from one country to the other in the form of comovements in exchange rates, stock prices, bond spreads, capital and trade …

We present four methods of assessing the diversification potential within a stock market, and two of these are based on … consistent picture. The potential for diversification declined almost monotonically in the three years prior to the 2008 …, the diversification potential declined even further in the 2011 European debt crisis and the American credit downgrade. …

this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index … futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and … according to this study establishes that volume has a stronger impact on volatility compared to open interest. Furthermore, the …

The present research investigates the impact of trading volume on stock return volatility using data from the Greek … banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the … on stock return volatility mainly in all quantiles. The findings extrapolated are of relevance and interest to financial …