connection, this study shows that a trade, wages, andinvoluntary unemployment debate should always be aware of the complex … connection, this study shows that a trade, wages, andinvoluntary unemployment debate should always be aware of the complex …

volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …

into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …

We quantify the effects on contingent claim valuation of using an estimator for the volatility of a geometric Brownian … motion (GBM) process. That is, we show what difficulties can arise when failing to account for estimation risk. Our working … problem uses a direct estimator of volatility based on the sample standard deviation of increments from the underlying …

Cyclical sensitivity in employment, wages, and hours worked are explored with reference to three industries and eleven … to be inadequate because of marked rigidities in the patterns of short-run adjustment. Money wages are very stable, being … periodicities in the patterns of residuals derived from trend-line estimates of money wages confirm a supposition that urban …

volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …