contribute to the volatility of these materiality measures over a period of time. …

In this paper we investigate the effects of volatility of the fundamental determinants of trade on trade flows in … and real income and their associated conditional volatility. We consider a vector error-correction model with conditional … run. Also, some preliminary results show that there might be some non-negligible volatility effects of fundamentals on the …

, the Ibovespa and sync up with the S&P500 in New York. The main target is to determine differences of volatility, in the … difference in volatility exists. …

This paper investigates the dynamic properties of both return and volatility of the oil price. The analysis is carried …

information and volatility and to allow the emergence of a consensus. The use of these interruptions is very frequent on the … capitalizations. However, our empirical study emphasizes an inefficiency of the reservations of quotation. Indeed, the volatility of …

which the price and the volatility are the main variables used by the function EVaR. …

domestic economic volatility. The economic theory recommend increase of international trade require integration into huge, even …, however, economic theory also suggests that smaller economies should familiar with greater levels of volatility than larger … verification presented here suggests that the level of domestic economic volatility is not only because of international trade …

volatility in Nigeria.  The data sets on monthly All Shares Index Prices of NSE, and consumers’ price index (CPI) cover the …, inflation volatility exerts significant positive impact on stock market returns and during the global financial crises … its volatility have negative effects on the volatility of stock market returns, though significant for inflation and …

conditioned on order size) to the volatility of price change. To a lesser extent, we also examine the impact of these parameters … number of orders, of any size, and volatility; (b) the price change in each order size category increases as order size … increases; (c) number and proportion of orders are uncorrelated with price change per se; and (d) volatility appears negatively …