Sentence examples for volatility of interest from inspiring English sources
The wild volatility of interest rates late in the decade and into the 80's focused intense attention on the bond market.
It is also resilient to volatility of interest rates and allows prepayments without any additional charges.
The prime objective of this study was to investigate the extent to which the conditional volatilities of both Shari'ah compliant stock index (KMI-30) and conventional stock index (KSE-100) in Pakistan are related to the conditional volatility of interest rate and exchange rate.
There will be at least higher volatility of interest and exchange rates, which tends to lower the attractiveness of Brazilian securities.
Second, to examine the effects of volatilities of interest rate and exchange rate on KMI-30 index and its counterparts, this study employs Generalized Autoregressive Conditional Heteroskedastic in the mean (GARCH-M) model.
To analyze the volatility effects of interest rate and exchange rate on Shari'ah screened index (KMI-30) and its conventional counterparts (KSE-100), GARCH-M model is utilized.
Stock price volatility is of interest to traders because it quantifies risk, optimizes the portfolio, and provides a key input of option pricing models that are based on the estimation of the volatility of the asset, see [6, 7].
For this purpose, four different risk-adjusted performance measures (explained below) have been used to analyze the performance differences between KMI-30 index (Shari'ah compliant index) and its conventional computer partKSE-100,for examining volatility effects of interest rate and exchange rate on these two indices, we have used GARCH-M model (explained below).
Specifically, the volatility of net interest margin, the volatility of earnings, and Z score show less risk-taking behavior.
INTEREST RATES One way of gauging the extent of financial-market turbulence in emerging economies is to look at the volatility of short-term interest rates.
The second set of variables, risk indicators, include such financial market factors as the volatility of short-term interest rates and currency and equity markets.
