volatility in Ireland. EGARCH models are used to uncover volatility changes in the periods before and after the introduction of … the new trading product in Ireland. We find that CFDs appear to have lowered asset-specific volatility across the majority … of equities traded on the Irish Stock Exchange. These findings do not correspond to the expected volatility increase …

2000s. Their inception has been linked by some market analysts with the large commodity price increases and volatility … investigate whether the volatility and liquidity effects are more pronounced in larger or smaller sized commodity markets. The … results indicate that larger market proportional ETF holdings are associated with higher EGARCH volatility. Smaller commodity …

volatility at the time of CFD inclusion and segregation in Australian equity markets at the index and equity-specific level. A …

This paper examines the time-varying conditional correlations of daily European equity market returns during the Irish …