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 …

-based forecast could not. This paper considers two issues relating to the informational content of the S&P 500 VIX implied volatility …-based forecasts. It is found that the VIX index both subsumes information relating to past jump contributions to total volatility and …-based forecasts. Implied volatility is a market determined forecast, in contrast to model-based forecasts that employ some degree of …

a volatility index for an asset portfolio on which no options have been issued. The methodology allows volatility … methodology and a benchmark portfolio representing the Spanish stock market (IBEX 35) are used to estimate a volatility index for … framework of uncertainty desired. A comparison between this sectoral volatility index and that of the Spanish stock market …

examines stock market volatility around national elections and finds that investors are exposed to substantial election risk …. Factors that magnify the election-induced excess volatility are identified. The third part presents new empirical evidence …