Capital Market Journal

Capital Markets are the cornerstone foundation of economies

Econometrics forecast research about USA macroeconomic timeseries

In the quest for clues about how the global economy could perform in the coming quarters, additional econometrics research has been applied to some of the major macroeconomic United States variables. In this instance macroeconomic variables examined have been: Bank…

MAJOR POUND STERLING EXCHANGE RATES VOLATILITY STUDY

GBP/CHF, GBP/JPY AND GBP/USD GRAPHS OF HISTORICAL VOLATILITY CALCULATED WITH 30 DAYS STDV OF LOG RETURNS, THEN 3-MONTH, 6-MONTH AND 12-MONTH AVERAGE VOLATILITY. THE GRAPHS OF GBP/CHF, GBP/JPY AND GBP/USD SEE THE 3-MONTH AVERAGE VOLATILITY LINE DRIFTING UPWARD TO CROSS…