We present an empirical investigation of the hypotheses that exchange rate volatility may have an impact on both the … findings that exchange rate volatility has a consistent positive and significant effect on the volatility of bilateral trade … flows, helping us better understand macroeconomic volatility. …

volatility. Using a new panel database compiled as part of the World Bank's Agricultural Distortions research project, we … estimate the effect of regionalism (proxied in various ways) on the volatility of price distortions measured by the absolute … significantly negative effect on agricultural trade-policy volatility. We find that the WTO's agricultural agreement also …

This paper looks at the interplay of volatility and liquidity on the Euronext trading platform during the December 2 …-traded stocks on Euronext, we study the ex-ante liquidity vs volatility and ex-post liquidity vs volatility relationships to … ascertain if the high volatility led to decreases in liquidity and large trading costs. We show that the provision of liquidity …

develops two models. The first is a generic approach that exemplifies how heterogeneity concerning the volatility of two … volatility that alternate with periods of high volatility. …

In this paper we employ the news aggregator GoogleTM News to demonstrate a strong link between the volatility in the …

purpose of this paper is to analyze these two indexes in order to capture ENSO volatility. The empirical results show that … both the ARMA(1,1)-GARCH(1,1) and ARMA(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility. Moreover, 1998 is a … turning point for the volatility of SOI, and the ENSO volatility has became stronger since 1998 which indicates that the ENSO …

This paper empirically explores the relationship between special-interest groups and volatility, with focus on the … interplay between groups and democracy and on the impact of groups on policy volatility. We find that countries with more … interest groups are characterized by less policy volatility; that the number of interest groups has a direct impact on growth …

the volatility of the returns accounting for intra-day movements and day-of-the-week effects. Our findings show that real … are driven by differences in key market participants. Volatility of the returns is accounted for at the beginning and end … volatility by the middle of the business week. Our findings yield insights into the process of stock market integration in the EU …