the unemployment problem, the volatility of the growth rate of unemployment has to be known in order to launch appropriate … policies correctly. Therefore, a wide range of conditional volatility models, which are usually used in financial markets, are … employed to estimate the volatility with symmetric and asymmetric effects. The monthly data on unemployment is downloaded to …

. Belgium, Italy and Germany remain somewhere in the middle. This far-reaching outbreak demands a comprehensive response from …

-cyclicity, stock price volatility is believed to demonstrate with respect to the state of the economy. It further tests whether such … interdependence is exploitable for volatility forecasting. The sound contribution of this paper is the extension of the in-sample to … ability of an GJR-GARCH-Model, of the implied and historical volatility, the prediction power of macroeconomic and financial …

volatility and the persistence of the German stock index have fallen significantly relative to those of the U.S. index. However …