to construct a volatility connectedness index. We then estimate the contemporaneous return sensitivity of every non …, illiquidity, and idiosyncratic volatility. Abnormal returns are asymmetric; they are primarily driven by firms whose returns …

This paper analyzes stock market volatility for the financial industry after the TARP (Troubled Asset Relief Program …) legislation was passed. The purpose of this paper is to determine how TARP money affected short-term volatility of the market … measure volatility by employing the following methods: in order to measure intraday volatility, Parkinson (1980) and Garman …

against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices …

and supervisory arrangements adequate when market volatility increases and financial institutions come under stress? In …

This study examines the moderating effects of the real exchange rate and its volatility on the finance-growth nexus in … levels of the real exchange rates and its volatility. The findings show that financial development has a long-term positive … impact on economic growth, but this impact is weakened by real exchange rate and its volatility. The marginal effects of …