market volatility
Inflation and stock market volatility in Kenya
... financial market when making decisions rely on their ability to assess market risk and the likely profitability of the financial assets and maximize the returns from their ...market ...
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Index Terms –Stock market volatility, impact of volatility, factors of volatility, growth and volatility, trade
... the volatility in that period was more extreme, sustained, and longer-lived than we get ...The volatility of stocks has generally gone down over ...volume, volatility, and prices rise, but stocks ...
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EMPIRICAL ANALYSIS OF STOCK MARKET VOLATILITY AND MACROECONOMIC VOLATILITY IN INDIA
... stock market volatility begins with introduction of autoregressive conditional heteroscedasticity (ARCH) and Generalised autoregressive conditional heteroscedasticity (GARCH) model by Engle (1982) and ...
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MEASURING NIGERIAN STOCK MARKET VOLATILITY
... stock market volatility is largely countercyclical, being larger in bad times than in good ...stock market) increase more in bad times than they decrease in good ...the market place ...
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The Impact of Stock Market Volatility on Economic Growth (Jordan’s Case)
... continued volatility of shocks. It is used to estimate stock market volatility and economic ...shares market volatility and economic ...stock market was derived from real GDP and ...
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Analyzing the Idiosyncratic Volatility Character of Emerging Markets: A Post Crisis Investigation on Istanbul Stock Exchange
... idiosyncratic volatility and its forecasting ability in prediction of future return in Istanbul Stock Exchange (ISE) as an emerging market stock exchange, over the post World Economic Crisis in ...
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A Study of Volatility Risk
... of volatility innovations is more important and allows for estimating unpredictable market ...to market volatility is enough ...to volatility risk β ∆ i VIX ...
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Volatility and liquidity in the Italian money market
... hourly volatility of the overnight interest rate negotiated on the Italian interbank deposits market (e-MID) using high-frequency transaction ...in volatility and the most notable variations of its ...
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Can Derivative Information Predict Stock Price Jumps?
... implied volatility and stock ...implied volatility index (Chicago Board Options Exchange Market Volatility Index or VIX) and the stock market ...implied volatility could forecast ...
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Application of Volatility in Portfolio Construction
... cross-sectional volatility, a measure of stock market return dispersion fell to a low level last seen ...rolling volatility also showed the decline in absolute market volatility with ...
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Determinants of stock bond market comovement in the Eurozone under model uncertainty
... the two separate BMA regressions for the core and peripheral EU countries. We fist note that the effect of the macro-finance variables on correlations differs significantly between the two regions. The only variable that ...
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Mexican Stock Market Index Volatility
... Stock Market Index (IPC) the ARCH family models were applied. We analyze market volatility using daily returns of the index during the period 2000-2008, trying to avoid the incidence of the financial ...
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Futures Trading and Its Impact on Volatility of Indian Stock Market
... liberalized market economies who are exposed to volatile stock prices and interest rate changes entail suitable hedging products to pact with ...allow market participants to manage risk in the modern ...
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A study on the behaviour of volatility of the indian commodity market
... of volatility of the commodity ...the volatility changes in daily returns to the Dow Jones Industrial ...the volatility changes cannot be associated with the release of significant economic ...
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The instability of the correlation structure of the S&P 500
... between market volatility and market correlations have shown that, in periods of high volatility, correlations between stock portfolio returns tend to increase ...stock market ...
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SYNTHETIC REVIEW: A REVIEW OF LITERATURE
... of volatility in the Indian stock market during 1993-2003 in terms of its time varying nature, presence of certain characteristics such as volatility clustering, ‘day-of-the week effect’ and ...
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VOLATILITY OF AGGREGATE MARKET INDICES
... financial market experienced a rapid growth of emerging stock ...emerging market returns are higher sample average return, low correlations with developed market returns, more predictable returns and ...
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Volatility of short term capital flows and socio political instability in developing countries: A review
... stock market fluctuations, and short-term capital flows and/or financial liberalization in several emerging ...Consumption volatility, on the other hand, has also increased in emerging markets following ...
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Exchange rates and fundamentals: evidence on the economic value of predictability
... Soosung Hwang and Stephen Satchell, Market Risk and the Concept of Fundamental Volatility: Measuring Volatility Across Asset and Derivative Markets and Testing for the Impact of Derivati[r] ...
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Dynamic instability in a phenomenological model of correlated assets
... Financial markets – as prototypical examples of the col- lective effects of human interaction – have recently attracted the attention of many physicists. This is because, in spite of their internal complications, their ...
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