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Influence of Real Exchange Rate on the Finance-Growth Nexus in the West African Region
Economies, 2019 This study examines the moderating effects of the real exchange rate and its volatility on the finance-growth nexus in the West African region. It also determines the marginal effects of financial development on economic growth at various levels of the ...
Kizito Uyi Ehigiamusoe, Hooi Hooi Lean
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Evaluation of the Fluctuation Mechanism of Behavioral Financial Market Based on Edge Computing
International Transactions on Electrical Energy Systems, 2022 The global economy is growing faster and faster. Behavioral finance is a transformation of financial theory. Over the past decade, this shift has had strong repercussions in academia, challenging the dominance of traditional finance and forming its own ...
Xiaoliang Yuan
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Corporate financing and macroeconomic volatility in the European union [PDF]
International Economics and Economic Policy, 2010 This paper investigates the impact of corporate financing patterns in the European Union (EU) on macroeconomic volatility. We examine macroeconomic data for eight EU countries. We find that during the period 1990 through 2005 bank financing was positively associated with volatility in GDP, consumption and investment.
Victor Murinde +2 more
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Analysis of Investor Sentiment Impact in Indonesia Composite Stock Price Index Return Volatility
Indonesian Journal of Business and Entrepreneurship, 2018 The Composite Stock Price Index (IHSG) is an index used as an indicator of stock price movements on Indonesia Stock Exchange and reference of capital market activities.
Rum Puspita Widhiarti +2 more
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Forecasting the Volatility of the Stock Index with Deep Learning Using Asymmetric Hurst Exponents
Fractal and Fractional, 2022 The prediction of the stock price index is a challenge even with advanced deep-learning technology. As a result, the analysis of volatility, which has been widely studied in traditional finance, has attracted attention among researchers.
Poongjin Cho, Minhyuk Lee
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Revisiting the Link between Finance and Macroeconomic Volatility
SSRN Electronic Journal, 2013 This paper examines the impact of financial depth on macroeconomic volatility using a dynamic panel analysis for 110 advanced and developing countries. We find that financial depth plays a significant role in dampening the volatility of output, consumption, and investment growth, but only up to a certain point.
Era Dabla-Norris, Narapong Srivisal
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The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility [PDF]
arXiv, 2022 Exact relationships between the short time-to-maturity ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility are given.
arxiv
Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs [PDF]
International Journal of Computer Applications, 2015, 2016 Volatility in stock markets has been extensively studied in the applied finance literature. In this paper, Artificial Neural Network models based on various back propagation algorithms have been constructed to predict volatility in the Indian stock market through volatility of NIFTY returns and volatility of gold returns. This model considers India VIX,
arxiv +1 more source
Journal of Inequalities and Applications, 2019 Stochastic volatility models play an important role in finance modeling. Under a mixed fractional Brownian motion environment, we study the continuity and estimates of a solution to a kind of stochastic differential equations with double volatility terms.
Yan Dong
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Investor attention and cryptocurrency: Evidence from the Bitcoin market.
PLoS ONE, 2021 This paper adds to the growing literature of cryptocurrency and behavioral finance. Specifically, we investigate the relationships between the novel investor attention and financial characteristics of Bitcoin, i.e., return and realized volatility, which ...
Panpan Zhu +4 more
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