trading volume, bid-ask spread, Amihud illiquidity ratio, and price volatility between the two periods. Event study was … analysis was also applied by controlling for factors that might influence valuation, liquidity, and volatility. The standard … market liquidity deteriorated following the relaxation of the price floor. Third, the price volatility increased in the post …

study we investigate the mean-volatility spillover effects that happen across international stock markets. The study, by … taking into consideration the stock market returns based on various indices, investigates the mean-volatility spillover … precise and separate measures of return spillovers and volatility spillovers. The analysis provides the evidence of strong …

noventa. Este trabajo, con un minucioso análisis de los datos, muestra que esto no es cierto. La volatilidad del PIB permanece … económica porque una menor volatilidad del PIB (la característica principal de la Gran Moderación) se puede asociar con … and nineties. Through painstaking empirical analysis of the data, this paper shows this is not the case. Output volatility …

período incluye cambios seculares en la estructura económica y una reducción sustancial de la volatilidad del PIB. Se detectan … de forma robusta dos rupturas estructurales en volatilidad, que se localizan al final de la II-GM y en torno a 1984, lo … la reducción en la volatilidad asociada a la GM está únicamente vinculada a las características de los períodos de …

pricing behaviour. In particular, the volatility of electricity spot prices is the feature that best characterises the current … Spanish market. Since an understanding of the volatility process in the electricity market is critically important to … distributors, generators and market regulators, this article focuses on the asymmetrical pattern of the volatility of Spanish …

attributed to changes in exchange rate, exchange rate volatility and NAFTA. This paper quantifies the effects of the changes in … Mexico-United States real exchange rate, its volatility and NAFTA on Mexico-United States flows of milk powder and … contributes, with empirical evidence, to the debate on the effects of real exchange rate changes and its volatility on agri …