short-term market volatility
Determinants of stock bond market comovement in the Eurozone under model uncertainty
... bond market volatility confirming our previous results on the dominant role of bond ...in short-term interest rates and decreases in inflation tend to elevate stock-bond ...
24
Short term evolution of forward curves and volatility in illiquid power markets
... wholesale market is that, at present, it is quite ...the market –Endesa and Iberdrola– to negotiate a percentage of their production capacity (Virtual Power ...
30
The Short-Term Counter-Trend Trading Strategy Guide
... low volatility environments with strong equity performance, but the level of market noise has substantial impact on the returns of equities and the effectiveness of short-term counter-trend ...
18
Anticipating Long-Term Stock Market Volatility
... component volatility specification in the spirit of Ding and Granger (1996) and Engle and Lee (1999), and separates short-run fluctuations in volatility from long-term ...the ...
55
A Global Market Rotation Strategy with an annual performance of 41.4% since 2003
... For the design of a well performing rotation strategy, it is important that the selected ETFs are not too volatile, show longer term visible trends and have a good market volume, so that they cannot be ...
6
Information in the term structure of yield curve volatility
... and short-end volatility factors and three liquidity measures: PS, HPW and ...when volatility is predicted with lagged liquidity, panel B2 considers the opposite ...long-end volatility at ...
69
Is there co movement between the China and US agricultural futures markets?
... and short- term relations, respectively, and discuss the long-term equilibrium relation and the short-term return and the volatility spillover effect, ...various market ...
9
Short-Termism and Corporate Myopia: The Values Assigned by the Market to Short-Term and Long-Term Firms
... These problems have persisted over time and are reinforced in an important paper by Graham and Rajgopal (2006). Their research ties in prior observations of excessive discounting to the widespread influence of ...
40
Long and Short-term Volatility Comovements in the East Asian Stock
... analyzed volatility comovement and contagion in the stock markets of four countries (China, Japan, Korea, and Taiwan) in East Asia, which are closely connected with each other geographically and economically in ...
16
THE IMPLEMENTATION OF MONETARY POLICY IN AUSTRALIA
... the market interest rate, with the effect being particularly pronounced for the 10-year bond ...more volatility into the short end of the yield ...increase short-term volatility ...
37
Volatility of short term capital flows and socio political instability in developing countries: A review
... the short-run as they are to news, market rumours, and political risk variables and therefore good fundamentals may not be sufficient to avert a financial crisis (Eichengreen et ...
26
A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics
... European style options on the S&P500 index traded at the CBOE form the most liquid option market as of today. Prices of options with a fine range of different strike prices are available daily. Indeed, the ...
53
Predicting Short-term Market Returns and Volatility Using Index of Consumer Sentiment
... stock market movements in short-run and reports that stock returns Granger-cause consumer confidence at very short period, but not vice ...on market volatility for both individual and ...
14
Volatility transmission between stock and bond markets
... international volatility contagion effect was documented by King and Wadhwani (1990), who found that the correlation between market movements in different countries and general levels of volatility ...
24
The determinants of Dutch capital structure choice
... the relevant theoretical attributes are not directly observable, we can observe a number of indicator variables that are linear functions of one or more attributes and a random error term. The model consists of ...
27
How do Firm Characteristics Affect Capital Structure? Some UK Evidence
... Profitability is measured as by ratio of EBITDA to total assets. The regression results of models have shown that profitability is negatively related to leverage except for short- term debt ratio and it is ...
57
Strategic complementarity, fragility, and regulation
... high market illiquidity and conservative investors the liquidity requirement has to be tightened while the solvency one relaxed; prudential constraints may have to be modified with higher disclosure levels ...
57
Young family firms: Financing decisions and the willingness to dilute control
... 28 We proposed Hypothesis 1 on the basis that any positive relationship between leverage and ownership concentration would be due to the non-dilution entrenchment effect; that is, firms with significant shareholders are ...
55
POLICIES AND SHORT TERM POWER MARKET IN INDIA
... In pursuance of the provisions of the EA2003, the government notified the National Electricity Policy (NEP) in February 2005. The policy laid emphasis on promoting competition through market development by setting ...
6
The Domestic Market for Short-term Debt Securities
... London market for Australian dollars. Unsecured borrowings in this market are generally quite limited, ...raise short-term funds offshore (such as ADIs and the states’ central borrowing ...
10