منابع مشابه
Stock Market Returns, Volatility, and Future Output
Stock market volatility is the systematic risk faced by investors who hold a market portfolio (e.g., a stock market index fund). Schwert (1989b) has undertaken an extensive study of stock market volatility, using historical data back to the 19th century. Some of his major findings are illustrated in Figure 1, which plots quarterly stock market volatility for the post-World War II period.1 The f...
متن کامل1 “ Inventory Investment and Output Volatility ”
This paper reports the results of a detailed examination of the hypothesis that improved inventory management and production techniques are responsible for the decline in the volatility of U.S. GDP growth. Our innovations are to look at the data at a finer level of disaggregation than previous studies, to exploit cross-sectional heterogeneity to obtain clearer identification of this hypothesis,...
متن کاملthe relationship between inflation – output volatility in iran
inflation has always been an economic problem and different solutions have been proposed to control it. although it is said that “higher output lowers inflation rate” but it is true when other factors are constant. this study searches the answer to the following question: “what is the effect of inflation rate and output in a case that inflation rate and output growth has a volatility trend?” to...
متن کاملOutput from a Josephson stimulated terahertz amplified radiation emitter.
The angular dependence of the radiation-zone output power and electric polarization of stimulated terahertz amplified radiation (STAR) emitted from a dc voltage applied across cylindrical and rectangular stacks of intrinsic Josephson junctions is calculated. The boundary conditions are obtained from Love's equivalence principles. During coherent emission, a spatially uniform ac Josephson curren...
متن کاملCapital Flows, Output Volatility, and Financial Crises in Emerging Markets
The surge in capital flows towards emerging market countries is one of the major developments in the world economy in the 1990s. In particular, short-term flows, in the form of portfolio investments or bank loans, have grown at an extremely rapid pace. At the same time, emerging markets have experienced an increasing number of financial crises, with dire consequences. It is increasingly argued ...
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ژورنال
عنوان ژورنال: Physica A: Statistical Mechanics and its Applications
سال: 2016
ISSN: 0378-4371
DOI: 10.1016/j.physa.2016.06.107