general findings are that monetary shocks volatility will generally have a negative effect on growth, while the opposite tends …

In this paper we contribute several new results on the NoVaS transformation approach for volatility forecasting … present a new method for volatility forecasting using NoVaS ; (c) we show that the NoVaS methodology is applicable in … processes. This is especially relevant in the context of volatility predictions for risk management. We further illustrate the …

Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset … return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced …

the total volatility function in a continuous-time jump diffusion model. …

This paper applies volatility measures and VAR spectral analytic techniques to give a thorough description of the ….The central findings are summarized with regard to (i) national product share, contribution-to-variance and volatility …

This paper investigates the role of economic and political volatility in the process of corporate tax … a number of measures of economic and political volatility. The fundamental testable prediction derived from the … theoretical model is that increased volatility should reduce a country’s corporate tax rate. Our results support the hypothesis …