Purpose – The purpose of this paper is to examine volatility transmissions between portfolios of cross-listed equities … and exchange rate differences and also the volatility persistence for home, foreign equities, and exchange rate … impact first on the volatility persistence for foreign equities that are listed in the UK and German markets, second on the …

stock returns; and volatility persistence can significantly improve the common risk factors' impact in explaining the time …. A general equilibrium model that incorporates volatility exposure in a Fama-French framework would be a challenging task … common stocks is widely known, the approach is the very first that extends its support with respect to volatility models. …

and burdensome ones. In the currentsocio-economical context, market and stock volatility raises questions about fair … volatility, auditors should ensure that valuation methods andassumptions used by management under normal conditions for …

apply statistical analysis, volatility and correlations, to characterize the business cycle of fundamental variables for the …

volatility are used: the standard deviation and the coefficient of variation of the rates of change of the real exchange rates …

Modeling of volatility has been felt one of the major academic contributions in Indian commodity futures market. We … have selected black pepper as a commodity for estimating volatility and its spillover incorporating a series of models. We …