Theory as well as empirics suggest that both the level and the volatility of uncertainty impact important economic … variables. There is a need to extend models of uncertainty to the volatility of uncertainty. We analyse the dynamics of the …, Germany, Italy and the UK – between 1997 and 2019, consider-able portions of both the level and the volatility of economic …

construct a term structure of bitcoin implied volatility indices using a variance swap fair-value formula that is employed by … million option prices, we construct the bitcoin implied volatility indices with maturities from one week to three months … also examine the relationship between bitcoin's 30-day realised variance, volatility index and variance risk premium with …

- and second-moment exchange rate exposure on individual firm value and the stock return volatility underlying exchange rate … equity financing cost. -- exchange rate exposure ; asymmetric currency exposure ; financial crises ; asymmetric volatility …

cointegration and Markov-switching VECM and Impulse Response Analysis, confirms that these markets have significant linkages which … vary according to whether they are in low or high volatility regimes. …

(ARDL) and nonlinear ARDL models, contrary to prior literature, we find significant symmetric negative relationship between …

countries are also done. An attempt is made here to study specifically the impact of crude oil price volatility on stock prices … and exchange rates on the basis of crude oil export and import volume. Monthly data from January 2004 to December 2015 has …