Since January 2020, we have been experiencing times of uncertainty and volatility. This study aims to analyze the … behavior of cryptocurrencies during periods of volatility and whether they can be considered safe-haven assets. To measure … volatility, we utilize the VIX and estimate linear regression models between both variables. The results obtained, using the five …

volatility that has been proposed for the real options approach (ROA), and also provide a theoretical and practical explanation … for estimating an unbiased volatility and unconditional for this methodology. The results of the research suggest that the … use of the current methods generates a marked overestimation of the volatility, which is ultimately transmitted in the …

volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … of the volatility parameter for an asset using methods of the Bayesian approach to statistics. As prior distributions for … volatility parameter, models of the Gamma family and the Standard Levy are assumed. The results obtained using the proposed …

short sales implemented have not corrected the falls in quotations or the volatility. However, there is a significant …

COVID-19 pandemic on the dates of study, as the main result it is obtained that in general there is a very high volatility …

volatility public sector expenditure, cyclical lag of monetary aggregate fluctuations and countercyclical interest rates …

1970 and 2002, their volatility and effects on the Latin American macroeconomic performance. Volatility is measured by … means of the variation coefficient, which is calculated in two forms. The results show that the volatility of capital …

referred disturbances. Empirical evidence shows that explicit interest rate targets result in higher exchange rate volatility …

¿ market value, and to examine its influence on volatility. The sample used contains all the firms that, while trading in the … certification. To estimate the variation in volatility, we have used four tests, two parametric, one non-parametric and a proposal … certification, increasing also volatility. El objetivo del presente estudio consiste en analizar el impacto que la publicación de la …