in emerging countries tend to have shorter duration and larger amplitude and volatility than in developed countries …

reservations about the impact of foreign speculators on both expectedquot; returns and market volatility. We propose a cross … depositary receipts country funds and other financial instruments, in an extranational market and market volatility in emerging … statistically weak. The effects on volatility and correlation are less robust.quot …

volatility. The model predicts that volatility leads high frequency traders to reduce their provision of liquidity. Finally, we …

role for credit growth (beyond its role in constructing the inflation forecast) would reduce the volatility of output and …

the United States to show how stock volatility has changed over time. It also uses various measures of volatility implied … 2008. This episode was associated with historically high levels of stock market volatility, particularly among financial … sector stocks, but the market did not expect volatility to remain high for long and it did not. This is in sharp contrast to …

that, after monetary policy announcements, the conditional volatility rises more for firms with stickier prices than for …

Data show that better creditor protection is correlated across countries with lower average stock market volatility …