Countries with strong executive constraints have lower growth volatility but similar average growth to those with weak … in inflows when strong executive constraints are adopted in terms of the reduction in the volatility in productivity …

We investigate the relation between global foreign exchange (FX) volatility risk and the cross-section of excess … FX volatility and thus deliver low returns in times of unexpected high volatility, when low interest rate currencies … provide a hedge by yielding positive returns. Our proxy for global FX volatility risk captures more than 90% of the cross …

positively linked to the conditional volatility of future real activity and of equity returns. The joint information in sectoral …

volatility of revenues, have failed to save a sufficiently high proportion of their resource revenues and failed to make high …

correlations and volatility spillovers between crude oil and stock index returns, pricing exotic options using the Wang transform …, the rise and fall of S&P500 variance futures, predicting volatility using Markov switching multifractal model: evidence …, forecasting volatility via stock return, range, trading volume and spillover effects: the case of Brazil, estimating and …