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This paper will provide information on what happened in the financial crisis of 2008 and how to graph volatility … which markets should be reviewed. A study of the different markets is conducted using volatility, correlation and returns in … three important trading markets — all volatility 3d graphing is performed using the Poseidon software …
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We study stock market reactions to the Brexit referendum on 23 June 2016 in order to assess investors' expectations about the effects of leaving the European Union on the UK economy. Our results suggest that initial stock price movements were driven by fears of a cyclical downturn and by the...
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Until now, stock market responses to a distress scenario for oil prices have been analysed considering prices in domestic currency. This assumption implies merging the commodity risk with the exchange rate risk when oil and stocks are traded in different currencies. This article proposes...
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volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …
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