volatility. Our methodology shows the efficacy of stabilization policies, initiated notably by the Federal Reserve, in dampening …

forward premiums on monthly exchange-rate returns in a framework that allows for volatility timing. We implement Bayesian … stochastic volatility innovations and (2) strategies based on combined forecasts yield large economic gains over the random walk …

announcements from the U.S. were selected, and an empirical analysis of the daily returns, volatility, and volume of the selected …

This study investigates the volatility and external shock persistence within the financial and alternative assets … experienced an increase in volatility, except Bitcoin, across all observation periods. Islamic stock and ESG indexes exhibited … high volatility before the Covid-19 outbreak. During the pandemic, all assets became more volatile. In addition, Islamic …