Results 1 to 10 of about 1,369,451 (372)
ISLAMIC FINANCE, GROWTH, AND VOLATILITY: A FRESH EVIDENCE FROM 82 COUNTRIES
Journal of Islamic Monetary Economics and Finance, 2023 Islamic finance has gained significant attention during the past decades. Many countries are striving to become Islamic financial hubs. The asset-backed nature of Islamic financial instruments and products adds more reliability to financial transactions.
Mudeer A Khattak, Noureen A. Khan
doaj +3 more sources
Introduction: Volatility in finance, art, and culture [PDF]
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
doaj +4 more sources
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
doaj +3 more sources
Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance? [PDF]
Risk Analysis, 2020 AbstractThis article discusses the role of volatility in the context of systemic risk in finance. The main argument is that volatility transmits risks within the financial system and beyond, shaking the financial system and threatening in particular small or vulnerable clients (SMEs, households, and also low‐ and middle‐income countries).
Harald A. Mieg
semanticscholar +5 more sources
How does long-term finance affect economic volatility? [PDF]
Journal of Financial Stability, 2017 In an approach analogous to Rajan and Zingales (1998), we examine how the ability to access long-term debt affects firm-level growth volatility. We find that firms in industries with stronger preference to use long-term finance relative to short-term finance experience lower growth volatility in countries with better-developed financial systems, as ...
Aslι Demirgüç-Kunt +2 more
semanticscholar +12 more sources
Finance and Macroeconomic Volatility [PDF]
Contributions in Macroeconomics, 2002 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
+8 more sources
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors [PDF]
SSRN Electronic Journal, 2014 In this paper, we scrutinize the cross-sectional relation between idiosyncratic volatility and stock returns. As a novelty, the idiosyncratic volatility is obtained by conditioning upon macro-finance factors as well as upon traditional asset pricing factors. The macro-finance factors are constructed from a large pool of macroeconomic and
Nektarios Aslanidis +3 more
openalex +10 more sources
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
+5 more sources
Robust nonlinear filtering of stochastic volatility in finance [PDF]
2001 European Control Conference (ECC), 2001 Volatility of the stock price is the key to the pricing problem of stock related derivatives in finance. Volatility appears in the diffusion term of the usual modeling of stock prices. One popular approach is to take volatility to be stochastic, and assumes that it satisfies a stochastic differential equation.
Shin Ichi Aihara, A. Bagchi
openalex +4 more sources
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Financial Innovation, 2023 This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets.
Elie Bouri +2 more
doaj +2 more sources