framework is a bivariate volatility model, where volatility spillovers of either positive or negative sign are allowed for. Our … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other … results show that by considering time-varying return and volatility spillovers when calculating the risk-minimising portfolio …

forecast gold returns and its volatility, usinga method involving block means of residuals obtained from the popular …,can accurately forecast gold returns at short- to medium-term, and also time-varyingestimates of gold returns volatility to a lesser …

The choice of instruments for mitigating economic volatility is a serious consideration for policymakers and important … markets are more effective than conventional economic policies, such as fiscal interventions, in reducing economic volatility …