between the determinants of inflation and its volatility by using monthly data for 1990:M1-2007:M5. The determinants of …

, it is found, has a significant impact on domestic money supply and stock market growth, liquidity and volatility. The …

This study aimed at understanding the Nigerian Stock Market with regards to volatility and prediction, to this effect … volatility. The study found the presence of volatility in all the four stock prices used, while stock price volatility was then …, only two companies¡¯ stock prices were predicted by volatility in their stock prices, while past stock prices predicted …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

This paper investigates the effect of exchange rate volatility on US-UK bilateral trade flows. As part of econometric …

Heteroscedastic (ARCH) processes to the series in order to model their volatility. The paper finds that just two series have a …

shows that the evolution of portfolio volatility is influenced by the effects of the current global financial crisis. …

This paper develops measures of long-run equilibrium price levels (P*) for Japan and Germany following the approach … in the U.S. case because the velocities of the broad monetary aggregates (M2+CDs in Japan and M3 in Germany) exhibit … money demand to construct measures of equilibrium velocity and P for Japan and Germany. We then assess the explanatory power …