volatility, namely, seasonality and maturity effects for the pre-financialisation (1993-2003) and post-financialisation (2004 … futures’ volatility before the financialisation period, open interest as a measure of liquidity has a negative effect after ….e. volatility of the contract increases as it nears to expiration since financialisation. This confirms the importance of accounting …

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis … on volatility that depends on the type of investor trading and on the phase of the business cycle. Buy orders appear to … be more informative than sell orders since they mostly lower volatility in the pre-crisis periods, while sell and post …

This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

standard results about a smooth trade-off between inflation and output volatility. Our results are: (i) The policy space … volatility of variables to be non monotone in policy parameters. (iii) When beliefs are diverse a central bank must also consider … the volatility of individual consumption and the related volatility of financial markets. We show aggressive anti …