𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Macroeconomic Determinants of European Stock Market Volatility

✍ Scribed by Vihang Errunza; Ked Hogan


Book ID
108559574
Publisher
John Wiley and Sons
Year
1998
Tongue
English
Weight
77 KB
Volume
4
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting Stock Market Volatility in C
✍ Barry Harrison; Winston Moore πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 232 KB πŸ‘ 1 views

## ABSTRACT In recent years, considerable attention has focused on modelling and forecasting stock market volatility. Stock market volatility matters because stock markets are an integral part of the financial architecture in market economies and play a key role in channelling funds from savers to

Intraday dynamics of stock market return
✍ Faruk SelΓ§uk; Ramazan GenΓ§ay πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 497 KB

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show

Stock market volatility and the forecast
✍ Janchung Wang πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 120 KB πŸ‘ 1 views

## Abstract This study attempts to apply the general equilibrium model of stock index futures with both stochastic market volatility and stochastic interest rates to the TAIFEX and the SGX Taiwan stock index futures data, and compares the predictive power of the cost of carry and the general equili