Results 71 to 80 of about 178,821,162 (156)
Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US [PDF]
This paper examines the short-run dynamic relationships between stock market and real activity, within a country, for the UK and the US. The Cross Correlation Function testing procedure is applied to test for causality in mean and in variance between the
Angelos Kanas +2 more
core
The Persistence of Volatility and Stock Market Fluctuations [PDF]
This paper examines the potential influence of changing volatility in stock market prices on the level of stock market prices. It demonstrates that volatility is only weakly serially correlated, implying that shocks to volatility do not persist.
James M. Poterba, Lawrence H. Summers
core
Monthly; Description based on: Feb. 2008; title from PDF caption (viewed on Apr. 14, 2008); at head of title: Ohio.; Harvested from the web on 4/14/08A monthly publication with estimates of employment, earnings, and hours worked in goods-producing and ...
Ohio. Bureau of Labor Market Information.
core +4 more sources
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? [PDF]
This paper presents a comprehensive empirical evaluation of option-implied and returns-based forecasts of volatility, in which recent developments related to the impact on measured volatility of market microstructure noise are taken into account.
Gael M. Martin +2 more
core
An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return [PDF]
This paper provides interesting empirical evidence on the relation between the volatility impact effect of the Taiwan institutional trading volume and the stock market index by using the MEGARCH model. We found a significant autoregressive coefficient of
Ching-Chun Wei
core
HeliyonThis study delves into the impact of formal institutions on stock market volatility within a selection of emerging economies. Specifically, it examines the role that formal institutions play in shaping this volatility.
Muhammad Haroon Shah +6 more
doaj +1 more source
The Blockchain Revolution and the Volatility of Stock market in Iran During the COVID-19 Crisis
, 2022 Masoomzadeh S, haghighat j, Salmani B.
europepmc +1 more source
An Empirical Analysis of International Stock Market Volatility Transmission [PDF]
This paper examines the interplay between stock market returns and their volatility, focus ingon the Asian and global financial crises of 1997-98 and 2008-09 for Australia, Singapore, the UK, and the US.
Indika Karunanayake +2 more
core
Do Futures Trading Activities Affect the Spot Market Volatility Spillover? Evidence from India
Copernican Journal of Finance & AccountingThe present study verifies the effect of futures trading activities on spot market volatility spillover in actively traded commodities on the Multi-Commodity Exchange in India.
M Thilaga, K. Prabhakar Rajkumar
doaj
Financial Liberalization and Emerging Stock Market Volatility [PDF]
In this paper we test whether volatility in six emerging markets has changed significantly over the period 1976:01-2002:03. This period corresponds to the years of more profound development of both the financial and the productive sides in emerging ...
J. Cuñado; J. Gómez +1 more
core