BROWSE

Dayrate Volatility

What is 'Dayrate Volatility'

The intraday unpredictability of an exchange rate (or price of a good or service), that changes due to imbalances in supply and demand. Price levels of various goods or services can change very quickly, depending on the current market condition.

Explaining 'Dayrate Volatility'

Low levels of dayrate volatility illustrate that the market is complacent, and the existing price is not a major concern for the transacting parties. On the other hand, a rise in dayrate volatility can be used to signal fear or a lack of supply. This degree of volatility generally results in large price fluctuations, which suggests that the market is in a state of panic because there may be a larger group of sellers than there are buyers.


Further Reading


Testing continuous-time models of the spot interest rate
academic.oup.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Federal reserve transparency and financial market forecasts of short-term interest ratesFederal reserve transparency and financial market forecasts of short-term interest rates
papers.ssrn.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Interest rate smoothness and the nonsettling-day behavior of banksInterest rate smoothness and the nonsettling-day behavior of banks
www.sciencedirect.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Economic growth and investment in the Arab worldEconomic growth and investment in the Arab world
repositori.upf.edu [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Structural breakpoints in volatility in international marketsStructural breakpoints in volatility in international markets
papers.ssrn.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Assessing China's exchange rate regimeAssessing China's exchange rate regime
academic.oup.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

The effect of uncertainty on investment: Evidence from Texas oil drillingThe effect of uncertainty on investment: Evidence from Texas oil drilling
www.aeaweb.org [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …

Using interest rate uncertainty to predict the paper-bill spread and real outputUsing interest rate uncertainty to predict the paper-bill spread and real output
www.sciencedirect.com [PDF]
… Equation (8) has also implications for the variability of rt across and within maintenance periods … III. Models of Imperfect Day-to-Day Targeting Unsurprisingly, the volatility pattern of US data displayed in … The idea that the funds rate should be less volatile in the early portion of the …


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