The aim of this paper is to provide some new empirical evidence on the determinants of volatility of real exchange … grouped into three regions (Latin America, Asia and MENA). Our findings suggest that different types of shocks (external, real … and monetary) can account for volatility of real exchange rates in emerging economies, with international financial …

post-September 2008 period. There are also volatility spillovers from stock market returns to equity fund flows both before …

This paper aims to select the best model or set of models for modelling volatility of the four most popular …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …