of bankruptcies. In this framework, we find that stock market volatility may damage the real economy if the stock market … is too relevant. In particular, an increase of volatility worsens the economic performance through the stock market …

volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that …. The results for both stock market returns and volatility suggest that spillover effects vary across different time periods …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

return volatility. Besides, the increases in the STT rate have mixed effects on market efficiency, either improving or …

philosophy of risk sharing and strict rules governing its activities to be in line with Islamic Law (the Shariah), the industry … Malaysian IFSIs are investigated to gain insights into their performance in terms of volatility and correlations with the market … this volatility into their contributions from the point of view of different time scales. The findings are that IFSIs are …

proponents, and their neglect of dynamic aspects. Especially, because risk is necessarily tied with unfulfilled expectations, it …

A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the … probabilistic distribution different from intrinsic GDP volatility. Clusters arrangement is different with some risk country …