This paper examines long memory volatility in international stock markets. We show that long memory volatility is … memory in volatility than emerging and frontier countries and that stock market jumps are negatively correlated with long … memory of volatility. Overall, our results provide some evidence of a link between stock market uncertainty and macroeconomic …

exchange rate, interest rate, money supply, and oil prices on volatility in their stock markets. Investor can search for …

In this paper, we challenge the traditional assumption of a linear relationship between exchange rate volatility and … volatility positively and significantly influences economic growth when growth in government spending is below 6 percent. Above … this 6 percent threshold, volatility exerts an insignificant effect on economic growth. In light of the adoption of a free …

affecting the Indian stock market volatility. There is a general belief on macroeconomic variable affects the functioning of … stock market and its volatility (PallaviKudal 2010). In developing countries like India stock markets are sensitive to … researcher to find out whether the macroeconomic variable changes create any volatility in the Indian stock market. This study …

correlations between monetary policy, economic growth, inflation and asset price volatility, explores the creation of financial …-level pre-warning system for currency crises, bank crises and asset bubble crises. The book systemically introduces the idea of …

Skewness in Expected Macro Fundamentals and the Predictability of Equity Returns: Evidence and Theory.The paper to which these …

professional forecasters can predict equity excess returns, a finding which is robust to controlling for a large set of well … an otherwise standard endowment economy can substantially increase the model implied equity Sharpe ratios, and produce a … large amount of fluctuation in equity risk premia.The appendices for this paper are available at the following URL: "http …