adopted the recent DCC-GARCH-CONNECTEDNESS approach proposed by Gabauer (2020) to conduct a time-varying analysis that … contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from …; during COVID-19; and during the Russian-Ukrainian war. Our results confirm the persistence of volatility for the series …

In this paper, a survey on theoretically expected and empirically proved impacts of exchange rate volatility is given …. With regard to the West German unemployment, the effects of volatility are empirically analysed using three different … volatility measures and four country groups. In autoregressive models, a significant disturbing impact of volatility can be found …

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

is driven by non-agricultural income. -- Infant mortality ; income volatility ; business cycles ; India ; health care …This paper investigates the impact of macroeconomic shocks on infant mortality in India and investigates likely …

trade between China and the U.S. in order to avoid the well-known aggregation bias. Estimates of symmetric error … in assessing the effects of the RE misalignment on trade flows between the U.S. and China and confirms that the impacts …

This paper provides evidence for informational spillovers within urban slums in Chandigarh, India. I identify three …