geometric Brownian motion accounting for uncertainty, drift, and volatility. We present this argument within a principal …

, size of the company, profitability, volatility, nondebt tax shields and uniqueness of the company in the determination of …

board rise in volatility, a dynamic approach finds a possible association between volatility and trade liberalisation only …

to gauge event-time volatility, we attribute this fast information aggregation to the bookbuilding process and to the …

subscribed, age of the firm, book value, leverage, market volatility and ex-ante uncertainty along with post-issue promoter …

This paper examines volatility, volatility spillovers, optimal portfolio weights and hedging for systems that include … the significant direct and indirect past shock and volatility effects on future volatility between the commodities in all …

This paper focuses on CEE countries volatility captured by exchange rate dynamic. The spillover phenomenon is analyzed … financial contagion. Volatility will be approached bi-dimensionally, from the perspective of the permanent and transitory … dimensions. We conclude that volatility is long-term nature at the level of CEE countries, with a certain degree of pecularity in …

-trading periods on the measurement of volatility for the S&P 500, FTSE 100, and TAIEX indices. Using an adaptation of the GJR (1 … volatility for the S&P 500 and FTSE 100 indices. On the other hand, weekends have significant impacts for the TAIEX index. Our … information continues to be produced during other types of non-trading periods. However, the weekend volatility of the Taiwan …

This paper empirically investigates the growth effect associated with aid and its volatility during the period 1995 … positively associated with growth rate where as its volatility negatively effects growth rate South Asian countries. Short impact … economies, excluding at least one country in each case. Humanitarian aid and its volatility have mixed results. Thus, we come to …