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161.904  Articles
1 of 16.191 pages  |  10  records  |  more records»
This paper aims to investigate the effect of Initial Public Offerings (IPOs) on stock market volatility in the United States using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model. The study utilizes daily data from January 2020... see more
IPOs |  US |  S& | P500 |  NYSE |  Volatility |  ARCH/GARCH |  E-GARCH

This paper investigates whether volatilities in oil prices influence consumer household consumption expenditure from 1995 to 2019, a period described in the literature by the weakening effect of oil price volatility on macroeconomic factors. The Vector au... see more

This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018. Stock pric... see more

The aim of this study is to examine whether investors who trade daily but at different times have distinct perceptions about the risk of an asset. In order to capture the uncertainty faced by these investors, we define the volatility perceived by investor... see more

In this work we consider the pricing of a special class of volatility derivatives, the so-called variance swaps. The fair value of a variance swap is equal to the expected value of the realized variance of the underlying of the swap during the lifetime of... see more

This study aims to find out the volatility of the price of chicken eggs and compile a proper forecasting model for the price of chicken eggs in the Traditional and Modern market of Jambi City. The object of the study is the price of chicken eggs in the Tr... see more

Cryptocurrencies such as bitcoin are sometimes referred to as the new gold and the buzz that surrounded bitcoins in the last few years is akin to the old day’s gold rush. Cryptocurrencies are not directly linked to any monetary policy instruments or funda... see more

Indonesia is the world 4th largest coffee producer with export potential and higher national consumption concluded in 2017 while the coffee production was relatively stagnant. This was led the producer to not only the production risk but also the price ri... see more

The objective of research is to analyze the volatility effect of food commodity prices and whether surging food commodity prices have spilled over into food inflation and total inflation with time series data through Box-Jenkins method for 12 food commodi... see more

1 of 16.191 pages  |  10  records  |  more records»