This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

negative impact of currency appreciation as well as currency volatility on Indian firms’ export shares. The labor costs are … both REER change and volatility. Compared with those exporting goods, the firms that export services are more affected by …

response analysis. Second, we examine the announcements effects on market volatility in a more detailed fashion by … adequately analyze both conditional mean and volatility effects. …

We use a new dataset on non-resource GDP to examine the impact of commodity price volatility on economic growth in a … panel of up to 158 countries during the period 1970-2007. Our main finding is that commodity price volatility leads to a … result, we show that increased commodity price volatility leads to a statistically significant and quantitatively large …

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in … evidence does not actually attempt to measure the volatility of prices of individual goods or commodities. The literature tends … to focus on trends in the evolution and volatility of ratios of price indexes composed of multiple commodities and …

experienced relatively low and non inclusive economic growth as well as high levels of macroeconomic volatility. Important …

, two main issues are investigated: the impact on international trade of exchange rate volatility and of currency … misalignments. On average, exchange rate volatility has a negative (even if not large) impact on trade flows. The extent of this …

volatility channel, may lead one to erroneously conclude that there is no effect of resources on growth. …

-run demand shocks. In this setup, the volatility of a firm’s exports depends not only on the diversification of its destination … destinations makes the firm more likely to export occasionally to some markets, thereby raising volatility. These results cast … doubt on the commonly held belief that diversification must decrease volatility. …