Search Results for market volatility

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Recent interest in futures contracts on emerging market currencies has raised concerns among some...

This paper interprets contagion effects as an increase in the volatility of aggregate shocks...

This paper contributes to the literature by looking at the possible relevance of the structure of...

The paper examines factors affecting exchange rate volatility, with an emphasis on structural...

Currency option implied volatility predicts more efficiently exchange rate volatility for the...

A structural vector autoregression model is developed to analyze the dynamics of bond spreads...