The evidence on the inflation impact of aging is mixed, and there is no evidence regarding the volatility of inflation … higher inflation volatility. Our paper is also the first, using this framework, to discuss how aging affects the transmission …

A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for … volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion … specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential …

This paper investigates the consequences of exchange rate volatility on the variability of export prices and quantities …

portfolio theory without recourse to market imperfections. It also demonstrates that “Value-at-Risk” portfolio management rules …

reduce macroeconomic volatility. The econometric estimation results from a 30-year panel data set of 15 countries with and … without oil funds suggest that oil funds are associated with reduced volatility of broad money and prices and lower inflation …. However, there is a statistically weak negative association between the presence of an oil fund and volatility of the real …

measures of linear dependence and feedback indicate strong connections between the respective markets, futures volatility does … not significantly explain spot market volatility, nor does it increase after futures introductions. To account for the … characteristics of the spot and futures returns a SWARCH model has been employed to estimate volatility …

has been delivered in the past five years. If anything, aid volatility has worsened somewhat and the information value of … long-term lending commitments has declined. We take these results to mean that the main causes of the volatility and …

volatility, and assesses different price smoothing rules on the basis of historical oil prices. These simulations reveal the …