Listar por tema "Volatility"
Mostrando ítems 1-4 de 4
-
Does herding affect volatility? Implications for the Spanish stock market
According to rational expectation models, uninformed or liquidity trading make market price volatility rise. This paper sets out to analyze the impact of herding, which may be interpreted as one of the components of ... -
Foreign exchange risk management: issues, analysis and empirical applications
This paper aims to give an insight into the topic of Foreign Exchange Risk and the management of this risk. In an increasingly globalized economy, currency rates are essential for international trade and finances. And ... -
The information environment, informed trading and volatility
The relation between informed trading and volatility is analyzed using the change in the proportion of informed transactions calculated through the probability of informed trading variable. The analysis relates to the ... -
La resiliencia en los tiempos de la COVID-19
La pandemia del coronavirus no ha dejado a nadie indiferente. Este acontecimiento ha dejado tras de sí grandes pérdidas de vidas humanas y económicas. En este trabajo intentaremos dar respuesta a la gran pregunta económica, ...