the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the …A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … probabilistic distribution different from intrinsic GDP volatility. Clusters arrangement is different with some risk country …

The interaction of volatility between the financial markets and gold market is analyzed. The volatility of the price of … of the variables itself. Through these models we proved there is a relationship between the volatility of gold prices and …

volatility of the interbank interest rates, especially after September 2008. Banking institutions from the Euro zone have avoided … random walk? In our research we deal with unit root tests taking into consideration structural breaks and the persistence of … the volatility. We also examine the long run equilibrium between the term structures of interest rates appealing at the …

dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May … 2022, using a family of GARCH models. The empirical results indicate the high volatility persistence across the maturity … existence of weak volatility persistence and rapid mean reversion in the bear market. This shows that the economic response …

dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May … 2022, using a family of GARCH models. The empirical results indicate the high volatility persistence across the maturity … existence of weak volatility persistence and rapid mean reversion in the bear market. This shows that the economic response …

to examine the risk - return trade-off in the term structure of interest rates before and after the introduction of the …

dynamics and measures the persistence of shocks to the sovereign bond yield volatility in India from 1 January 2016, to 18 May … 2022, using a family of GARCH models. The empirical results indicate the high volatility persistence across the maturity … existence of weak volatility persistence and rapid mean reversion in the bear market. This shows that the economic response …

volatility property and the structural break appear to be the common intrigue features of the exchange rates in the two periods … by using the FIGARCH model. In particular, the long memory volatility properties in the two periods are found to be …-FIGARCH model to consider the long memory volatility property and the structural breaks jointly. The main finding is that the …