analyze recent developments in the volatility of exchange rates of the Central European countries (the Visegrad Group) and a … exchange rate volatility: squared returns parametric model and GARCH. Both methods provide identical results for the currencies … of the Visegrad group: an increase in volatility after a floating exchange rate regime was introduced. The case of the …

lowering its volatility. We also show thatrelatively small increases in the average holdings of reserves by Latin American … volatility. …

, effectively lowering its volatility. We also show that relatively small increases in the average holdings of reserves by Latin … substantially REER volatility. …

reduce exchange rate volatility and to smooth interest rates. Steep depreciations combined with volatility did not help …

This study aimed at understanding the Nigerian Stock Market with regards to volatility and prediction, to this effect … volatility. The study found the presence of volatility in all the four stock prices used, while stock price volatility was then …, only two companies¡¯ stock prices were predicted by volatility in their stock prices, while past stock prices predicted …

(with causal feedback), and that they affect the exchange rate volatility. Finally, with weekly data we highlight that the … euro/dollar volatility "Granger-cause" the rate of return on stocks. …

This paper investigates the effect of exchange rate volatility on US-UK bilateral trade flows. As part of econometric …

Heteroscedastic (ARCH) processes to the series in order to model their volatility. The paper finds that just two series have a …

shows that the evolution of portfolio volatility is influenced by the effects of the current global financial crisis. …