substantial volatility in wholesale market prices, significant financial distress among major industry organizations, and …

This study investigates the influence of past volatility on individual investors' forecasting behavior. We conducted … two experiments in which we used real stock prices to construct low- and high-volatility time series, and asked …%, 70% and 90% confidence intervals. Past volatility has a weak effect on future forecasts that are sensitive to minor …

.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … persistence of volatility in the group was observed by empirical measurement of econometric models GARCH. The test ARCH … volatility. The sum of the coefficients of reaction (ARCH) and persistence (GARCH) resulted in values very close to 1 for these …

aims to analyze the volatility process of the return the prices of beef cattle in the State of São Paulo; examining two … factors determinatives, the persistence of shocks and asymmetry in the volatility, by means of the application of ARCH …/GARCH models. The empirical results had shown persistence reactions and asymmetry in the volatility, that is, the negative and …

volatility comparable to the Great Moderation of the 1980s-2000s. This moderation occurred despite a lack of central banks, low …

volatility of the underlying component stocks. Traditional finance theory asserts that futures and "cash" markets are connected … experience significant increase in both trading volume and return volatility. However, deleted stocks experience no significant … change in either trading volume or return volatility. Both daily and monthly return variances increase following index …

) model of the U.S. economy with both stochastic volatility and parameter drifting in the Taylor rule. They use the results of … Moderation. Instead, changes in the volatility of structural shocks account for most of it. Also, although the authors find that … periods is attributed to the time-varying volatility of shocks. The history for inflation is more nuanced, as a more vigorous …

We analyze exchange rate volatility in the Visegrad Four countries in the course of their abandoning tight regimes for … generalized error distribution. The overall findings are that volatility path dependence has a limited effect on exchange rate … developments and introduction of floating regimes tends to increase exchange rate volatility. During the period of flexible regimes …

analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies … of the Visegrad group: an increase in volatility after a floating exchange rate regime was introduced. The case of the …

volatility, it would actually increase domestic price volatility in developing countries, largely by restricting imports when …