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Media Analysis on Volatile Markets’ Dynamics and Adaptive Behavior for the Agri-Food System

von Davier, Zazie; Heyder, Matthias; Theuvsen, Ludwig - In: International Journal on Food System Dynamics 1 (2010) 2

The volatility of agricultural markets has increased remarkably in recent years. In spite of this, the way in which … supply chain actors perceive market volatility has only rarely been analyzed. This paper seeks to close this research gap by … presenting empirical findings about how the volatility of agricultural markets is perceived, how increasing market volatilities …

Persistent link: https://www.econbiz.de/10008741300

Modeling Time-Varying Volatility and Expected Returns: Evidence from the GCC and MENA Regions

Janabi, Mazin A. M. Al; Hatemi-J, Abdulnasser; … - In: Emerging Markets Finance and Trade 46 (2010) 5, pp. 39-47

The aim of this study is to investigate empirically the underlying nexus of stock market returns and volatility in the … that volatility is time-varying in all countries, which indicates substantial variation in the degree of risk across time …. However, we do not find empirical support that this time-varying volatility significantly explains expected returns, except in …

Persistent link: https://www.econbiz.de/10008742553

The Return to Capital and the Business Cycle

Gomme, Paul; Ravikumar, B.; Rupert, Peter - In: Review of Economic Dynamics 14 (2011) 2, pp. 262-278

A widely cited failing of real business cycle models is their inability to account for the cyclical patterns of ?nancial variables. Perhaps less well known is the fact that the return to capital and equity are identical in the neoclassical growth model. This paper constructs a measure of the...

Persistent link: https://www.econbiz.de/10008751293

APPLYING THE BINOMIAL MODEL IN CASE OF EVALUATING CERTAIN DERIVATIVES

Armeanu, Dan; Obreja, Carmen - In: Theoretical and Applied Economics 11(516)(supplement)(vol2) (2007) 11(516)(supplement)(vol2), pp. 49-54

The purpose of this article is to prepare an analysis of the most traded options on the stock and commodities exchange by using the Binomial Model. The main indicators of sensitivity are calculated and interpreted, and it is shown that, on long term the solutions of this model converge to the...

Persistent link: https://www.econbiz.de/10008751375

ГИПЕРРАЦИОНАЛЬНОСТЬ РОССИЙСКОГО ФОНДОВОГО РЫНКА КАК ПОКАЗАТЕЛЬ НЕДОСТАТОЧНОГО УРОВНЯ ЕГО РАЗВИТИЯ...

Ивановна, Зотова Алла; … - In: Journal of Economic Regulation (Вопросы … 2 (2011) 3, pp. 77-83

<i>В статье анализируется эффект гиперрациональности российского фондового рынка. Раскрывается сущность и причины индуцированной динамики российского фондового...</i>

Persistent link: https://www.econbiz.de/10011227727

Determinants of CEE-4 Stock Market Integration

Baumöhl, Eduard - In: Politická ekonomie 2014 (2014) 3, pp. 347-365

European Union. Finally, the estimated correlations exhibit significant relationship with conditional volatility with a …

Persistent link: https://www.econbiz.de/10011228234

СТАНДАРТЫ ДОЛЖНИКА

ВАСИЛЬЕВИЧ, ЛУТИКОВ КОНСТАНТИН - In: Известия Тульского … (2014) 3, pp. 325-331

Рассмотрены проблемы денежно кредитного регулирования, реализуемого в нашей стране, Выявлено ряд очень специфических фактов размещения резервов при наличии...

Persistent link: https://www.econbiz.de/10011228950

Welfare costs due to economic fluctuations according to different model setups

ALUPOAIEI, Alexie - In: Theoretical and Applied Economics XXII(2015) (2015) 1(602), Spring, pp. 217-226

welfare costs and different scenarios regarding the level of consumption volatility and the risk aversion parameter. In that …

Persistent link: https://www.econbiz.de/10011234988

ДИФФЕРЕНЦИАЦИЯ ВЗГЛЯДОВ НА ДЕФИНИЦИИ «РИСК» И «НЕОПРЕДЕЛЕННОСТЬ»

ГЕОРГИЕВИЧ, КАПРАЛИН СТАНИСЛАВ - In: Вестник Томского … (2013) 3, pp. 33-39

В данной статье автор раскрывает и анализирует основные понятия и сущность таких терминов, как «риск» и «неопределенность». Рассмотрены дефиниции риска и...

Persistent link: https://www.econbiz.de/10011237244

News Trading and Speed

Foucault, Thierry; Hombert, Johan; Rosu, Ioanid - HEC Paris (École des Hautes Études Commerciales) - 2013

volatility when the investor has fast access to news. …

Persistent link: https://www.econbiz.de/10010832933