taxes is to contain price rise and volatility, to generate revenue, and to increase transparency, these arguments are …, volatility and transaction cost using a three-equation structural model for five top selected commodities namely Gold, Copper … cost and liquidity, and a positive relationship between transaction cost and volatility. Therefore, if the government …

In this paper a fiscal consolidation program for India has been presented based on a policy simulation model that …

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset … return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced …

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset … return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced …

. Nikkei 225 futures transactions were blamed for lowering stock prices in Japan, thereby increasing stock price volatility … Nikkei 225 futures transactions and the levels of the Nikkei 225 stock index, CI, IIP or their volatility. The analysis …

observations. In the first stage we make use of the feasible central limit theory for realized volatility, as developed in Jacod …