rate volatility of the currencies in the West African Monetary Zone (WAMZ) for the period 1960M01-2011M12. The study … selects a sub-sample period of 2000M1 to 2011M12 to investigate whether central bank intervention decreases volatility of the … other countries. The impact of central bank intervention on exchange rate volatility is also found to be inconclusive for …

This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …

change was observed both in the correlation and volatility levels for specific market segments, as well as in the market …

between studying financial data in terms of the concept of volatility and in rapport to analysing financial data in terms of …

This article investigates price transmission mechanism and volatility impact between Chinese cornstarch futures market … price and corn futures price. The launch of cornstarch futures market can slightly reduce volatility of domestic corn …

This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and … the period 2004-2014. In this study, the EGARCH (1, 1) model results suggest the existence of persistence of volatility …

This paper examines the effect of foreign exchange news announcements on the volatility of stock returns in Nigeria … volatility equations. The empirical results revealed a positive and significant effect of exchange news announcements on stock … market volatility in Nigeria under symmetric conditional variance. However, there was strong evidence of asymmetric effect …

market was shown to react to news unequally. Volatility spikes sharply when unexpected adverse news reaches the market while …