particularly interested in volatility modelling and forecasting given their importance for FOREX dealers. Compared with previous …

autoregressive conditional heteroskedasticity (GARCH) model. Trend and volatility are estimated jointly with the maximum likelihood …

cyclical variable captures previously undocumented changes in the volatility of real housing price increases. These volatility …

I explore the effect of banking concentration and banking competition on the volatility of the growth of value added of … effect of financial intermediation on volatility of growth and another one that discusses the effect of banking concentration … competition and banking concentration on the volatility of manufacturing sectors separately. I find that banking concentration has …

and terms of trade volatility. We estimate and compare several volatility indicators for Argentina, Australia and New … policies for this type of economies must balance reductions in TOT volatility through export diversification (at rising costs …) and a combination of efficiency improvements and internal flexibility to manage volatility effects. …

existence of significant volatility and cross volatility spillovers across all four markets. Given a high degree of common time …-varying co-volatility among these four countries, investors will be highly unlikely to benefit a reduction of risk if they …

The objective of this work is to determine the presence of volatility in the spot and futures exchange rates, detecting …, thus, the presence of risk. Identified the volatility, it is looked for shaping it through the construction of models … volatility of the exchange rates. Gotten the estimates, it is verified existence of convergence of these rates in the date of the …