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61.
We analyze the empirical properties of the volatilityimplied in options on the 13-week US Treasury bill rate. These options havenot been studied previously. It is shown that a European style put optionon the interest rate is equivalent to a call option on a zero-coupon bond.We apply the LIBOR market model and conduct a battery of validity tests tocompare three different volatility specifications: contact, affine, and exponentialvolatility. It appears that the additional parameter in the affine and theexponential volatility function is not justified. Overall, the LIBOR marketmodel fares well in describing these options. 相似文献
62.
This study proposes a new approach to the estimation of daily realised volatility in financial markets from intraday data. Initially, an examination of intraday returns on S&P 500 Index Futures reveals that returns can be characterised by heteroscedasticity and time-varying autocorrelation. After reviewing a number of daily realised volatility estimators cited in the literature, it is concluded that these estimators are based upon a number of restrictive assumptions in regard to the data generating process for intraday returns. We use a weak set of assumptions about the data generating process for intraday returns, including transaction returns, given in den Haan and Levin [den Haan, W.J., Levin, A., 1996. Inferences from parametric and non-parametric covariance matrix estimation procedures, Working paper, NBER, 195.], which allows for heteroscedasticity and time-varying autocorrelation in intraday returns. These assumptions allow the VARHAC estimator to be employed in the estimation of daily realised volatility. An empirical analysis of the VARHAC daily volatility estimator employing intraday transaction returns concludes that this estimator performs well in comparison to other estimators cited in the literature. 相似文献
63.
Ike Mathur Kimberly C. Gleason Selahattin Dibooglu & Manohar Singh 《The Financial Review》2002,37(1):17-33
The contagion, or informational spillover, effects of the 1994 peso crisis from the Mexican market to the Chilean market, and to the Chilean American Depository Receipts (ADRs) trading in the U.S., are examined. Significant excess returns are observed for Chilean stocks for the event dates of the Mexican Peso crisis, providing evidence of contagion effects. Significant excess returns on these Chilean ADRs are also observed for each of the five event dates associated with the Peso crisis, suggesting that the contagion effects spilled over to the ADRs. A multiple regression model shows that the spillover contagion effects were very efficiently transmitted from the Mexican market to the Chilean market to the Chilean ADRs. Multifactor regressions show that the most significant influence on the pricing of Chilean ADRs is the raw Chilean Index, rather than the Chilean Index expressed in U.S. dollars. 相似文献
64.
A Closer Look at the Relation between GARCH and Stochastic Autoregressive Volatility 总被引:1,自引:0,他引:1
We show that, for three common SARV models, fitting a minimummean square linear filter is equivalent to fitting a GARCH model.This suggests that GARCH models may be useful for filtering,forecasting, and parameter estimation in stochastic volatilitysettings. To investigate, we use simulations to evaluate howthe three SARV models and their associated GARCH filters performunder controlled conditions and then we use daily currency andequity index returns to evaluate how the models perform in arisk management application. Although the GARCH models produceless precise forecasts than the SARV models in the simulations,it is not clear that the performance differences are large enoughto be economically meaningful. Consistent with this view, wefind that the GARCH and SARV models perform comparably in testsof conditional value-at-risk estimates using the actual data. 相似文献
65.
This paper examines the variance ratio tests in studies of transitory volatility and concludes that the variance ratio is an appropriate test of trading structure differences only under certain assumptions regarding the evolution of underlying stock prices and the autocorrelation structure of returns. This result raises caution as to the interpretation of results bases upon the 24-hour variance ratio methodologies in studies of transitory volatility and trading structure effects. A numerical example indicates that errors in inferences can be severe. 相似文献
66.
This paper examines the dynamic behavior of the stock return volatility for Canada, Japan, Germany, and the United Kingdom. The evidence indicates that international stock return volatility is mainly influenced by the U.S. stock return volatility and the exchange rate volatility, supporting the international capital market integration hypothesis. There seems to be some correlation between stock return volatility and macroeconomic volatility, but the effect is relatively weaker. In addition to the economic fundamentals, the noise component is found to be time varying, confirming the AR(MA)CH specifications in the stock return models. 相似文献
67.
当宏观经济进入衰退阶段时,由于融资企业的股权配给,融资企业投资的边际破产成本上升,这将导致融资企业的投资下降,在投资乘数原理和加速数原理的相互作用下,会使宏观经济衰退更加严重,宏观经济陷入经济衰退与股权配给相互作用的恶性循环中,宏观经济衰退的程度会进一步加大。当宏观经济进入繁荣阶段时,具有与上述相类似的过程,会导致宏观经济持续过度繁荣。因此,股权配给是宏观经济波动的加速器。我国的现实是,从微观上看,上市公司具有强烈的股权融资偏好;从宏观上看,政府进行股权配给。两者的共同作用,使股权配给具有平抑宏观经济波动的功能。 相似文献
68.
Bixia Xu 《Review of Quantitative Finance and Accounting》2006,26(4):391-408
I investigate the effects of R&D progress on the dynamics of stock price volatility and the post announcement drift to provide
insights into whether or not and how capital markets react to corporate R&D progress in the context of the biotech industry.
I find both stock price volatility and the post announcement drift decrease in R&D progress. More importantly, the decrease
is proportional to the increase in the drug development success rate driven by R&D progress. Findings suggest that R&D progress
conveys useful risk-relevant information, and plays an important role in explaining stock price volatility change and market
anomalies. 相似文献
69.
Charlie X. Cai Robert W. Faff David J. Hillier Michael D. McKenzie 《Review of Quantitative Finance and Accounting》2006,27(2):125-142
This article empirically investigates the exposure of country-level conditional stock return volatilities to conditional global
stock return volatility. It provides evidence that conditional stock market return volatilities have a contemporaneous association
with global return volatilities. While all the countries included in the study exhibited a significant and positive relationship
to global volatility, emerging market volatility exposures were considerably higher than developed market exposures.
JEL Classification G12 相似文献
70.
Do the Forward Sales of Real Estate Stabilize Spot Prices? 总被引:1,自引:0,他引:1
S. K. Wong C. Y. Yiu M. K. S. Tse K. W. Chau 《The Journal of Real Estate Finance and Economics》2006,32(3):289-304
We examine the effect of forward sale (pre-sale) activities on the volatility of spot prices in the real estate market. The
abundance of pre-sales data and major changes in regulatory control on the pre-sale market during the 90's in Hong Kong allow
us to undertake empirical tests using Hong Kong's real estate data. Our results show that the volatility of spot prices increased
significantly after forward sales were severely dampened by regulatory control measures introduced in 1994, but decreased
again when the measures were partly relaxed in 1998. The results contribute to the long lasting debate on whether the introduction
of a futures market reduces the volatility of spot prices. Previous studies were mainly conducted in markets with low transaction
costs, notably financial markets. By utilizing the unique regulatory changes in the pre-sale market of Hong Kong, we are able
to conduct an experiment on the conditional volatility of spot prices in a high information-cost environment, thereby shedding
light on the important role of forward housing contracts in providing price expectation information for spot trading. 相似文献