Capital Market Journal

Capital Markets are the cornerstones foundation of economies

Category: VOLATILITY FORECASTER

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EUR/USD FORWARD RATES FX MARKET VOLATILITY INTEREST RATE PARITY MONEY MARKET RATES

EUR/USD adjusts for Interest Rate Differential Amid Anticipated ECB Rate Cut

September 3, 2024 capitalmarketsjournal
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Bund Yield Curve Steepening: Term Premium to Rise in Longer Durations

September 2, 2024 capitalmarketsjournal
FORECASTING REALIZED VOLATILITY

A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data

September 2, 2024 capitalmarketsjournal
FORECASTING REALIZED VOLATILITY SYSTEMATIC RISK Volatility

Forecasting realized volatility

August 14, 2024 capitalmarketsjournal