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This study examines the moderating effects of the real exchange rate and its volatility on the finance-growth nexus in … levels of the real exchange rates and its volatility. The findings show that financial development has a long-term positive … impact on economic growth, but this impact is weakened by real exchange rate and its volatility. The marginal effects of …
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, the author argues that there is a relationship between HFT, increased market volatility, fall in trading activity …
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change was observed both in the correlation and volatility levels for specific market segments, as well as in the market …
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250-day time window were investigated by measuring realized stock returns and realized volatility. We examined the normal … distribution and frequency distribution for both daily stock returns and volatility. We also determined the beta-coefficient and …. We compared the stock volatility and stock returns for specific time periods i.e., non-crisis, before crisis and during …
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, while studying the relation between the herding behavior phenomenon and market profitability and volatility. The results …, asymmetrical and elevated volatility levels ensue, with a higher probability of profit than losses of the same magnitude. However …, results are less visible when one looks at the causality relation between herding and market volatility. This paper …
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