volatility in developing and transition economies, using dynamic panel technique. According to an analysis of variance and … expenditures, consumption and GDP volatilities are the major determinants of macroeconomic volatility. The most influential …

Does the structure of banking markets affect macroeconomic volatility and, if yes, is this link different in low … markets affects macroeconomic volatility. Our research has three main findings. First, we study the relevance of granular … effects: if the degree of market concentration in the banking sector is sufficiently high, idiosyncratic volatility at the …

Alternative estimates for the volatility of pre-depression and post-World War II Canadian business cycles are … cyclical volatility than the pre-depression years. With few exceptions, similar results are obtained from volatility estimates …

and it hence lowers the volatility of output. Technological complexity evolves endogenously in response to profit …

macroeconomic volatility prevents countries with a higher incidence of poverty from converging in poverty levels to those with less … poverty on a global scale. Once volatility is controlled for, the relevant convergence parameter shows the expected negative … sign and is robust to various estimation techniques and model specifications. Only if a country's volatility exceeds a …

This article investigates returns and volatility linkages among stock markets, including emerging Asian (e.g., India … volatility. Finally, the Vector Autoregressive (VAR) model is used to study the transmission dynamics in the presence of … unexpected shocks. The evidence suggests that both the returns and volatility linkages exist between the emerging Asia and the …

macroeconomic volatility prevents countries with a higher incidence of poverty from converging in poverty levels to those with less … poverty on a global scale. Once volatility is controlled for, the relevant convergence parameter shows the expected negative … sign and is robust to various estimation techniques and model specifications. Only if a country's volatility exceeds a …

, and volatility in the remittance-sending country …

-country interdependence of output volatility has evolved over the period 1955 to 2006. From a methodological perspective, we adopt a spatial … econometric approach, relating a country's output volatility to (distance weighted averages of) other countries' output volatility … results for the most recent period suggest that a uniform shock to output volatility in the world economy roughly …

and it hence lowers the volatility of output. Technological complexity evolves endogenously in response to profit …