speculate, we show that speculation increases volatility of asset returns and investment growth, increases the equity risk … Tobin tax have similar effects on financial and macroeconomic variables. Borrowing limits and a financial transaction tax …

markets can address the exchange rate volatility puzzle, the exchange rate persistence puzzle, the consumption real exchange …

volatility clusters for small tax rates. When the tax rate exceeds a certain threshold, excess volatility and misalignments … allowed to have different investment horizons as introduced by Demary (Who Does a Currency Transaction Tax Harm More: Short … due to taxation and how emergent properties from the interaction of traders like bubbles and crashes, excess volatility …

This paper examines the impact monetary redistribution policies have on the amount of sunspot-induced volatility in an … economy. A dynamic model of segmented asset markets is presented in which the tax-transfer policy determines, in a continuous … that, in many cases, improvements in asset markets that decrease consumption volatility simultaneously increase price …

In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets …

. The methodology is hybrid because it combines a formaltesting procedure with volatility curve pattern recognition based …