: (i) monetary volatility negatively affects long-run growth; (ii)the relation between nominal volatility and growth … increases the negative effect of nominal volatility on mean growth. …

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

volatility of the interbank interest rates, especially after September 2008. Banking institutions from the Euro zone have avoided … the volatility. We also examine the long run equilibrium between the term structures of interest rates appealing at the … money markets from Euro zone, Bulgaria, Czech Republic, Hungary, Poland and Romania and propose some volatility transmission …

A contribution to the study of volatility and country risk is made in order to achieve a successful crosscountry … fractional integration order and determination of the adjusted volatility which best characterizes the economy. This methodology … the series persistence and volatility. Comparing a traditional risk indicator to our suggested one we find that the …

market returns volatility. The squared residuals of the GARCH(1,1) regression model proxied macroeconomic uncertainty levels …