Bitcoin prices did not stabilise: They continued to move at around 100 per cent annualised volatility
, as they have for most of the currency's history.
US equity market volatility
- the daily fluctuations in stock prices - has hovered near record lows for much of this year.
When compared to other methods, the GARCH-type approaches are the most widely used for modeling time-varying conditional volatility
, due to their simple form, easy estimation, and flexible adaptation concerning the volatility
Today's market volatility
is extremely low," he writes.
LVHE is the third ETF in the firm's low volatility
suite and a complement to the Legg Mason Low Volatility
High Dividend ETF and the Legg Mason International Low Volatility
High Dividend ETF (BATS: LVHI).
One answer is because the VIX is a very efficient way -- in fact, one of the only ways -- to understand perceived market volatility
at any given moment.
These results indicate the smooth transmission of changes in SBP policy rate to short and long term market interest rates without spreading the unwarranted volatility
across the yield curve.
A work of technical economics that present practical aspects of volatility
as an asset class.
At first glance, it seems that the available evidence on the empirical relationship between volatility
and growth is contradictory.
Numerous studies have noted rising levels of individual and household income volatility
after aggregate fluctuations became more moderate in the mid-1980s (Dynan et al.
BANKING AND CREDIT NEWS-April 14, 2015-Invesco PowerShares Launches low volatility
M2 EQUITYBITES-April 14, 2015-Invesco PowerShares Launches low volatility
During 2011-13, oil price volatility
dropped to historical lows shortly after experiencing a record high during the great recession of 2008/09.
is widely used by both academics and practitioners as a measure of risk.
Other equity indices are showing similar declines in volatility