scholarly journals The Role of Binance in Bitcoin Volatility Transmission

2021 ◽  
Author(s):  
Carol Alexander ◽  
Daniel Heck ◽  
Andreas Kaeck
Keyword(s):  
Volatility Transmission

The Role of Volatility Regimes on Volatility Transmission Patterns

2011 ◽  
Author(s):  
Enrique Salvador ◽  
Nikos K. Nomikos
Keyword(s):  
Volatility Transmission ◽  
Volatility Regimes

The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets

2019 ◽  
Vol 61 ◽  
pp. 410-422 ◽  
Author(s):  
Beyza Mina Ordu-Akkaya ◽  
Ecenur Ugurlu-Yildirim ◽  
Ugur Soytas
Keyword(s):  
Trading Volume ◽  
Futures Markets ◽  
Open Interest ◽  
Volatility Transmission

The role of volatility regimes on volatility transmission patterns

2013 ◽  
Vol 14 (1) ◽  
pp. 1-13 ◽  
Author(s):  
Nikos Nomikos ◽  
Enrique Salvador
Keyword(s):  
Volatility Transmission ◽  
Volatility Regimes

scholarly journals VOLATILITY TRANSMISSION OF BARLEY WORLD PRICE TO THE DOMESTIC MARKET OF IRAN AND THE ROLE OF IRAN MERCANTILE EXCHANGE; AN APPLICATION OF BEKK MODEL

New Medit ◽  
2019 ◽  
Vol 18 (3) ◽  
pp. 97-108
Author(s):  
Mahmoud Daneshvar Kakhki ◽  
Mohammad Mehdi Farsi ◽  
Behzad Fakari ◽  
Moustafa Kojori
Keyword(s):  
Free Market ◽  
World Market ◽  
Global Market ◽  
Domestic Market ◽  
Volatility Transmission ◽  
World Price ◽  
Shock Transmission ◽  
Essential Input ◽  
The Garch Model

Barley is one of the main crops after wheat and rice. The importance of this product increases because it is an essential input in the livestock and poultry industries. The prices of input, which used in the livestock and poultry industries, faced fluctuations in recent years. Thus, in this study, the price fluctuation of barley in the Iran Mercantile Exchange, Iran domestic free market and World Market compared by applying the GARCH model. This model applied to monthly prices of barley from March 2009 to February 2017. Also, the volatility and shock transmission of barley price between these three markets analyzed by the BEKK model. The results showed that the price fluctuations of the domestic market are more than the global market. In addition, the shocks and volatilities of the world and Iran free market transmitted to the Iran Mercantile Exchange. Thus, the use of new financial instruments in the domestic free market is necessary.

scholarly journals Volatility transmission for cross-listed firms and the role of international exposure

2007 ◽  
Vol 19 (3) ◽  
pp. 303-328 ◽  
Author(s):  
Bartolomé Pascual-Fuster ◽  
Jorge V. Pérez-Rodríguez
Keyword(s):  
Listed Firms ◽  
Volatility Transmission

scholarly journals Realized volatility transmission: The role of jumps and leverage effects

2014 ◽  
Vol 122 (2) ◽  
pp. 111-115 ◽  
Author(s):  
Michael Souček ◽  
Neda Todorova
Keyword(s):  
Realized Volatility ◽  
Volatility Transmission

scholarly journals Examining the determinants of global and local price passthrough in cereal markets: evidence from DCC-GJR-GARCH and panel analyses

2020 ◽  
Vol 8 (1) ◽  
Author(s):  
Jin Guo ◽  
Tetsuji Tanaka
Keyword(s):  
Food Security ◽  
Price Volatility ◽  
Least Square ◽  
Food Markets ◽  
Foreign Markets ◽  
Domestic Markets ◽  
Volatility Transmission ◽  
Self Sufficiency ◽  
Global And Local

AbstractExisting literature has not yet identified the common determinants of price volatility transmission in agricultural commodities from international to local markets and has rarely investigated the role of self-sufficiency measures in the context of national food security. We analyzed several factors to determine the degree of volatility transmission in wheat, rice and maize prices between world and domestic markets using GARCH models with dynamic conditional correlation specifications and panel feasible generalized least square models. Our findings indicate that a grain autarky system can reduce volatility passthroughs for three grain commodities. While the substitutive commodity consumption behaviour between maize and wheat buffers the volatility transmissions of both, rice does not function as a transmission-relieving element for the volatility implying that rice is not a substitute for wheat or maize consumption; grain consumption proves a more effective substitute than cereal self-sufficiency for insulating passthroughs from global markets. These findings may help the governments of developing nations to protect their domestic food markets from the uncertain movements of foreign markets and may thus improve food security.

Role of dactinomycin in the improved survival of children with Wilms' tumor

JAMA ◽  
1966 ◽  
Vol 195 (12) ◽  
pp. 1005-1009 ◽  
Author(s):  
D. J. Fernbach
Keyword(s):  
Wilms Tumor
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