.S. Treasury benchmarks and related debt instruments by modelling the conditional mean and conditional volatility for weekly yields … assessment of the implications of modelling conditional volatility on forecasting performance. The estimated conditional … correlation coefficients indicate whether there is specialization, diversification or independence in the debt instrument shocks …

, which is a unique SITE because it relies almost entirely on tourism for its economic and social development. As … international tourism receipts are significant financial assets to the economies of SITEs, the timevarying volatility of … international tourist arrivals and their growth rate is analogous to the volatility (or dynamic risk) in financial returns. The …