This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April … 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest … GARCH approach. In the survey, the GARCH model (1,1) was applied to explore the volatility of the BET and BSE traded shares …

The choice of an exchange rate arrangement affects the volatility of the exchange rate: higher flexibility goes ahead … with increasing volatility and vice versa (Flood and Rose 1995, 1999). We investigate the exchange rate volatility of six …-model (Bollerslev 1986) and the Markov Switching Model (Hamilton 1989). We discover switches between high and low volatility regimes …