climate mitigation, and the direction of the risk is identified through manual labels. The documented risk premium indicates …

Intro -- Contents -- I. INTRODUCTION -- II. METHODOLOGY AND DATA -- III. VOLATILITY DYNAMICS IN CENTRAL AND EASTERN …

Economic volatility remains a fact of life in Sub Saharan Africa (SSA). Household-level shocks create large consumption … that reducing consumption volatility would have on aggregate poverty. We then discuss coverage of consumption insurance … important source of consumption risk as two thirds of households are involved in some level of agricultural production. For …

This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility … markets are found to a¤ect both conditional returns and volatility, with the e¤ects on volatility being more pronounced and …

Intro -- Contents -- I. INTRODUCTION -- II. MACROECONOMIC VOLATILITY IN LATIN AMERICA: A HISTORICAL PERSPECTIVE -- III …

is constructed as the conditional volatility of the unforecastable components of a large set of time series, accounting …

climate risk analysis …

United Kingdom, the euro area, and Japan during the recent crisis on interbank credit and liquidity risk premia … of interbank risk premia, albeit to a different degree during the subprime and global phases of the crisis. Decisions not …