The present study examines the stock return volatility relationship of emerging economies from 2007 to 2013 which also … stock return volatility in all the countries stock markets. These findings have important implication for the investors …

for price volatility. Neither the continuous reforms of the common agricultural policy nor weather induced factors … calendar years price volatility coefficients are much higher for German barley prices than price volatility coefficients …

This paper investigates the relationship between volatility and economic growth in the European regions over the period … incidence of volatility in neighbouring regions. This fi_x000C_nding is robust to the inclusion in the analysis of different … industry mix. Furthermore, the results of the paper do not depend on the specifi_x000C_c measure of volatility used, or the …

reveal this seasonality not only on indexes returns but also on the capital market volatility. In order to identify the …

equity returns, bond yields and measures of market risk such as implied volatility, skewness and kurtosis. Our main finding …

shocks have a greater impact in the volatility of returns in coffee than positive shocks. The presence of the leverage effect …

those markets. Role of wheat futures in price stabilisation/volatility reduction and its relevance to the small scale … (GARCH) model indicated a high degree of volatility in spot prices right from inception of trading and revival of trading …

justified by the high volatility in grain prices and the need to understand how shocks are diffused across markets. We use … causality links among the grain prices and they volatility. Soybean and wheat as well as maize, individually and together, play …