It takes the average reader and 40 minutes to read Market Volatility As a Financial Soundness Indicator by Mr. Armando Méndez Morales
Assuming a reading speed of 250 words per minute. Learn more
Financial decisions of economic agents are based on volatility considerations. However, no aggregate indicators have been used by policymakers and regulators to assess the market risk environment. This paper applies a market volatility indicator to analyze the Israeli''s transition toward inflation targeting. Unlike conventional measures of volatility, it shows a substantial decline once volatility is measured against the minimum variance for the same returns on assets. Using a conventional Multivariate GARCH model, we find that interest rates sensitivity to changes in the risk environment may be important for a correct identification of volatility patterns of individual assets.
Market Volatility As a Financial Soundness Indicator by Mr. Armando Méndez Morales is 40 pages long, and a total of 10,000 words.
This makes it 13% the length of the average book. It also has 12% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes and 54 minutes to read Market Volatility As a Financial Soundness Indicator aloud.
Market Volatility As a Financial Soundness Indicator is suitable for students ages 8 and up.
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