use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use … of numerical methods for pricing, hedging, and risk management of financial instruments. …

observed that the volatility shocks are quite persistent and take a long time to die out. September 11, 2001incident and … thereafter war on terror has increased the conditional volatility of foreign direct investment and has statistically significant … volatility. One interesting finding of this study is that the impact of Non-Democratic regime before September, 11 scenario is …

In this paper we examine the issue of asymmetry in the return and volatility spillover effects from the US equity … market into the Canadian and Mexican equity markets. We model the conditional volatility of the returns in each of the three … considerably from those for Mexico. In particular, the empirical results indicate that volatility spillover effects, but not return …

The authors re-examine the return-volatility relationship and its dynamics under a new vector autoregression (VAR … the recently published VKOSPI (in Korea) - and their stock market indices, the authors find an asymmetric volatility …

relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the … heteroskedasticity in the VAR estimates of ETF returns. Daily data on ETF returns that follow different stock indexes in the USA and …

return high leverage factors should not be used for hedging, due to the higher volatility and target-shortfall probability. … management the ETFs with negative leverage factors can also be applied for the hedge or cross hedge of a portfolio. These hedging … case that a bearish market is supposed, minimizing the variance of the hedge seems not to obtain better hedging results …

challenges are interconnected within a complex global economy, where diverse factors add to price volatility and food scarcity …

politische Gegner, die Finanzkrise und Sparmaßnahmen. In den USA wurzelt der Angriff auf die Gewerkschaften des öffentlichen … Veränderungen Rechte des collective bargaining im öffentlichen Dienst auf staatlicher und lokaler Ebene aller 50 Staaten der USA …