and bond flows, as well as the dynamic linkages between exchange rate volatility and the variability of these two types of … activities to maximise returns and minimise exposure to uncertainty. Furthermore, since exchange rate volatility and the …

, volatility, and cross-market GARCH-in-mean effects. Hypotheses about the importance of different channels are tested. The results … dominating in Asia, and regional spillovers in Latin America and the Middle East. -- Volatility spillovers ; contagion ; stock …

suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

the euro area (Belgium, France, Germany, Greece, Ireland, Italy, Portugal and Spain) using daily data for the period 1994 …. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility has a … significant impact on both stock returns and volatility; specifically, an increase in news volatility is always associated with a …

This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

In this paper we model the volatility of the spread between the overnight interest rate and the central bank policy … 2007. During the crisis, the policy spread exhibited signs of volatility, owing to the breakdown in interbank market … activity. The determinants of this volatility are assessed using Stochastic Volatility models to gauge the role played by …

Deutschland durchgeführt hat. Ziel des Workshops war es, zur Klärung der Konsequenzen eines - aufgrund ökologischer Grenzen für … of Greenpeace Germany. The workshop aimed at contributing to a better understanding of the consequences of reduced …