influenced by the spot volatility. This negative impact of spot volatility is also verified for the risk premium, with the latter … are Phase, market and data span dependent. Moreover, results are independent on the volatility forecast used and important …

uncertain and subject to learning. We discuss phenomena related to the volatility and predictability of asset returns, stock …

Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock …/methodology/approach – The analysis utilizes the exponential generalized autoregressive conditional heteroskedasticity (EGARCH) model, the cross-correlation … function approach, and realized volatility for daily and intraday stock price data that cover the period from January 5, 2004 …

: domestic, external, and institutional factors. In addition, I consider the connection between volatility and bond yield spreads …. Volatility, and central bank transparency, are two factors common to all countries examined whereas clear idiosyncrasies are …

Nowadays, volatility of crude oil price is one of the important developments which are followed by experts with care … this amount is imported. The aim of the study is investigate whether the series of crude oil price shows volatility, if it … shows the structure, size and continuity of volatility. Besides, for these economical variables, best intervention model …

of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

confirmed. A positive correlation between shocks in GDP and ODA is found when the whole sample of countries is analyzed, but …