Results 91 to 100 of about 590,055 (198)

Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device [PDF]

The aim of the paper is to identify the impact of the currency transaction tax on the foreign exchange structure and thus its impact on exchange rate volatility.
Olivier Damette
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Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry [PDF]

This paper investigates the evolution of the (conditional) volatility of returns on three Scandinavian markets (Finland, Norway and Sweden) over the turbulent period of the past decade, namely the overlapping periods of financial liberalisation ...
Hyytinen, Ari
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The Nature and Determinants of Volatility in Agricultural Prices [PDF]

The volatility of 19 agricultural commodity prices are examined at monthly and annual frequencies. All of the price series are found to exhibit persistent volatility (periods of relatively high and low volatility).
Balcombe, Kelvin
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Impact of Exchange Rate Volatility to Stocks’ Return in Indonesia: The Augmented Markov-Switching Egarch Approach

Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan
The stock price is one indicator that represents the economic performance in a country. Changes in stock prices, including various factors, as an example, is the exchange rate changes as the representation from the foreign exchange market.
W Wasiaturrahma, Dita Normalaksana Putri, Shochrul Rohmatul Ajija   +2 more
doaj   +1 more source

Government Size, Composition, Volatility and Economic Growth [PDF]

This paper analyses the effects in terms of size and volatility of government revenue and spending on growth in OECD and EU countries. The results of the paper suggest that both variables are detrimental to growth.
António Afonso, Davide Furceri
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How Relevant is Volatility Forecasting for Financial Risk Management? [PDF]

It depends. If volatility fluctuates in a forecastable way, then volatility forecasts are useful for risk management; hence the interest in volatility forecastability in the risk management literature.
Francis X. Diebold, Peter F. Christoffersen   +1 more
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The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes [PDF]

25 years of volatility research has left the macroeconomic environment playing a minor role. This paper proposes modeling equity volatilities as a combination of macroeconomic effects and time series dynamics.
Jose Gonzalo Rangel, Robert F. Engle
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Volatility and the role of order book structure [PDF]

There is much literature that deals with modeling and forecasting asset return volatility. However, much of this research does not attempt to explain variations in the level of volatility.
Adam Clements, Ralf Becker
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The Economic Value of Predicting Stock Index Returns and Volatility [PDF]

In this paper, we analyze the economic value of predicting index returns as well as volatility. On the basis of fairly simple linear models, estimated recursively, we produce genuine out-of-sample forecasts for the return on the S&P 500 index and its ...
Marquering, W., Verbeek, M.J.C.M.
core   +1 more source

Output Volatility in Emerging Market and Developing Countries: What Explains the “Great Moderation” of 1970-2003? [PDF]

Output volatility and the size of output drops have declined across groups of nontransition countries studied in this paper over the past three decades, but have remained considerably higher in developing countries than in industrial countries. The paper
Dalia S. Hakura
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