This study analyzes the impact of volatility in government borrowing from central bank (GBCB) on domestic inflation in … Pakistan. This paper utilizes Generalized Auto Regressive Conditional Hetroskedasticity (GARCH) model to estimate volatility in …) with bound testing technique suggest that domestic inflation in Pakistan is related with volatility in government borrowing …

This paper investigates the effects of exchange rate volatilities on economic growth of Iran over the flexible exchange … rate regime period (1988:Q1 2007:Q4). We use generalized autoregressive conditional heteroscedasticity (GARCH) family … models to generate time varying conditional variance of exchange rate as a standard measure of exchange rate volatility. We …

slowdown in the near future. Perhaps Iran is among a handful of countries that has not properly planned to combat any potential …

How does inflation uncertainty interact with inflation rate? The purpose of this article is to assess this question in … Egypt in a wavelets transform framework. We investigate the direction of causality in the relationship inflation-inflation … uncertainty by combining component GARCH model, wavelets decomposition and scale-by-scale nonlinear causality test. We find a …

This paper explores the influence of the foreign exchange rates variation on the returns and volatility of the stock … sub-samples corresponding to different stages of the Romanian financial markets evolution. The GARCH models employed in … influenced not only the stock returns but also their volatility. However, between March 2010 and December 2012 the impact of the …

, almost for all countries GARCH (1, 1) yielded significant results confirming the existence of volatility of stock markets for … are among the ones undertaken in this study. The rationale behind this study is to ascertain the volatility in stock … periods. GARCH (1, 1) was deployed for investigating the possible eventualities of volatilities of stock markets. The findings …

This paper is focused on the historical development of selected exchange rates' volatility, that is: AUD, CAD, DEM, DKK …' volatility is nothing special in the historical context considering the lenght and the extent. …

GARCH (1,1). The result showing us that there is one way volatility spillover between Indonesia and USA (USA effecting … that condition, volatility in domestic capital market could be affected by volatility from global stock markets. That … concern will be answered in this research, about volatility spillover in Indonesia, USA, and Japan capital market. This …