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. Implied Volatility Forecasting Realized Volatility -- Chapter 5. Implied Volatility Estimating Currency Options Price …This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New …. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes …
Persistent link: https://www.econbiz.de/10012508395
Introduction -- Volatility -- Realized Volatility -- Valuation -- Risk & Monetary Impact -- Hedging -- How Far the Risk …This textbook provides a first-hand account of impact of volatility on valuations. It focuses on valuation of the … investment with fair, practical and insightful explanations. Volatility in markets can form the foundation of fair value. A …
Persistent link: https://www.econbiz.de/10012821385
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess … volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions. …The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been …
Persistent link: https://www.econbiz.de/10013192353
Demand -- Major Stock Markets of the World: An Overview -- Literature Review -- Objectives and Methodology of the Study … as the crude oil prices and stock market volatility that have been caused due to outbreak of this pandemic. The pandemic … has changed the world melodramatically and major world markets collapsed in the beginning, affecting major industries in …
Persistent link: https://www.econbiz.de/10012399769
and Styles -- 5. Mutual Fund Flows -- 6. Ratings -- 7. Diversification -- 8. Persistence -- 9. Volatility -- 10 …“A useful guide full of important information for those who want to enjoy the trip around the difficult world of asset … organized around several important topics: size, diversification, flows, active management, volatility, performance persistence …
Persistent link: https://www.econbiz.de/10012596820
Chapter 1. Public Private Partnerships in Transportation: Airports, Water Ports, Rail, Buses, and Taxis- AN OVERVIEW -- Chapter 2. Evaluating The Viability of The Ghana Airport Cargo Centre as Publica-Private Partnership Project -- Chapter 3. The role of individual actors in public-private...
Persistent link: https://www.econbiz.de/10012802391
Slovakia: Measures and Results -- Chapter 10: Political risks of Post-COVID World and Their Economic Consequences -- Chapter 11 … decision of authorities. The uncertainty of the future economic revival obliges scientists around the world to unite in search … around the world, several waves of coronavirus, and a global pandemic have forced most states to seek extraordinary measures …
Persistent link: https://www.econbiz.de/10012793256
This book highlights the economic and social science perspectives in light of COVID-19. During 2020, leaders found themselves at historic crossroads, taking decisions under remarkable pressures and uncertainties. However, windows of opportunity are being created to shape the economic recovery,...
Persistent link: https://www.econbiz.de/10013040843
the structural constraints and imbalances underpinning such global problems, the world economy is doomed to experience an …
Persistent link: https://www.econbiz.de/10012396777
This book provides a study on the impact of Brexit on international competitiveness and in doing so, presents a theoretical account of regional disintegration. In recent decades, the theory of regional economic integration has expanded following growing integration processes taking place not...
Persistent link: https://www.econbiz.de/10012397020