When regulating the financial system, the volatility phenomenon seems to emerge, practically, as a phenomenon which is … volatility of prices and returns. At the same time, the leverage has also got a role at both levels: the capital structure of the … firm and the investors’ strategy. We examine the return and volatility in relation to leverage by considering different …

the level of market volatility. Particularly important are the growing share of the links between hedge funds and other … was calculated the impact of the hedge fund market development measured in assets, leverage, the price volatility in … results show a significant correlation between the volatility in the stock market, bonds and CDS, and the activities of hedge …

management and estimating and forecasting volatility for risk management decision making at Indian Stock Exchange. …This paper investigates the relationship between stock market returns and volatility in the Indian stock markets using … reveals that volatility is persistent and there exists leverage effect supporting the work of Nelson (1991) in the Indian …

as the prevalence of excess volatility and the relation between financial markets and the macro-economy. The final two … heterogeneous agent models are able to generate noncausal asset prices. Chapter 5 considers the estimation of a class of standard …

matching system for government bonds has been successful in improving liquidity and reducing volatility in the market. …

in the conditional variance equations, the results show that the persistence of excess return volatility is reduced. It … volatility on excess returns is not asymmetric implying that the AR(p)-GARCH-in-mean model is sufficient to detect the positive …