New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some … of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …

different (low and high volatility) regimes. Our empirical investigation looks at the EUR/USD currency market. Our results show … impact on trading activity across market conditions. However, the change in elasticity between low and high volatility … penalize chartists more than fundamentalists, it could reduce exchange rate volatility. …

amount of assets exchanged in the most liquid time step. However, our model is not showing raising average volatility on long …

with heterogeneous beliefs reach a trade-off between the cost of a precise estimation (variable depending on the agent) and …

heterogeneous beliefs reach a trade-o between the cost of a precise estimation (variable depending on the agent) and the expected …

This article unearths the determinants of the volatility of aggregate and firm-level production proxied by output and … volatility. Similarly to their conclusions, I establish that firm volatility is not driven by a compositional bias in my sample …-level and aggregate level volatility due in part to the 2007 financial crisis. …

instruments to manage food price volatility. Many developing countries recently pursued price regulation policies, but the … policy to lower food price volatility does not depend on the nature of the policy instrument only, but also on the … be key factor influencing the degree of price volatility. Applied to trade policies, this consistency is defined by the …

-end varieties has two macroeconomic implications for countries. First, the sources of a country's aggregate exports volatility are …-speci c demand shocks, and thus their volatility on a given market. However, their lower sensitivity to distance allows for a … greater geographic diversi cation of their exports, which in turn reduces aggregate volatility through a portfolio e ect …