, it is found, has a significant impact on domestic money supply and stock market growth, liquidity and volatility. The …

We study the pattern of volatility of gross issuance in international capital markets since 1980. We find several short …-lived episodes of high volatility. Over the long run, however, volatility has declined, suggesting that international financial …-varying pattern of volatility, focusing in particular on the role of financial centers. Our results suggest that a significant portion …

We argue that the role played by output-composition changes on the decline in US output volatility has been incorrectly …-percent of the volatility decline since the 1950’s. …

Market analysts and central banks often use the implied volatility of FX options as an indicator of expected exchange … deviate the value of implied volatility from the exchange rate variability expected by the market. These biasing factors are … one month. However, implied volatility provides a biased estimate, and does not encompass the information included in …

international tourism are significant financial assets to the economies of SITEs, the time-varying volatility of international … tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. In this paper …, the volatility in the levels and growth rates of daily international tourist arrivals is investigated. …

The paper develops volatility forecasting model for exchange rate RUR/USD. To forecast volatility we decompose it to … structure for one of the fractal parameter. We discuss possibilities of the method to predict volatility, including forecasting …

usually present higher risks when considered on their own; for instance higher price volatility and fluctuating liquidity. We …

This study applies different statistical tests to investigate whether monthly volatility patterns prevailing on a cross … Turn-Of-The-Month effect, in that volatility tends to increase towards the end of the month. Whilst these effects may be …

This paper seeks to consider the relationship between the sentiment of newswire messages and the volatility of returns … in the gold futures market. In particular, answers are sought to two key questions: firstly, how is the volatility of … returns in the gold futures market influenced by the sentiment of non-scheduled news events? Secondly, is this news–volatility …