Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further …. Furthermore, whilst the introduction of the euro has had mixed effects, EU accession has resulted in an increase in volatility …

Data show that better creditor protection is correlated across countries with lower average stock market volatility … protection. -- liquidity crisis, creditor protection, stock volatility, credit crunch …

activity. However, using U.S. data since 1950 we show that the macroeconomic response pattern to stock market volatility shocks … decomposition for consumption growth shows that the contribution of stock market volatility becomes negligible as we go from earlier … of stock market volatility. -- Dow Jones index ; stock market volatility shocks ; economic growth ; consumption …

is correlated across countries with lower average stock market volatility, crises are more frequent in countries with … investment fall by more in countries with poor creditor protection. -- liquidity crisis ; creditor protection ; stock volatility …

volatility …

has roots in fundamentals. Higher market risk predicts greater idiosyncratic earnings volatility as well as dispersion and …

This paper examines the relationship between aggregate insider trading (AIT) and stock market volatility using monthly …-run increase in stock market volatility; this can be attributed to a combination of insiders manipulating the timing and content of …-regulated market, it is plausible that the main driver of the increase in stock market volatility should be the information effect …

particular, an increase in the volatility of idiosyncratic productivity shocks significantly decreases aggregate output without …