FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA
Understanding and forecasting equity market volatility has become an essential focus for financial analysts, policymakers, and academic researchers. In this working paper are explained the predictive capabilities of non-linear models—ARCH, GARCH, and EGARCH—using weekly return data from Japan, the UK,…
Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels
The dynamics of financial market volatility have long captured the interest of researchers and practitioners alike, particularly due to its implications for risk management, portfolio allocation, and derivatives pricing. In this working paper read about the predictive performance of asymmetric…
Dynamic Interactions Between Macroeconomic Variables: Evidence from VAR Forecasting Models
In this article the readers can find theoretical econometric research about the dynamic relationships between macroeconomic indicators, including inflation, interest rates, and real GDP, using Vector Autoregression (VAR) models and ARIMA forecasts. Through impulse response functions (IRFs) and forecast error…
How Many Millions of Human Lives Have Been Sacrified for the Surge of Global Stock Markets?
The Green Ride of the Stock Market: A Modern-Day Green Horseman of the Apocalypse The exponential rise of the stock market, exemplified by the S&P 500’s 175% surge since 2020, evokes an unsettling parallel with the Green Horse of the…
Will EUR/USD exchange rate drift to parity and below
The €uro has been lately under some depreciation pressures as the Euro Area economy struggles to accelerate its economic output and wider political instability in France has been slowing down the economic growth agenda, while also the German economy has…
The many reasons why the British Pound can depreciate below parity against the USDollar
When considering the simple data of United States GDP of $27.3 Trillion Dollars in aggregate compare and contrast with United Kingdom GDP $ 3.34 Trillion Dollars, then with virtue of simple proportion anybody can understand that the United States GDP…
Affordable EVs: The Role of Sodium-Ion Batteries in Reducing Car Production Costs
In 2023, the European Union (EU) produced approximately 12.1 million passenger cars, marking an 11.3% increase from the previous year. (Acea auto) This growth reflects a recovery from recent supply chain disruptions and underscores the automotive sector’s resilience. The automotive…
The Necessity of a Capital Markets Union and Financial Integration in the Eurozone
The UK financial industry in 2023 through LSEG post-trade clearing LCH, has cleared record volumes in Euro Derivatives contracts as follows: EUR IRS (Euribor) volume €51 trillion in 2023 and €50.9 trillion in 2022, EUR OIS volume €116.6 trillion in…
Government Wage Shocks: A Fiscal Trap with Long-Term Consequences
The question of how governments should deploy fiscal tools to stimulate economic growth or address crises has long been debated. Among the arsenal of fiscal policies, government wage shocks—significant increases in public sector wages—stand out as one of the least…
Econometrics research of CPIH Volatility Inference with Interest Rate Volatility
The British economy, as well as many other developed economies, has structural inflation issues that are not correlated to wages, quite the opposite, average annual incomes in the past 34 years haven’t kept pace with inflation, making real income unable…