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Introduction: Volatility in finance, art, and culture
Finance and Society, 2023 The term ‘volatility’ applies to changeability: both that which can be measured, such as temperatures and stock prices, and that which cannot be easily measured, such as affects and emotions.
Benjamin Lee, Emily Rosamond
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The Mathematics of Finance: Pricing Volatility derivatives [PDF]
ITM Web of ConferencesIn the increasingly complex world of financial markets, the scope of mathematical finance has expanded beyond traditional stock trading to include derivatives on various financial indices.
Phetpradap Parkpoom, Sripanitan Natkamon
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Electoral volatility and political finance regulation in Colombia
Colombia Internacional, 2018 This article examines the relationship between electoral volatility and political finance regulation in Colombia. The author argues that recent political finance reforms in this country (e.g. changes in regulation of campaign donations, campaign spending,
Néstor Castañeda
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The Effect of Green Finance On Stock Price Volatility
Eduvest - Journal of Universal Studies, 2023 This study aims to determine the effect of green finance (green accounting) on stock price volatility. Stock price volatility is the movement of up and down stock prices on the stock exchange. In this study, the sample used was mining companies listed on the Indonesia Stock Exchange for the 2013-2018 period with a total population of 46 companies ...
Ernst Tunggul Pardomuan Siregar +1 more
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Finance, Growth and Volatility
SSRN Electronic Journal, 2007 Eempirical studies have not documented an unambiguous relationship between financial development and volatility of economic growth. Existing evidence of contemporaneous association is also insucient to establish the direction of causality. This paper studies the time series relation between financial development, economic growth and growth volatility ...
Yan Xu
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Heterogeneity and Volatility Puzzles in International Finance
SSRN Electronic Journal, 2009 AbstractWe develop an equilibrium model in a 2-country, 2-good, pure exchange economy in which investors with logarithmic utility functions have heterogeneous beliefs about exogenously given output or endowment processes. We obtain closed-form representations of real exchange rates and of stock prices.
Tao Li, Mark L. Muzere
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Finance and Macroeconomic Volatility [PDF]
Contributions in Macroeconomics, 2000 Countries with more developed financial sectors experience less fluctuation in the growth of real per capita output, consumption and investment. However, the manner in which the financial sector develops matters. The relative importance of banks in the financial system is important in explaining consumption and investment volatility, and the proportion
Cevdet Denizer +2 more
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Methods in econophysics: Estimating the probability density and volatility
Frontiers in Physics, 2022 We discuss and analyze some recent literature that introduced pioneering methods in econophysics. In doing so, we review recent methods of estimating the volatility, volatility of volatility, and probability densities.
Moawia Alghalith
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The Use of Machine Learning in Volatility: A Review Using K-Means
Universidad y Empresa, 2023 Recently, the use of machine learning (ML) in scientific disciplines has experienced an unprecedented increase. Finance has not been an exception. Several works have been published in recent years using ml techniques. However, one of the topics with the
Jesus Enrique Molina Muñoz +1 more
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Does green finance support to reduce the investment sensitivity of environmental firms?
Journal of Business Economics and Management, 2023 This study aims to examine the financing cash flow sensitivity into the firm investment of Environment Sensitive Firms (ESFs). To improve the robustness of our analysis, we implement cluster regression to analyze the 300- firms listed on Shenzhen Stock ...
Ashfaq Habib +2 more
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