of stock return volatility. Out-of-sample forecast performances of the FC models and linear models where the coefficients …

This study analyzes the impact of volatility in government borrowing from central bank (GBCB) on domestic inflation in … Pakistan. This paper utilizes Generalized Auto Regressive Conditional Hetroskedasticity (GARCH) model to estimate volatility in …) with bound testing technique suggest that domestic inflation in Pakistan is related with volatility in government borrowing …

This paper documents and analyses the volatility of economic growth in rich and poor countries. It concludes that … whereas volatility has declined almost universally in advanced countries, the picture is more mixed for developing countries …. The paper then concentrates on the case of India, where GDP volatility has declined over the past two decades. The …

asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent …

This paper focus on the problems faced in the empirical investigation of the relation between the level and volatility …

stylised features of volatility in 17 heavily traded bilateral exchange rates. This Power ARCH model nests a number of models …

We test for a change in the volatility of 215 US macroeconomic time series over the period 1960-1996. We find that … about 90% of these series have experienced a break in volatility during this period. This result is robust to controlling … for instability in the mean and business cycle nonlinearities. Real variables have seen a reduction in volatility since …