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 …

(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 …

We study whether clarity of central bank inflation reports affects return volatility in financial markets. We measure … relationship between clarity and market volatility prior to and during the early stage of the global financial crisis. As the …

This paper assesses how regional trade agreements (RTAs) impact growth volatility on a worldwide sample of 170 …, improved policy coordination, and reduced risk of conflicts can ease growth volatility. Empirical estimations suggest the … benefits outweigh the costs as RTAs are consistently associated with lower growth volatility, after controlling for trade …

emerging markets, which reduces the volatility of their total net inflows despite higher volatility of the components. Capital …

, institutional, political and social underpinnings to uncover the “missing” determinants of exchange rate volatility over time and … volatility, especially in emerging market economies. After controlling for standard macroeconomic factors, we find that the “soft … exchange rate volatility across countries …

This paper studies the role of an increase in foreign exchange reserves in reducing currency volatility for emerging … introduced in the regressions to account for other factors affecting exchange rate volatility (monetary and external indicators … exchange rate regime, since the regime can affect both the level of reserves and exchange rate volatility. The results provide …