This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

in the volatility, from the largest market of Saudi Arabia to Qatar and the two markets in the UAE, which confirms that …

Russia. The adopted framework allows to analyse interdependence by estimating volatility spillovers, and also contagion by … testing for possible shifts in the transmission of volatility following the introduction of the euro and EU accession. Further …. Furthermore, whilst the introduction of the euro has had mixed effects, EU accession has resulted in an increase in volatility …

any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

This paper proposes an explanation of the shifts in the volatility of exchange rate returns that relies on standard … may lead agents to focus excessively on a subset of fundamental variables. As a result, exchange rate volatility is mainly … determined by the dynamics of this subset of fundamentals. As agents switch between models the nominal exchange rate volatility …

There is no consensus about the causes of the reduction in business cycle volatility seen in many major economies over … itself led to a reduction in the volatility of economic shocks. Assuming an absence of cataclysmic events, our projections …

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 … emerging countries. -- emerging economies ; real exchange rate ; volatility ; financial integration ; GMM method ; dynamic …