility on Stock Market Behavior in Nigeria
Binus Business Review, 2016 The impact of exchange rate and oil prices fluctuation on the stock market has been a subject of hot debate among researchers. This study examined the impact of both the exchange rate volatility and oil price volatility on stock market volatility in ...
Adedoyin I. Lawal +2 more
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Cogent Economics & Finance, 2022 The study examines the effect of financial sector development on macroeconomic volatility in the Southern African Development Community (SADC) region for the period 1980–2018 employing the Cross-Sectionally Augmented Autoregressive Distributed Lag (CS ...
Forget Mingiri Kapingura +2 more
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To Examine the Spillover effect between the KSE100 and S&P500 Index
Universidad y Empresa, 2018 The volatility spillover is defined as the transmission of instability from market to market. It occurs when the volatility price change in one market causes a lagged impact on volatility price in another market above the local effects of market. In this
Mudassar Hasan +4 more
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Volatility in the overnight money-market rate in Bangladesh: recent experiences [PDF]
, 2007 This paper tries to investigate the pattern of volatility in the overnight money market rate (call money rate) in Bangladesh using subjective judgment as well as econometric techniques during the period Jan '03 to Dec '06.
Shahiduzzaman, Md. +1 more
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, 2005 Financial markets generally, and the spot foreign exchange market in particular, are reputed to be excessively volatile. Previous research has linked this excess volatility to private information.
Stephen Thomas +5 more
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Data Science and ManagementSince market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance.
Feipeng Zhang +3 more
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