Sentence examples for spread volatility from inspiring English sources

But peripheral debt has been redefined into credit, where spread volatility is used as a risk management tool in so-called value-at-risk, or VAR, models.

In this case, blaming the markets actually is therefore blaming the alarm for the fire, and measures to control spread volatility like measures to prevent fire casualties by removing the alarms.

However, a possible correlation between credit spread volatility and interest rate is not considered.

We document a sharp decline in volume, associated with a significant reduction in spread and volatility, and an increase in aggressiveness of liquidity suppliers during the last minutes.

Thinly traded securities are illiquid and have higher spreads and volatility.

They need to go beyond conventional spreads and volatility measurements that have been used in the Finance literature for a long time.

says Kinney who is in charge of developing relationships with technology companies and overseeing the Big Board's efforts to upgrade its own systems.. Talk to the companies that defected and often you'll hear talk of spreads and volatility.

To investigate the impacts of China market adopting quarterly reporting on the information quality of AH shares in Hong Kong market, we analyze three measures of information asymmetry used in past literature, namely, bid-ask spread, illiquidity and volatility of AH shares and compare it with the information asymmetry of H shares (Fu et al. 2012).5.

E-β-ocimene is a young larval pheromone, highly volatile, and easily dispersed within the colony for a large scale action while BEP is an old larval pheromone with low volatility, spread by contact, with a precise action.

In an environment of widening credit spreads and increased volatility, collateral calls are to be expected".

However, market quality, measured with depth, spreads, and realized volatility, remain largely unaffected.