evaluate the volatility of price of green beans, tomatoes, onions, oranges, grapes and strawberries, respectively. The results … of food price volatility in developing countries is essential, since a significant share of household budgets is spent on …

This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market … regressions with fixed effects, we find that foreign ownership decreases the volatility of stock returns. However, the stabilizing … impact of foreign ownership on stock return volatility becomes weaker in large firms since the coeffcient of the interaction …

the behaviour of returns and their volatility during both the calm as well as various crises/turmoil periods. Besides the …-GJR-GARCH) were estimated in order to examine the volatility switches of the Central European transition stock markets. The t …-distribution of error terms was used to capture the dynamics of analysed returns more precisely. The results proved high volatility …

The study proposes an assessment of the link between the performance of national health systems and volatility during … volatility, a representative stock market index was considered for each of the 60 states analysed. Data processing was carried … volatility and the performance of national health systems was weak; ii) during the pandemic, the connection between the two …

also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the … that the market advances generate larger volatility than the market turbulence in the cash and futures market of nickel …-run volatility spillover is absent from the futures to the cash market of nickel. The paper concludes that the long-run volatility …

Abstract In order to estimate volatility-dependent probability weighting functions, we obtain risk neutral and physical … densities from the Pan (J Financ Econ 63(1):3–50, 2002. https://doi.org/10.1016/S0304-405X(01)00088-5 ) stochastic volatility … and jumps model. Across volatility levels, we find pronounced inverse S-shapes, i.e. small probabilities are overweighted …