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 …

in Ethiopia, using data from a rural household survey conducted in 1994 and an estimated labour demand equation. We also … reflect the limited development of fully organised labour markets in rural Ethiopia. They also imply that purely market …

&D investment and productivity growth are more negatively correlated with sales volatility in more credit constrained firms. …

market price of risk, the risk free rate, the bond prices at dierent maturities, the stock price and volatility as well as …

We propose a tractable framework for quantifying the impact of fire sales on the volatility and correlations of asset … returns and provide a quantitative explanation for spikes in volatility and correlations observed during liquidation of large …

with limited memory, then there are rationally formed expectations equilibria exhibiting an excess volatility that no … one from a positive viewpoint, this result suggests that the possibility of excess volatility as an equilibrium phenomenon …

We decompose volatility of a stock market index both in time and scale using wavelet filters and design a probabilistic …

This paper studies empirically the link between remittances and growth volatility by examining the impact of … of moment (GMM) technique for a sample of 63 countries over the 1980-2004 period. The volatility of terms of trade and … inflation is used to proxy for real and monetary volatility, respectively. The results show that the impact of remittances on …