The aim of this paper is to provide some new empirical evidence on the determinants of volatility of real exchange … and monetary) can account for volatility of real exchange rates in emerging economies, with international financial …

We use a new dataset on non-resource GDP to examine the impact of commodity price volatility on economic growth in a … panel of up to 158 countries during the period 1970-2007. Our main finding is that commodity price volatility leads to a … result, we show that increased commodity price volatility leads to a statistically significant and quantitatively large …

conditional volatility across investment horizons. The results reveal the same kind of horizon effect as the one found in recent …

suggests that a global bimetallic system, in which the gold price of silver uctuates, has higher price volatility than a global …

increase uncertainty through a higher volatility of employment. We use regional data from Germany to test whether openness for … trade has an impact on volatility. We find a downward trend in the unconditional volatility of employment, which has been … interrupted by the re-unification period. Patterns are similar to those for output volatility. The conditional volatility of …

Pakistan, Thailand, and the Philippines, whilst they increase the probability of staying in the high volatility state in the …This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong …