Revisiting the return‐volatility relationship of exchange rates: New evidence from offshore RMB

2021 ◽  
Author(s):  
Yue Chen ◽  
Juan Lin ◽  
Ximing Wu
Keyword(s):  
Exchange Rates ◽  
Return Volatility ◽  
Relationship Of ◽  
New Evidence

Hitherto Unprinted Manuscripts of the Middle English Ipotis

PMLA ◽  
1916 ◽  
Vol 31 (1) ◽  
pp. 114-160
Author(s):  
Josephine D. Sutton
Keyword(s):  
Middle English ◽  
Fourteenth Century ◽  
English Poem ◽  
Relationship Of ◽  
First Time ◽  
New Evidence ◽  
The Relationship

The relationship of the manuscripts of the Middle-English poem Ipotis has been studied in detail by Dr. Hugo Gruber on the basis of the nine mss. known to him. In addition to these there are five others, four of which are printed for the first time below. One of these, unfortunately a fragment, is of the greatest importance, since it carries back the date of the poem at least fifty years. On the basis of the earliest manuscript known to him—ms. Vernon, written about 1385—Gruber assigned the Ipotis to the second half of the fourteenth century. But in the light of the new evidence, the composition of the poem is pushed back to the very beginning of the century.

scholarly journals East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests

2007 ◽  
Vol 36 (2) ◽  
pp. 103-119 ◽  
Author(s):  
Ahmad Zubaidi Baharumshah ◽  
Raj Aggarwal ◽  
Chan Tze Haw
Keyword(s):  
Panel Data ◽  
Exchange Rates ◽  
Real Exchange Rates ◽  
East Asian ◽  
New Evidence

Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model

2015 ◽  
Vol 47 (59) ◽  
pp. 6395-6408 ◽  
Author(s):  
Ahmad Zubaidi Baharumshah ◽  
Siew-Voon Soon ◽  
Mark E. Wohar
Keyword(s):  
Exchange Rates ◽  
Real Exchange Rates ◽  
New Evidence

scholarly journals ON THE RELATIONSHIP OF IMPLIED, REALIZED AND HISTORICAL VOLATILITY: EVIDENCE FROM NSE EQUITY INDEX OPTIONS

2014 ◽  
Vol 15 (5) ◽  
pp. 915-934 ◽  
Author(s):  
Puja Padhi ◽  
Imlak Shaikh
Keyword(s):  
Instrumental Variable ◽  
Implied Volatility ◽  
Return Volatility ◽  
Volatility Forecasting ◽  
Variable Technique ◽  
Index Options ◽  
Equity Index ◽  
Relationship Of ◽  
Index Option ◽  
The Relationship

This study examines the information content of implied volatility, using the options of the underlying S&P CNX Nifty index. In this study, implied, historical and realized volatilities are calculated using non-overlapping monthly at-the-money samples. The study covers the period from introduction of options on the derivative segment of NSE, June 2001 to May 2011. The results reveal that call and put implied volatility of S&P CNX Nifty index option does contain information about future realized return volatility. This study accounts for the problem of error-in-variable and controls for it by using the instrumental variable technique. In the 2SLS estimation, the Hausman H-statistic shows that call implied volatility is measured with error. Hence, 2SLS coefficients are more consistent than the OLS estimates. Results of this study might prove to be helpful to the volatility traders in volatility forecasting and option pricing.

The Asian Crises Reexamined

2004 ◽  
Vol 3 (3) ◽  
pp. 32-87 ◽  
Author(s):  
Thomas D. Willett ◽  
Ekniti Nitithanprapas ◽  
Isriya Nitithanprapas ◽  
Sunil Rongala
Keyword(s):  
Moral Hazard ◽  
Financial Markets ◽  
Exchange Rates ◽  
Current Account ◽  
Financial Liberalization ◽  
Short Term ◽  
Credit Expansion ◽  
Current Account Deficits ◽  
Large Current ◽  
New Evidence

This paper analyzes hypotheses and evidence for the causes of the Asian crises. It presents new evidence that, along with high rates of credit expansion and low ratios of international reserves to short-term debt, the combination of substantially appreciated currencies and large current account deficits played an important role in the crises' severity. Furthermore, the paper concludes that pre-crisis over-optimism rather than panic caused financial markets to behave imperfectly and that perverse financial liberalization and limited flexibility of exchange rates generated moral hazard problems of more importance than those generated by prospects of international bailouts.

New evidence on the von Mercklin class of rhyta: a black-gloss rhyton from Agrileza, Laureion, Attica

2001 ◽  
Vol 96 ◽  
pp. 381-393 ◽  
Author(s):  
Susanne Ebbinghaus ◽  
J. Ellis Jones
Keyword(s):  
Fourth Century ◽  
Rare Occurrence ◽  
Silver Mine ◽  
Relationship Of ◽  
New Evidence ◽  
The Relationship

From the 1997 excavations at a Lavrion silver-mine ore washery, Agrileza Compound B, datable to the fourth century BC, came a fragmentary black gloss ram head rhyton of the so-called von Mercklin Class. The rhyton from Agrileza is at present the only known example of this group with a well-defined archaeological context, and is therefore taken as the basis for a review of the regional and chronological attributions of von Mercklin rhyta in several European museums. A discussion of the relationship of these rhyta to the much more common and better known Attic red-figure animal-head vases sketches the background against which the rare occurrence of pouring vessels with animal foreparts in the repertoire of mainland Greek potters has to be seen.

New evidence on the relation between return volatility and trading volume

2009 ◽  
pp. n/a-n/a ◽  
Author(s):  
Thomas C. Chiang ◽  
Zhuo Qiao ◽  
Wing-Keung Wong
Keyword(s):  
Trading Volume ◽  
Return Volatility ◽  
New Evidence
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