This paper focuses on CEE countries volatility captured by exchange rate dynamic. The spillover phenomenon is analyzed … financial contagion. Volatility will be approached bi-dimensionally, from the perspective of the permanent and transitory … dimensions. We conclude that volatility is long-term nature at the level of CEE countries, with a certain degree of pecularity in …

-trading periods on the measurement of volatility for the S&P 500, FTSE 100, and TAIEX indices. Using an adaptation of the GJR (1 … volatility for the S&P 500 and FTSE 100 indices. On the other hand, weekends have significant impacts for the TAIEX index. Our … information continues to be produced during other types of non-trading periods. However, the weekend volatility of the Taiwan …

This paper empirically investigates the growth effect associated with aid and its volatility during the period 1995 … positively associated with growth rate where as its volatility negatively effects growth rate South Asian countries. Short impact … economies, excluding at least one country in each case. Humanitarian aid and its volatility have mixed results. Thus, we come to …

influenced by the spot volatility. This negative impact of spot volatility is also verified for the risk premium, with the latter … are Phase, market and data span dependent. Moreover, results are independent on the volatility forecast used and important …

uncertain and subject to learning. We discuss phenomena related to the volatility and predictability of asset returns, stock …

Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock …-correlation function approach, and realized volatility for daily and intraday stock price data that cover the period from January 5, 2004 …-way volatility spillover effects from China to the US, UK, German and French stock markets is observed and the test results indicate …