, tacit collusion, taking the form of postponed capacity investment, may occur in Markov Perfect Equilibrium. Volatility and …

This paper examines the impact of MIB30 Index Futures on the volatility of the Italian Stock Exchange. The results … suggest that the onset of futures trading may have led to diminished daily volatility. They also suggest that the nature of … the volatility itself has not changed between the pre-futures and post-futures periods although a lower volatility is …

was due in large part to macroeconomic volatility that depressed private investment and growth. Using cross-sectional data … investment rates, both of which were negatively effected by volatility (in terms of trade, real exchange rate, and public … Nigeria’s higher macroeconomic volatility. Simulations suggest that if Nigeria had had lower levels of volatility and better …

, many types of instruments can be used:futures market,spot market, and forward market.However, the degree of volatility …

In this paper, we introduce a volatility-based method for clustering analysis of financial time series. Using the … volatilities. The proposed method uses the volatility behavior of the time series and solves the problem of different lengths. As …

This paper assesses exchange rate development and volatility in six new EU member states (Cyprus, Czech Republic … return and the exchange rate volatility is analyzed using moving average standard deviations of the annualized daily returns …, SKK) entered into the mechanism at the optimal time of stable exchange rate development and low volatility. On the other …