نتایج جستجو برای: keywords volatility
تعداد نتایج: 1993260 فیلتر نتایج به سال:
This paper examines the role of different exchange rate regimes on relationship between exchange rate volatility and economic growth. To investigate this relationship, information of 53 countries with floating and fixed exchange rate regimes in the period of 1987-2016 are considered. GARCH technique is used to estimate exchange rate volatility and Difference GMM technique for estimating the mo...
Price shocks lead to oil price volatility in world oil markets. In response to this volatility, economic growth may take different regime and behavior patterns in different situation. Investigating this multi behavior patterns can be useful for policymakers to reduce the effect of oil price volatility. In this study, an EGARCH model has developed using the seasonal data of OPEC oil basket nomin...
As the number of systems which offer annotations on digital documents increases, robust anchoring of annotations is a key challenge. It is especially important if the annotator lacks write-access to the document being annotated. For example, if someone makes an annotation on a web page today and the web page changes tomorrow, what happens to the annotation? One approach is simply to “orphan” th...
This study examines the determinants of cryptocurrency returns, namely Trading Volume, Price Volatility, and Market Capitalization. uses Bitcoin, Ethereum, Tether, USD Coin, BNB, which are Top 5 largest Cryptocurrency Capitalizations in 2022. The testing method used this is a panel data regression analysis. results prove that Volume Volatility have significant positive effect on Returns. In con...
a r t i c l e i n f o Keywords: Multivariate GARCH model Optimal hedge ratio Market noise conditional volatility This paper introduces a new incomplete index and establishes a new optimal hedging model. We find that when the market micro-noise is perfectly negatively correlated with the return of futures market, market incomplete-ness depends on the relative level of noise volatility. Especiall...
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