implications of a broad range of U.S. tax code provisions for behavior of interest rates. Determinants of interest rate volatility …

This paper shows how changes in the volatility of the real interest rate at which small open emerging economies borrow … motivate our investigation, we document the strong evidence of time-varying volatility in the real interest rates faced by a … sample of four emerging small open economies: Argentina, Ecuador, Venezuela, and Brazil. We postulate a stochastic volatility …

relationship between trade and exchange rate volatility / Christian Broda and John Romalis -- Comments: Chaiyasit Anuchitworawong …

sub-standard economic performance. They are: long-term trends in world commodity prices, volatility, crowding out of …

Poor countries are more volatile than rich countries, and we know this volatility impedes their growth. We also know … that commodity price volatility is a key source of those shocks. This paper explores commodity and manufactures price over … the past three centuries to answer three questions: Has commodity price volatility increased over time? The answer is no …

growth rate and volatility of commodity spot prices. This view gained credence because in the 2000s trading volume increased …

corn, contributing to both higher prices and greater price volatility. But turbulence in recent economic events have caused … ways that are observable in data. Price volatility and "subsidy incidence" also depend on which regime is in place. Simple … differences in variations of corn prices versus energy prices. Apparent price volatility seems due to mechanism switching and to …

additional real returns associated with common stocks more than compensate for the volatility of prospective payouts. These …