This study was conducted to explore the varying volatility of world rice price for the period 1961 to 2008 using … volatility of world rice price. Furthermore the EGARCH model was able to describe the asymmetric volatility in the world price of …

This paper studies the effect of trade openness on output volatility. We find that trade openness generally increased … output volatility, although this effect was stronger and more significant during 1950-1975 than during 1975-2000. However, if … we split the sample into developed and developing countries, we observe that more openness increased volatility in …

We propose a model to estimate the price volatility in of the Mexican Export Crude Oil Blend. The analysis relies on … and February 14th, 2007. The chosen model is of the GARCH (1,1) type. Asymmetric volatility effects are not detected …. Furthermore, the results are compared with an estimate of the historic volatility based on previous returns. Such comparison …

There have been numerous studies on the relationship between volatility of exports and economic growth. Most of these …, there have been no studies which have used the GARCH methodology to study export volatility. This paper fills the void. It … uses quarterly data for the Philippines and Thailand to study the effects of export volatility. We find that for both …

volatility in the deviations of the international relative prices and the real exchange rate (the PPP persistence puzzle). In a … quadratic adjustment costs in the volume of trade is also capable of creating real exchange rate volatility, and so can explain …

volatility and change in volumes traded, might have represented an early indicator, in reference to the spot market, of the lack …

We investigate the relation between global FX volatility and the excess returns to carry trade portfolios. We find a … significantly negative return co-movement of high interest rate currencies with global volatility, whereas low interest rate … currencies provide a hedge against volatility shocks. Our main global FX volatility proxy accounts for more than 90% of the …