The asymmetry or counter-cyclical nature and its influence on the persistence of the number of registered unemployed is …

the arrival rates of trades and trade composition on market volatility, liquidity and depth. We find that although … volatility increases with the forecasted arrival rates of total trades, it is relatively independent of the forecasted …

, using a bivariate SWARCH model to show the dependence of the high and low volatility states of the IT.CAC on the NASDAQ-100 …, with no intermediate simultaneous high-low volatility states. …

This paper addresses the question if there are differences between time patterns in the volatility of investment across … conjectured, GARCH effects play an important role in some sectors but are not significant in others. Astonishingly, the volatility … determining investment volatility than the macroeconomic environment. …

modeling this market’s high volatility to prevent against crises.The strong linkage of the American and European New Technology …

from 1880 to 1996: The volatility of real commodity prices, defined as nominal commodity prices deflated by the …, changes in exchange regime are associated with changes in the persistence of commodity price shocks. Implications of this …

financial instruments in the portfolio and on the volatility of those returns.This task is relatively simple if the correlations … and volatilities do not change over time.But in reality both volatility and stock market indexes’ correlations do change …