In this paper, the development of price volatility on German agricultural markets is analyzed. The goal is to quantify … the degree of price volatility for selected German agricultural markets and determine how it evolutes over time. Where …, questions are: Was there an increase in price volatility? Did it came from the world markets? What is the impact of price …

This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using … volatility (absolute returns and squared returns) by employing three measures of long memory. Next, the presence of long memory … in conditional volatility is tested using ARMA-FIGARCH and ARMA-FIAPARCH models under various distributional assumptions …

, size of the company, profitability, volatility, nondebt tax shields and uniqueness of the company in the determination of …

board rise in volatility, a dynamic approach finds a possible association between volatility and trade liberalisation only …

subscribed, age of the firm, book value, leverage, market volatility and ex-ante uncertainty along with post-issue promoter …

and contrasted with the transformation of India and Pakistan. It then calculates and compares the three countries …’ macroeconomic volatility and uncertainty for the observation period (1980-2010), using unbiased volatility and uncertainty measures … 2000s). It shows, for example, that Bangladesh’s GDP volatility and uncertainty have been increasing over time. Reflecting …

allocation framework where the empirical results are equity-like returns with volatility, Sharpe ratio and drawdown. In this …-of-sample forecasting ability, given the growth potential of markets of India in the eyes of global investors. Empirical results indicate …

acquisition strategy. Design/methodology/approach – A total of 360 firms across fast growing sectors in India, namely automobile … volatility and business group affiliation are statistically significant determinants of the firm's acquisition decision. Earnings … volatility follows inverted “U” curvilinear relationship with a firm's propensity to bid for acquisition and business group …

-Scholes assumption of log-normality of the underlying asset return density with constant volatility. The second relative objective is to … financial frame. Besides that, the paper also investigates the information content of three crucial parameters namely volatility …