integration of European financial markets emphasizing the enormous structural changes that came about since the euro has been …

When regulating the financial system, the volatility phenomenon seems to emerge, practically, as a phenomenon which is … volatility of prices and returns. At the same time, the leverage has also got a role at both levels: the capital structure of the … firm and the investors’ strategy. We examine the return and volatility in relation to leverage by considering different …

The volatility of exchange rates leads to a reduction of international trade volumes, especially in emerging economies … flows, which comes timely after the increased volatility between the Euro and Arab national currencies during the last few … exchange rate volatility on trade using monthly time series for the last ten years from 2000 up to 2011. By means of a Vector …

Co-movements in equity markets may reflect either financial contagion or stock market integration. While the former …-term shocks to volatility of all Islamic equity indices. The GCC Islamic equity index is the most susceptible with the shocks … equity index over Sukuk index in the short run and long run. Finally, we find the nature of weak stock market integration …

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 …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

return volatility. Besides, the increases in the STT rate have mixed effects on market efficiency, either improving or …

volatility for a sample of both net oil-exporting and net oil-importing countries between 1995:09 and 2013:07. We accomplish that …. The results for both stock market returns and volatility suggest that spillover effects vary across different time periods …