Recent discussions on the volatility of agricultural prices have been drawing on factors as low short term elasticities … designed as a system of modules, characterising agricultural sectors and the volatility of the prices there, around a … macroeconomic computable general equilibrium model, which, by itself, wouldn't generate much price volatility. In this paper, we …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these …

We examine the role of the vaccine initiation rate in mitigating the international stock market volatility during COVID …

endogeneity, we find increased volatility and higher order book depth at the best bid and ask prices, while total depth is not …

substantial volatility. Among them, macro-control policies and transaction cost adjustments are a double-edged sword, which should …

have a "cool off" effect on markets, but rather accelerate volatility and bid-ask spreads. This implies a regulatory trade …

volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the … seasonality returns (Day-of-the-Week effect) and the volatility structure. Design/methodology/approach - The analysis of data is …-GARCH model demonstrate that the debt crisis and, therefore, its consequences increase the FTSE / ASE 20 index volatility and the …

This study investigated the impact of investor sentiment impact on sectoral returns and their volatility on the … to consider the impact of market-wide investor sentiment on volatility and returns. …