This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing …. We analyze whether equity volatility, an error prone measure of firm volatility, can explain this difference in loan … spreads. We show that using equity volatility in OLS regressions will result in biased and inconsistent estimates of the …

returns and increased volatility on the UK stock market. …

return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility …

return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility …

by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and … foreign exchange markets. -- Random Lognormal cascades ; GMM estimation ; best linear forecasting ; volatility of financial …

focuses on volatility, where volatility is derived from a GARCH model. The results suggest that models which account for …

In this article the relationship between market return and volatility is examined by applying out-of-sample methodology … unexpected volatility and monthly returns in most of international exchanges. I didn't also find any significant relationship … between forecasted volatility and monthly returns. The results contradict the asset pricing theories which explain a positive …