We study the effect of COVID-19 containment measures on expected stock price volatility in some advanced economies …-month-ahead volatility indices dropped following announcements of initial or re-imposed lockdowns, and that they did not drop significantly … following the easing of lockdowns. Such patterns are not as strong for three-month-ahead expected volatility and generally …

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national … policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a …

(RBA) have had on the level and volatility of the Australian dollar exchange rate. First, using an event study we evaluate … Australian dollar. Second, we investigate the effects of RBA intervention policies on exchange rate volatility over the floating … volatility, which suggests that official intervention may have added to market uncertainty. Overall, the effects of RBA …

reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers …

global risk premiums, China's influence on regional markets is not yet to the level of the United States, but comparable to … that of Japan. If China-related shocks are coupled with a rise in global risk premiums, as in August 2015 and January 2016 …

spillovers (or risk greater volatility owing to comovement with foreign markets) …