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 …

, Japan loses ground in the public?s perception with German companies increasingly moving towards China. Moreover, Germany … ger?t Japan im Zuge der Hinwendung deutscher Firmen nach China in der Wahrnehmung der ?ffentlichkeit zunehmend in den …??ten Absatzmarktes der Welt. Die Kernfrage dieser Untersuchung lautet: Welche Methoden des Markteintritts in Japan existieren f?r diese …

rates at a given future date triggers a reduction in exchange rate volatility during the interim period. Using a Markov …-switching GARCH model this paper estimates the volatility processes of four EMU exchange rate returns vis-à-vis the German mark using …

/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 …