What Is Happening With Financial Market Volatility and Why?

Volatility ◽  
2010 ◽  
pp. 29-45
Author(s):  
Robert Engle
Keyword(s):  
Financial Market ◽  
Market Volatility

scholarly journals High Quality Topic Extraction from Business News Explains Abnormal Financial Market Volatility

PLoS ONE ◽  
2013 ◽  
Vol 8 (6) ◽  
pp. e64846 ◽  
Author(s):  
Ryohei Hisano ◽  
Didier Sornette ◽  
Takayuki Mizuno ◽  
Takaaki Ohnishi ◽  
Tsutomu Watanabe
Keyword(s):  
Financial Market ◽  
Market Volatility ◽  
High Quality ◽  
Topic Extraction ◽  
Business News

Financial market volatility and contagion effect: A copula–multifractal volatility approach

2014 ◽  
Vol 398 ◽  
pp. 289-300 ◽  
Author(s):  
Wang Chen ◽  
Yu Wei ◽  
Qiaoqi Lang ◽  
Yu Lin ◽  
Maojuan Liu
Keyword(s):  
Financial Market ◽  
Market Volatility ◽  
Contagion Effect

Forecasting Financial Market Volatility: A Review

2001 ◽  
Author(s):  
Ser-Huang Poon ◽  
Clive W.J. Granger
Keyword(s):  
Financial Market ◽  
Market Volatility

The UK Economy

2016 ◽  
Vol 235 ◽  
pp. F3-F3
Keyword(s):  
Financial Market ◽  
Inflation Rate ◽  
Emerging Market ◽  
Market Volatility ◽  
List Type ◽  
Primary Target ◽  
Bank Rate ◽  
The Uk

Economy to grow 2.3 per cent in 2016 and 2.7 per cent in 2017.Inflation rate of just 0.3 per cent this year and 1.3 per cent in 2017, reaching 2.1 per cent in 2018.Bank Rate now expected to remain ½ per cent until the second half of 2016.Chancellor forecast to miss the primary target of the Fiscal Mandate by a slim margin.Productivity performance the largest domestic risk, but emerging market slowdowns, financial market volatility and policy missteps also represent risks.

scholarly journals Detecting multiple breaks in financial market volatility dynamics

2002 ◽  
Vol 17 (5) ◽  
pp. 579-600 ◽  
Author(s):  
Elena Andreou ◽  
Eric Ghysels
Keyword(s):  
Financial Market ◽  
Market Volatility ◽  
Multiple Breaks

The ECB will set the speed of global credit tightening

2018 ◽  
Keyword(s):  
Financial Market ◽  
Euro Area ◽  
Market Volatility ◽  
Government Bonds ◽  
Content Type ◽  
Bank Of Japan ◽  
Global Growth

Significance The ECB's plan could tip the scales towards tighter credit conditions globally. However, there are concerns about global growth -- particularly in the euro-area -- and government bonds are proving extremely sensitive to hawkish policy, fuelling financial market volatility. Impacts The VIX index of anticipated US equities volatility is back near a record low, but volatility may rise and remain higher than recent years. Fed rate hikes and US growth outpacing the euro-area will strengthen the dollar although the euro briefly rose on the news of ECB tapering. The ECB trails the Fed by some years in policy tightening and forming a plan for unwinding QE; this divergence will also boost the dollar. The Bank of Japan is buying vast quantities of government bonds and has no plans to remove stimulus as inflation is far below the 2% target. Investors are appreciating and trusting Fed Chair Jay Powell's attempts to speak plainly and less formulaically than predecessor Yellen.

scholarly journals Financial market volatility

1996 ◽  
Vol 31 (5) ◽  
pp. 215-220 ◽  
Author(s):  
Nobert Funke ◽  
Andrea Goldstein
Keyword(s):  
Financial Market ◽  
Market Volatility
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