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 …

This article identifies the best models for forecasting the volatility of daily exchange returns of developing …

Understanding the sources of domestic food price volatility in developing countries and the extent to which this … volatility is transmitted from international to domestic markets is critical to help design better global, regional, and domestic … policies to cope with excessive food price volatility and to protect the most vulnerable groups. This paper examines price and …

financial system’s size due to volatility and the associated high real interest rates. The paper shows empirically that export …

in the MSCI World Developed Market index as of December 31, 2014. We filter out country level data for illiquid and very …

interventions, and stock market volatility, drawing upon an extended time period of one year, to independently test, confirm and … differences and similarities utilizing an asymmetric measure of volatility. We find that there are major differences between these …