volatility of the interbank interest rates, especially after September 2008. Banking institutions from the Euro zone have avoided … random walk? In our research we deal with unit root tests taking into consideration structural breaks and the persistence of … the volatility. We also examine the long run equilibrium between the term structures of interest rates appealing at the …

the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the …A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … breaks (also identifying its different kinds), determination of persistence of shocks through their structural-break free …

volatility in the deviations of the international relative prices and the real exchange rate (the PPP persistence puzzle). In a …Modelling of the physical characteristics of goods and geography can explain both the puzzling persistence and ….7% of the GDP, the half-life of deviation in the real exchange rate matches the persistence found in the data. A model with …

control persistence in volatility. Asymmetric analysis of the prices shows that prices have not reacted unequally to shock …This paper investigates maize price volatility in Swaziland as offered by NMC, an organization with a mandate of … stabilizing prices in the country. Price volatility is analyzed using ARCH/GARCH modeling techniques. Results show that the …

-food inflation in Pakistan. Food inflation volatility in Pakistan was found to be half of that observed in the world. Compared to … global food inflation persistence, there is no evidence of food inflation persistence in Pakistan. However, within the food … group, most of the goods which were manufactured exhibited inflation persistence. With the help of comparison of food …

volatility impact. Then, we apply it on three Tunisian exchange rate series between 1994 and 2006. As Beine, Laurent and Lecourt …

past volatilities. There is also strong evidence of persistence in variance in returns implying that shocks to volatility …This paper examines stock returns volatility in the Pakistani equity market. Using daily stock prices of 36 companies … equity market is the presence of conditional heteroscedasticity or volatility in stock returns and that even after …

This paper focuses on the impact of full capital account liberalization on macroeconomic volatility in Greece … reduce macroeconomic volatility. The link between macroeconomic volatility and capital account openness in the Greek economy …. There is no strong evidence for a stable relation between macroeconomic volatility and variables of financial openness. Thus …

reflect the different information which have been imbedded in the housing market in the long-time. The high volatility of the …

: (i) monetary volatility negatively affects long-run growth; (ii)the relation between nominal volatility and growth … depends on the persistence of the nominal shocks and on the Taylor rule considered; (iii) a Taylor rule with smoothing … increases the negative effect of nominal volatility on mean growth. …