Empirical evidence indicates that high oil price volatility has a dampening effect on output in countries that import … of commodity price volatility in commodity exporting countries accounting for both oil and non-oil commodities. To that … significant negative impact of price volatility on real output for oil exporters. Our results for exporters of other commodities …

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the … persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and …

that a rise in conditional consumption growth volatility relative to the rest of the world reduces the foreign exchange … relation between the volatility in consumption growth and the level of real interest rates relative to the world interest rate … rates and macroeconomic volatility, on the one hand, and macroeconomic volatility and the net foreign asset position, on the …