multivariate GARCH model with exogenous news effects, we find that the initial impact of positive news on the volatility of the … that an important part of the impact on the Yen and Pound is induced by volatility spillover from the Euro. …

devastating effects of output volatility on long-run growth trends. Empirical analysis conducted for 154 countries over the 1996 …-2005 period shows that an increase from low values of the rigidity of employment index strengthens the influence of volatility on …

place. The volatility in the gold prices can be seen as an indicator of non-stability for the market as a whole. Under such … employment of alternative investment instruments depending on the supply demand equilibrium. In this study, the volatility of …. Following this, volatility is being tested by ARCH LM test. After choosing the most proper model of volatility, with the help of …

-argument, we have analyzed the inter-linkages between the episodes of higher market volatility and the amendments to the mentioned …

In conditions of high exchange rate volatility, entities conducting foreign trade transactions are subject to currency … is based on the analysis of derivative transactions (futures contracts), carried on Monetary Financial and Commodities …

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 …