The purpose of this paper is to investigate the volatility impacts of the suspension of a call auction system by the … volatility on NSE is compared with that of the Bombay Stock Exchange using two volatility proxies: modulus of log returns and … scaled intra-day price difference. We also focus on conditional volatility by estimating an AGARCH model on seasonally …

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 …

This paper explores the influence of the foreign exchange rates variation on the returns and volatility of the stock … influenced not only the stock returns but also their volatility. However, between March 2010 and December 2012 the impact of the … exchange rates variation on the returns and volatility of the stock prices depended on the factors such as the foreign capitals …

volatility of the interbank interest rates, especially after September 2008. Banking institutions from the Euro zone have avoided … the volatility. We also examine the long run equilibrium between the term structures of interest rates appealing at the … money markets from Euro zone, Bulgaria, Czech Republic, Hungary, Poland and Romania and propose some volatility transmission …

value and volatility of bank’s assets for a random sample of 13 Public and 8 Private sector banks in India over the period … value considers the riskiness of the equity and assets both. It is found that the volatility of banks assets is …

This study analyses the effects of changes in the international oil price and price volatility on the macro-economy of … oil price but also by its price volatility. M2 increases as a response to an oil price increase, which suggests that as …

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 …, measured by India VIX on the price volatility of the five base metals. The findings of the study suggest that there is presence …