We study the pattern of volatility of gross issuance in international capital markets since 1980. We find several short …-lived episodes of high volatility. Over the long run, however, volatility has declined, suggesting that international financial …-varying pattern of volatility, focusing in particular on the role of financial centers. Our results suggest that a significant portion …

dampening effect on trade volatility. Copyright Springer Science + Business Media, Inc. 2005 …

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 …