describe the most typical features of capital markets like volatility clustering, excess kurtosis and fat tails. As empirical … evidence shows asymmetry is also a prominent feature of stock market returns volatility. The reaction of risk if stock returns …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these …

velocity volatility at both business cycle and long run frequencies. With filtered velocity turning negative, starting during …. -- Volatility ; business cycles ; credit shocks ; velocity …

volatility of short-term money growth. The present paper investigates the impact of German money growth volatility on income … velocity and money demand in view of Friedman's money growth volatility hypothesis. Granger-causality tests provide some … evidence for a velocity-volatility linkage. However the estimation of volatility-augmented money demand functions reveals that …