dimensions of market microstructure. It can be useful for precise volatility estimation and understanding liquidity of the … Bollerslev (1990), as this method helps in jointly estimating volatility equation of return and volume in one step estimation …Joint dynamics of market index returns, volume traded and volatility of stock market returns can unveil different …

monetary forces in producing deflation in the second and final quarters of the fourteenth century, but severe inflation in … deflations and intervening inflation – were the most powerful determinant of the level of real wages (i.e., in terms of the …’ by the post-Plague inflation, so that real wages fell. Conversely, the rise of real wages in the second quarter of the …

Inflation, a macroeconomic variable, is underpinned by microeconomic data. This paper uses a large microdata sample at …

taking CPI food, CPI general, WPI food, WPI general, GDP deflator and SPI as measures of inflation and M1, M2 and M3 supply …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

policies, and our ex-post estimation results permitting asymmetries in policy implementation process using EGARCH estimation …

distributions is the Pareto Distribution because it allows non-normal behaviour, which requires the estimation of a tail index …