In this paper, we examined the changes in volatility overflow among the exchange rate of the Japanese yen (JPY), the … and transportation equipment indices). The findings highlighted causality in variance (volatility spillover) among the … variables. We revealed that volatility could also spread indirectly among the variables (from one variable to another through a …

, this study investigates the impact of COVID-19 pandemic on stock market returns and volatility in an emerging economy, i … stock market volatility data from the global financial crisis in 2007/08. Findings reveal that the recent COVID-19 pandemic … developed economy’s equity market. Stock markets in Indonesia and Hungary have experienced volatility during the crisis. While …

The purpose of this study is to find the influence of various macroeconomic factors on the volatility index, as … macroeconomic factors affect stock market volatility, resulting in an impact on the VIX Index, representing the risk in the stock … market. To estimate the significance and importance of the U.S. macroeconomic variables on stock market volatility and risk …

developed and emerging markets in the example of the United States of America (USA) and Poland. According to the hypothesis put … 200 IPOs in Poland and 1200 IPOs in the USA. The study used an analysis of the statistical differences between the groups … and emerging markets in the example of the United States of America (USA) and Poland. According to the hypothesis put …

leading indicator of the global wheat price in volatility transmissions. …

research on this hypothesis to open-market share repurchases. Empirical tests showed that the implied volatility spread was not … implied volatility spread and subsequent stock return volatility around open-market share repurchase events. We concluded that … option traders have private information on the volatility of stock returns and superior information processing ability that …

' involvement in innovation activities impacts their volatility, particularly their idiosyncratic volatility. In this paper, we … empirically examine the effect of innovation on idiosyncratic volatility. To do so, we empirically examine the impact of … innovation, measured by patents weighted by citations and R&D expenditure, on the idiosyncratic volatility of firms. Using a …

Rogoff predicted that the U.S. dollar will depreciate and that exchange rate volatility will return. The coronavirus …