This paper studies the dynamics of volatility transmission between Central European (CE) currencies and the EUR …/USD foreign exchange using model-free estimates of daily exchange rate volatility based on intraday data. We formulate a flexible … yet parsimonious parametric model in which the daily realized volatility of a given exchange rate depends both on its own …

the volatility of the returns accounting for intraday movements and day-of-the-week effects. Our findings show that …

analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies … of the Visegrad group: an increase in volatility after a floating exchange rate regime was introduced. The case of the …

What is the relationship between economic growth and its volatility? Does political instability affect growth directly … or indirectly, through volatility? This paper tries to answer such questions using a power-ARCH framework with annual … legislative changes) has an indirect (through volatility) negative impact. We also find preliminary support for the idea that …

contexts of China and Russia. Using interview data of 159 software entrepreneurs in Beijing and Moscow, the study found that …

a number of Central and Eastern European countries, Russia, and China. We use metadata from 33 studies of 10 transition …-time variation in rates of return as a function of the timing, speed, and volatility of reform processes as well as estimation … disequilibrium as reflected in macroeconomic volatility help to explain cross-country differences in the time paths of the returns to …

Internet ventures in Beijing, China. The study found the positive and the negative contingent effects of structural holes on …