(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. …

, measured by India VIX on the price volatility of the five base metals. The findings of the study suggest that there is presence … 2013. To assess the impact of the recent Global Financial Crisis on trading of base metals, the price volatility of the … base metals has been examined using GARCH models. The paper also studies the effect of implied volatility of equity market …

intraday volatility measurements and implied ones obtained from options market (VIX). For that we propose the use of intraday … information to estimate volatility for the cases where the stock markets do not have an associated option market. …

The interaction of volatility between the financial markets and gold market is analyzed. The volatility of the price of … gold in euros, the price of gold in dollars, the U.S. industrial production índex, the S&p500 index, the VIX índex and the … IPI→S&P500; S&P500→VIX; VIX→PSI20. The analysis of the variance decomposition indicates the prevalence of the explanation …

-term downward trend for European indices CAC40 and AEX and short-term index ATX. The estimation for European indices DAX, FTSE and …

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 …

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

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 …