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analysis is that the uncertainty about the future evolution of debt increases when the volatility of exogenous shocks that …
Persistent link: https://www.econbiz.de/10010691643
effect of these bans on liquidity, returns, volatility and market efficiency comparing a sample of 23 financial stocks with a …, volatility and market efficiency between the two groups, testifying the inability of restrictions to achieve the purpose for …
Persistent link: https://www.econbiz.de/10010691998
The main objective of this article is to study the relation between volumes and return asymmetries for most of the Latin American Stock Markets, including Argentina, Brazil, Chile, Colombia, Mexico and Peru. The selected methodology for this study considers the first three moments of operational...
Persistent link: https://www.econbiz.de/10010692905
When determining a stock to buy, Strahilevitz et al. (2011) demonstrate that individual investors often repurchase a stock previously traded for a profit as a learning process. When evaluating a decision, people use the most available information that comes to mind. We posit that the most...
Persistent link: https://www.econbiz.de/10010693382
relationship between budget deficit and inflation in Iran. At the end, we obtained volatility of budget deficit by using GARCH … model, and showed that, volatility of budget deficit has a positive effect on the inflation too. …
Persistent link: https://www.econbiz.de/10010695805
underdeveloped. They therefore suffer especially from the notorious volatility of natural resource prices. Volatile oil prices harm …
Persistent link: https://www.econbiz.de/10010696417
stock exchange market. We analyze the impact of such halts on the main market factors: return, volatility and volume. Our …
Persistent link: https://www.econbiz.de/10010760433
jumps in volatility within minutes of disclosure. The use of high frequency data at given intervals has been shown to …
Persistent link: https://www.econbiz.de/10010762459
jumps in volatility within minutes of disclosure. The use of high frequency data at given intervals has been shown to …
Persistent link: https://www.econbiz.de/10010762472
government size can hide the net growth effects from volatility. There exists a positive direct and a negative indirect channel …, with the latter operating through the size of the public sector. Risk-averse citizens respond to volatility either with … to democracy the indirect channel dominates. Volatility has a positive net effect on growth in autocratic nations, but a …
Persistent link: https://www.econbiz.de/10010762829