results show that the incidence of informal employment is directly linked with EPL, volatility, and labor bargaining power. We …

estimation methodology, we investigate the degree and direction of dissemination in the volatility of economic growth. Our …’s economic growth volatility to affect other countries. Thus, an economic recession for example in one country, does not affect … all countries equally across regime type. Second, growth volatility is not simply a North-South phenomenon, but a South …

Abstract This paper uses a dynamic framework of a small open economy to study the volatility effects of partially … stabilizing, i. e. lead to a lower volatility than a fully anticipated monetary policy shock of the same form. (ii) However, we …

This paper examines the stability, predictability, volatility, time varying risk premiums and persistence of shocks to … volatility in the ten Middle Eastern and African (ME&A) emerging stock markets. Although the majority of ME&A markets only … finds ME&A markets to be unpredictable. The findings on volatility in the emerging market indicate that eight out of the ten …

the conditional volatility models of the GARCH class. We find that the differences between the opening price of one day … effects of modifying the direct impact of daily innovations on volatility and reducing the estimated overall persistence of …

durations, and vice versa. Otherwise, the spacings between trades are consideredexogenous to the volatility dynamics. This … volatility and intratrade durations. Undergeneral conditions, we propose several Generalized Method of Moments (GMM) estimation … of the IBM 1993 tick-by-tick data. We find some evidence that volatility of IBM stock pricesGranger-causes intratrade …

Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock …‐correlation function approach, and realized volatility for daily and intraday stock price data that cover the period from January 5, 2004 …‐way volatility spillover effects from China to the US, UK, German and French stock markets is observed and the test results indicate …