In this study we investigated government hand in the Global Financial Crisis. Before, during and after crisis government attempted to solve and avoid the turmoil. But did he succeed? Beginning with low interest rates set by FED, US government political pressures to enable more Americans to buy...

After re-gaining its independence on 18 October 1991, the Republic of Azerbaijan started the transformation to the market-based economy and the integration into the world economy. The country’s oil and natural gas reserves have been considered the main source for financing a range of...

The study described in this paper develops a new technique which permits the execution of an open straddle strategy based on the superior volatility forecast for analyzing historical data. We extend the current litearure by measuring the volatility of an underlying asset in the last predefined...

The present study aimed to investigate the presence of asymmetric stochastic volatility and leverage effects within the Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading stocks within the index, which are highly popular and...