Sentence examples for equity volatility from inspiring English sources

In fact, currency changes have historically accounted for only 12 percent of foreign equity volatility.

They jointly explain as much variation in credit spreads as do equity volatility and the dividend-price ratio.

We find that while QE operations in general reduced equity volatility, day to day operations generated spikes in volatility in UK equities.

"If you were to look at long-term U.S. Treasury price volatility, it's running along with equity volatility along with gold and Swiss franc volatility," he said.

KMV uses quantitative modelling to look at equity volatility and company debt, to determine credit risk and the likelihood of default.

We discuss the different uses of the basic Merton (1974) model to calculate the value of equity, to back out implied credit spreads, or to back out an implied equity volatility.

If the equity volatilities are adjusted to eliminate the effect of the two companies' balance sheet structures treating both companies as if they were wholly equity financed and had no cash we see that Pfizer has an underlying asset volatility of close to 30% while Bank of America has a volatility closer to 5%.

market, which in recent weeks has suffered from equities volatility because of worries over Europe's sovereign debt woes.

Conventional measurements of equity return volatility rely on the asset's previous day closing price to infer the current level of volatility and fail to incorporate information concerning intraday influntuctuations.

Following prior research, we measure information uncertainty using IPO underpricing and post-IPO equity return volatility.

"Equity market volatility is playing havoc with their life insurance company," Stephen Kench, an analyst at Macquarie Equities in Sydney, said of Commonwealth Bank.