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 …

/USD Wechselkurs mit experimentellen Prognosen von Studenten für eine simulierte Zeitreihe verglichen. Die Ergebnisse zeigen, dass sich …

Over the past few decades, many countries have experienced a marked decline in the volatility of output. However, there … is still a significant difference between developed and developing countries in the level of output volatility. A … proposed explanation for this phenomenon is the impact of economic policies on output volatility in developing countries. The …

Japan. We also test for the presence of causality-in-mean and volatility spillovers. The econometric framework is a four … found to play a role in a minority of cases, with mixed signs. Finally, most cases of volatility spillovers occur from …

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 …

exchange market volatility. Due to increases in market uncertainty, crisis periods exhibit abnormally high levels of volatility …. By studying short-term changes in volatility dynamics, it is possible to identify the start and end dates of crisis … the volatility of rand returns between January 1994 and March 2009. Dummy variables controlling for the detected shifts in …

verbessern.Kapitel 5 beschäftigt sich schließlich mit dem Einfluss der jüngsten Finanzkrise auf die Kreditverfügbarkeit für KKMU …