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 …

valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely … Australian markets which show that this model improves high frequency volatility forecasts. This is most evident for news which …

This study analyzes the impact of stock market liberalization on emerging equity market volatility, in twelve emerging … time-varying nature of conditional volatility following initial market opening. Second, we analyze the effect of … liberalization on stock market volatility while controlling for the fundamental sources of emerging equity market volatility. Finally …

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 …

acceptance of CDM. The outgrowth of CDM from a proposal from Brazil to establish a Clean Development Fund gave developing …

electrical energy and peak demand in India and Brazil. Using very conservative assumptions, we find that the cost of conserved … of avoided peak installed capacity is 6 and 9.5 times less than the cost of new installed capacity for India and Brazil … national savings of the order of US $1.2 million per day for India and US $2.5 million per day for Brazil are reached in 10 …