Search Results for stock market volatility

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Despite concerns are often voiced on the so called "excess volatility" of the stock market,...

This paper, using T-GARCH models, finds that the United States has been the major source of price...

This paper examines volatility spillovers from mature to emerging stock markets and tests for...

This paper studies the role of insider trading in explaining cross-country differences in stock...

The U.S. business cycle typically leads the European cycle by a few quarters and this can be used...

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