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volatility of primary commodity prices-metals are no exception. Recent events have led experts to believe that trends have been … for many countries. However, estimating the underlying trend has proven to be difficult, given the persistence and … trends over certain lengths of time remains a contentious issue. We combine robust econometric procedures to calculate the …
Persistent link: https://www.econbiz.de/10012265553
volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011903723
volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering … the medium term. We proved the internationalization of the money laundering and the similarity of behaviour of trends that … needed within the framework of the imposition of trends in the development of the money laundering processes of some …
Persistent link: https://www.econbiz.de/10012221542
volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …
Persistent link: https://www.econbiz.de/10011931993
volatility and persistence using the Hurst exponent. We determined the peaks, downturns and duration of the money laundering … the medium term. We proved the internationalization of the money laundering and the similarity of behaviour of trends that … needed within the framework of the imposition of trends in the development of the money laundering processes of some …
Persistent link: https://www.econbiz.de/10012703566
The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … daily price volatility is studied in the research employed by the GARCH-MIDAS model. This model simplifies the series of … volatility into long- and short-run modules, which allow for the testing of the macroeconomic variables can control the long …
Persistent link: https://www.econbiz.de/10012631342
, inflation, investors' fear, asymmetric shocks, and the VIX (volatility index) impact on volatility. Research Methodology - This … Russian invasion of Ukraine have significantly impacted Gold market dynamics. Inflation significantly impacts volatility … shocks have a higher asymmetric effect. The VIX positively affects Gold market volatility, suggesting a perceived safe …
Persistent link: https://www.econbiz.de/10015052561
The research investigated the impact of macroeconomic variables on the volatility of the commodity futures market in … daily price volatility is studied in the research employed by the GARCH-MIDAS model. This model simplifies the series of … volatility into long- and short-run modules, which allow for the testing of the macroeconomic variables can control the long …
Persistent link: https://www.econbiz.de/10012657358
volatility channel, may lead one to erroneously conclude that there is no effect of resources on growth. …
Persistent link: https://www.econbiz.de/10010270478
The volatility of unanticipated output growth in income per capita is detrimental to long-run development, controlling …. This effect is significant and robust over a wide range of specifications. We unravel the effects of volatility by opening … dependence, physical and institutional barriers to trade and associated policy shocks increase volatility sharply and harm growth …
Persistent link: https://www.econbiz.de/10010276228